NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 04-Oct-2011
Day Change Summary
Previous Current
03-Oct-2011 04-Oct-2011 Change Change % Previous Week
Open 4.100 4.089 -0.011 -0.3% 4.157
High 4.165 4.124 -0.041 -1.0% 4.300
Low 4.071 4.071 0.000 0.0% 4.088
Close 4.089 4.114 0.025 0.6% 4.123
Range 0.094 0.053 -0.041 -43.6% 0.212
ATR 0.099 0.096 -0.003 -3.3% 0.000
Volume 50,237 37,919 -12,318 -24.5% 161,941
Daily Pivots for day following 04-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.262 4.241 4.143
R3 4.209 4.188 4.129
R2 4.156 4.156 4.124
R1 4.135 4.135 4.119 4.146
PP 4.103 4.103 4.103 4.108
S1 4.082 4.082 4.109 4.093
S2 4.050 4.050 4.104
S3 3.997 4.029 4.099
S4 3.944 3.976 4.085
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 4.239 4.071 0.168 4.1% 0.090 2.2% 26% False True 38,967
10 4.300 4.071 0.229 5.6% 0.085 2.1% 19% False True 36,066
20 4.477 4.071 0.406 9.9% 0.093 2.3% 11% False True 32,953
40 4.606 4.071 0.535 13.0% 0.103 2.5% 8% False True 27,957
60 4.962 4.071 0.891 21.7% 0.102 2.5% 5% False True 24,372
80 5.242 4.071 1.171 28.5% 0.104 2.5% 4% False True 21,599
100 5.356 4.071 1.285 31.2% 0.106 2.6% 3% False True 19,759
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 0.028
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.349
2.618 4.263
1.618 4.210
1.000 4.177
0.618 4.157
HIGH 4.124
0.618 4.104
0.500 4.098
0.382 4.091
LOW 4.071
0.618 4.038
1.000 4.018
1.618 3.985
2.618 3.932
4.250 3.846
Fisher Pivots for day following 04-Oct-2011
Pivot 1 day 3 day
R1 4.109 4.138
PP 4.103 4.130
S1 4.098 4.122

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

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