NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 22-Sep-2011
Day Change Summary
Previous Current
21-Sep-2011 22-Sep-2011 Change Change % Previous Week
Open 4.282 4.233 -0.049 -1.1% 4.264
High 4.291 4.267 -0.024 -0.6% 4.477
Low 4.233 4.166 -0.067 -1.6% 4.236
Close 4.252 4.183 -0.069 -1.6% 4.290
Range 0.058 0.101 0.043 74.1% 0.241
ATR 0.104 0.103 0.000 -0.2% 0.000
Volume 25,761 38,057 12,296 47.7% 155,759
Daily Pivots for day following 22-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.508 4.447 4.239
R3 4.407 4.346 4.211
R2 4.306 4.306 4.202
R1 4.245 4.245 4.192 4.225
PP 4.205 4.205 4.205 4.196
S1 4.144 4.144 4.174 4.124
S2 4.104 4.104 4.164
S3 4.003 4.043 4.155
S4 3.902 3.942 4.127
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 5.057 4.915 4.423
R3 4.816 4.674 4.356
R2 4.575 4.575 4.334
R1 4.433 4.433 4.312 4.504
PP 4.334 4.334 4.334 4.370
S1 4.192 4.192 4.268 4.263
S2 4.093 4.093 4.246
S3 3.852 3.951 4.224
S4 3.611 3.710 4.157
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.350 4.166 0.184 4.4% 0.075 1.8% 9% False True 30,193
10 4.477 4.166 0.311 7.4% 0.097 2.3% 5% False True 30,371
20 4.564 4.166 0.398 9.5% 0.109 2.6% 4% False True 27,244
40 4.727 4.166 0.561 13.4% 0.105 2.5% 3% False True 24,416
60 4.962 4.166 0.796 19.0% 0.106 2.5% 2% False True 21,635
80 5.356 4.166 1.190 28.4% 0.107 2.6% 1% False True 19,629
100 5.356 4.166 1.190 28.4% 0.109 2.6% 1% False True 17,692
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.696
2.618 4.531
1.618 4.430
1.000 4.368
0.618 4.329
HIGH 4.267
0.618 4.228
0.500 4.217
0.382 4.205
LOW 4.166
0.618 4.104
1.000 4.065
1.618 4.003
2.618 3.902
4.250 3.737
Fisher Pivots for day following 22-Sep-2011
Pivot 1 day 3 day
R1 4.217 4.258
PP 4.205 4.233
S1 4.194 4.208

These figures are updated between 7pm and 10pm EST after a trading day.

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