NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 26-Sep-2011
Day Change Summary
Previous Current
23-Sep-2011 26-Sep-2011 Change Change % Previous Week
Open 4.185 4.157 -0.028 -0.7% 4.276
High 4.202 4.245 0.043 1.0% 4.350
Low 4.156 4.137 -0.019 -0.5% 4.156
Close 4.159 4.239 0.080 1.9% 4.159
Range 0.046 0.108 0.062 134.8% 0.194
ATR 0.099 0.100 0.001 0.6% 0.000
Volume 46,749 27,792 -18,957 -40.6% 157,771
Daily Pivots for day following 26-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.531 4.493 4.298
R3 4.423 4.385 4.269
R2 4.315 4.315 4.259
R1 4.277 4.277 4.249 4.296
PP 4.207 4.207 4.207 4.217
S1 4.169 4.169 4.229 4.188
S2 4.099 4.099 4.219
S3 3.991 4.061 4.209
S4 3.883 3.953 4.180
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 4.137 0.213 5.0% 0.079 1.9% 48% False True 32,248
10 4.477 4.137 0.340 8.0% 0.095 2.2% 30% False True 30,779
20 4.564 4.137 0.427 10.1% 0.107 2.5% 24% False True 28,894
40 4.636 4.137 0.499 11.8% 0.104 2.5% 20% False True 25,374
60 4.962 4.137 0.825 19.5% 0.104 2.5% 12% False True 22,382
80 5.356 4.137 1.219 28.8% 0.106 2.5% 8% False True 20,161
100 5.356 4.137 1.219 28.8% 0.108 2.6% 8% False True 18,238
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.704
2.618 4.528
1.618 4.420
1.000 4.353
0.618 4.312
HIGH 4.245
0.618 4.204
0.500 4.191
0.382 4.178
LOW 4.137
0.618 4.070
1.000 4.029
1.618 3.962
2.618 3.854
4.250 3.678
Fisher Pivots for day following 26-Sep-2011
Pivot 1 day 3 day
R1 4.223 4.227
PP 4.207 4.214
S1 4.191 4.202

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

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