NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 23-Sep-2011
Day Change Summary
Previous Current
22-Sep-2011 23-Sep-2011 Change Change % Previous Week
Open 4.233 4.185 -0.048 -1.1% 4.276
High 4.267 4.202 -0.065 -1.5% 4.350
Low 4.166 4.156 -0.010 -0.2% 4.156
Close 4.183 4.159 -0.024 -0.6% 4.159
Range 0.101 0.046 -0.055 -54.5% 0.194
ATR 0.103 0.099 -0.004 -4.0% 0.000
Volume 38,057 46,749 8,692 22.8% 157,771
Daily Pivots for day following 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.310 4.281 4.184
R3 4.264 4.235 4.172
R2 4.218 4.218 4.167
R1 4.189 4.189 4.163 4.181
PP 4.172 4.172 4.172 4.168
S1 4.143 4.143 4.155 4.135
S2 4.126 4.126 4.151
S3 4.080 4.097 4.146
S4 4.034 4.051 4.134
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.804 4.675 4.266
R3 4.610 4.481 4.212
R2 4.416 4.416 4.195
R1 4.287 4.287 4.177 4.255
PP 4.222 4.222 4.222 4.205
S1 4.093 4.093 4.141 4.061
S2 4.028 4.028 4.123
S3 3.834 3.899 4.106
S4 3.640 3.705 4.052
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.350 4.156 0.194 4.7% 0.071 1.7% 2% False True 31,554
10 4.477 4.156 0.321 7.7% 0.092 2.2% 1% False True 31,353
20 4.564 4.156 0.408 9.8% 0.107 2.6% 1% False True 28,800
40 4.636 4.156 0.480 11.5% 0.103 2.5% 1% False True 25,286
60 4.962 4.156 0.806 19.4% 0.106 2.5% 0% False True 22,130
80 5.356 4.156 1.200 28.9% 0.106 2.6% 0% False True 19,939
100 5.356 4.156 1.200 28.9% 0.109 2.6% 0% False True 18,038
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 100 trading days
Fibonacci Retracements and Extensions
4.250 4.398
2.618 4.322
1.618 4.276
1.000 4.248
0.618 4.230
HIGH 4.202
0.618 4.184
0.500 4.179
0.382 4.174
LOW 4.156
0.618 4.128
1.000 4.110
1.618 4.082
2.618 4.036
4.250 3.961
Fisher Pivots for day following 23-Sep-2011
Pivot 1 day 3 day
R1 4.179 4.224
PP 4.172 4.202
S1 4.166 4.181

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

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