NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 29-Sep-2011
Day Change Summary
Previous Current
28-Sep-2011 29-Sep-2011 Change Change % Previous Week
Open 4.228 4.170 -0.058 -1.4% 4.276
High 4.239 4.237 -0.002 0.0% 4.350
Low 4.171 4.088 -0.083 -2.0% 4.156
Close 4.185 4.162 -0.023 -0.5% 4.159
Range 0.068 0.149 0.081 119.1% 0.194
ATR 0.097 0.101 0.004 3.8% 0.000
Volume 33,824 29,752 -4,072 -12.0% 157,771
Daily Pivots for day following 29-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.609 4.535 4.244
R3 4.460 4.386 4.203
R2 4.311 4.311 4.189
R1 4.237 4.237 4.176 4.200
PP 4.162 4.162 4.162 4.144
S1 4.088 4.088 4.148 4.051
S2 4.013 4.013 4.135
S3 3.864 3.939 4.121
S4 3.715 3.790 4.080
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 4.088 0.212 5.1% 0.092 2.2% 35% False True 33,116
10 4.350 4.088 0.262 6.3% 0.083 2.0% 28% False True 31,655
20 4.564 4.088 0.476 11.4% 0.103 2.5% 16% False True 30,483
40 4.606 4.088 0.518 12.4% 0.106 2.5% 14% False True 26,572
60 4.962 4.088 0.874 21.0% 0.105 2.5% 8% False True 23,167
80 5.356 4.088 1.268 30.5% 0.107 2.6% 6% False True 20,581
100 5.356 4.088 1.268 30.5% 0.107 2.6% 6% False True 18,711
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4.870
2.618 4.627
1.618 4.478
1.000 4.386
0.618 4.329
HIGH 4.237
0.618 4.180
0.500 4.163
0.382 4.145
LOW 4.088
0.618 3.996
1.000 3.939
1.618 3.847
2.618 3.698
4.250 3.455
Fisher Pivots for day following 29-Sep-2011
Pivot 1 day 3 day
R1 4.163 4.194
PP 4.162 4.183
S1 4.162 4.173

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

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