NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 18-Oct-2011
Day Change Summary
Previous Current
17-Oct-2011 18-Oct-2011 Change Change % Previous Week
Open 4.110 4.037 -0.073 -1.8% 3.990
High 4.143 4.047 -0.096 -2.3% 4.125
Low 3.997 3.921 -0.076 -1.9% 3.908
Close 4.037 3.927 -0.110 -2.7% 4.100
Range 0.146 0.126 -0.020 -13.7% 0.217
ATR 0.104 0.105 0.002 1.6% 0.000
Volume 71,335 47,167 -24,168 -33.9% 469,109
Daily Pivots for day following 18-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.343 4.261 3.996
R3 4.217 4.135 3.962
R2 4.091 4.091 3.950
R1 4.009 4.009 3.939 3.987
PP 3.965 3.965 3.965 3.954
S1 3.883 3.883 3.915 3.861
S2 3.839 3.839 3.904
S3 3.713 3.757 3.892
S4 3.587 3.631 3.858
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.695 4.615 4.219
R3 4.478 4.398 4.160
R2 4.261 4.261 4.140
R1 4.181 4.181 4.120 4.221
PP 4.044 4.044 4.044 4.065
S1 3.964 3.964 4.080 4.004
S2 3.827 3.827 4.060
S3 3.610 3.747 4.040
S4 3.393 3.530 3.981
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.143 3.908 0.235 6.0% 0.125 3.2% 8% False False 82,756
10 4.146 3.908 0.238 6.1% 0.109 2.8% 8% False False 74,051
20 4.300 3.908 0.392 10.0% 0.097 2.5% 5% False False 55,058
40 4.564 3.908 0.656 16.7% 0.105 2.7% 3% False False 40,850
60 4.757 3.908 0.849 21.6% 0.102 2.6% 2% False False 33,958
80 4.962 3.908 1.054 26.8% 0.104 2.7% 2% False False 29,390
100 5.356 3.908 1.448 36.9% 0.105 2.7% 1% False False 26,341
120 5.356 3.908 1.448 36.9% 0.107 2.7% 1% False False 23,698
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 0.022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.583
2.618 4.377
1.618 4.251
1.000 4.173
0.618 4.125
HIGH 4.047
0.618 3.999
0.500 3.984
0.382 3.969
LOW 3.921
0.618 3.843
1.000 3.795
1.618 3.717
2.618 3.591
4.250 3.386
Fisher Pivots for day following 18-Oct-2011
Pivot 1 day 3 day
R1 3.984 4.032
PP 3.965 3.997
S1 3.946 3.962

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

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