NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 30-Sep-2011
Day Change Summary
Previous Current
29-Sep-2011 30-Sep-2011 Change Change % Previous Week
Open 4.170 4.165 -0.005 -0.1% 4.157
High 4.237 4.204 -0.033 -0.8% 4.300
Low 4.088 4.118 0.030 0.7% 4.088
Close 4.162 4.123 -0.039 -0.9% 4.123
Range 0.149 0.086 -0.063 -42.3% 0.212
ATR 0.101 0.100 -0.001 -1.0% 0.000
Volume 29,752 43,107 13,355 44.9% 161,941
Daily Pivots for day following 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.406 4.351 4.170
R3 4.320 4.265 4.147
R2 4.234 4.234 4.139
R1 4.179 4.179 4.131 4.164
PP 4.148 4.148 4.148 4.141
S1 4.093 4.093 4.115 4.078
S2 4.062 4.062 4.107
S3 3.976 4.007 4.099
S4 3.890 3.921 4.076
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.806 4.677 4.240
R3 4.594 4.465 4.181
R2 4.382 4.382 4.162
R1 4.253 4.253 4.142 4.212
PP 4.170 4.170 4.170 4.150
S1 4.041 4.041 4.104 4.000
S2 3.958 3.958 4.084
S3 3.746 3.829 4.065
S4 3.534 3.617 4.006
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% 0.100 2.4% 17% False False 32,388
10 4.350 4.088 0.262 6.4% 0.085 2.1% 13% False False 31,971
20 4.500 4.088 0.412 10.0% 0.100 2.4% 8% False False 31,286
40 4.606 4.088 0.518 12.6% 0.104 2.5% 7% False False 27,201
60 4.962 4.088 0.874 21.2% 0.104 2.5% 4% False False 23,483
80 5.356 4.088 1.268 30.8% 0.107 2.6% 3% False False 20,947
100 5.356 4.088 1.268 30.8% 0.107 2.6% 3% False False 19,041
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.570
2.618 4.429
1.618 4.343
1.000 4.290
0.618 4.257
HIGH 4.204
0.618 4.171
0.500 4.161
0.382 4.151
LOW 4.118
0.618 4.065
1.000 4.032
1.618 3.979
2.618 3.893
4.250 3.753
Fisher Pivots for day following 30-Sep-2011
Pivot 1 day 3 day
R1 4.161 4.164
PP 4.148 4.150
S1 4.136 4.137

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

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