NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 27-Sep-2011
Day Change Summary
Previous Current
26-Sep-2011 27-Sep-2011 Change Change % Previous Week
Open 4.157 4.253 0.096 2.3% 4.276
High 4.245 4.300 0.055 1.3% 4.350
Low 4.137 4.213 0.076 1.8% 4.156
Close 4.239 4.242 0.003 0.1% 4.159
Range 0.108 0.087 -0.021 -19.4% 0.194
ATR 0.100 0.099 -0.001 -0.9% 0.000
Volume 27,792 27,466 -326 -1.2% 157,771
Daily Pivots for day following 27-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.513 4.464 4.290
R3 4.426 4.377 4.266
R2 4.339 4.339 4.258
R1 4.290 4.290 4.250 4.271
PP 4.252 4.252 4.252 4.242
S1 4.203 4.203 4.234 4.184
S2 4.165 4.165 4.226
S3 4.078 4.116 4.218
S4 3.991 4.029 4.194
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 4.300 4.137 0.163 3.8% 0.080 1.9% 64% True False 33,165
10 4.477 4.137 0.340 8.0% 0.089 2.1% 31% False False 31,285
20 4.564 4.137 0.427 10.1% 0.107 2.5% 25% False False 28,979
40 4.636 4.137 0.499 11.8% 0.105 2.5% 21% False False 25,709
60 4.962 4.137 0.825 19.4% 0.105 2.5% 13% False False 22,505
80 5.356 4.137 1.219 28.7% 0.106 2.5% 9% False False 20,147
100 5.356 4.137 1.219 28.7% 0.106 2.5% 9% False False 18,402
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.670
2.618 4.528
1.618 4.441
1.000 4.387
0.618 4.354
HIGH 4.300
0.618 4.267
0.500 4.257
0.382 4.246
LOW 4.213
0.618 4.159
1.000 4.126
1.618 4.072
2.618 3.985
4.250 3.843
Fisher Pivots for day following 27-Sep-2011
Pivot 1 day 3 day
R1 4.257 4.234
PP 4.252 4.226
S1 4.247 4.219

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

View Archives - Comment on this page... - Back to Index of Symbols