NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 26-Oct-2011
Day Change Summary
Previous Current
25-Oct-2011 26-Oct-2011 Change Change % Previous Week
Open 3.920 3.980 0.060 1.5% 4.110
High 4.010 4.005 -0.005 -0.1% 4.143
Low 3.899 3.891 -0.008 -0.2% 3.885
Close 3.977 3.911 -0.066 -1.7% 3.950
Range 0.111 0.114 0.003 2.7% 0.258
ATR 0.101 0.102 0.001 1.0% 0.000
Volume 25,981 36,525 10,544 40.6% 260,209
Daily Pivots for day following 26-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.278 4.208 3.974
R3 4.164 4.094 3.942
R2 4.050 4.050 3.932
R1 3.980 3.980 3.921 3.958
PP 3.936 3.936 3.936 3.925
S1 3.866 3.866 3.901 3.844
S2 3.822 3.822 3.890
S3 3.708 3.752 3.880
S4 3.594 3.638 3.848
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.767 4.616 4.092
R3 4.509 4.358 4.021
R2 4.251 4.251 3.997
R1 4.100 4.100 3.974 4.047
PP 3.993 3.993 3.993 3.966
S1 3.842 3.842 3.926 3.789
S2 3.735 3.735 3.903
S3 3.477 3.584 3.879
S4 3.219 3.326 3.808
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.027 3.885 0.142 3.6% 0.100 2.5% 18% False False 39,703
10 4.143 3.885 0.258 6.6% 0.110 2.8% 10% False False 53,545
20 4.237 3.885 0.352 9.0% 0.102 2.6% 7% False False 57,085
40 4.564 3.885 0.679 17.4% 0.104 2.6% 4% False False 43,463
60 4.606 3.885 0.721 18.4% 0.104 2.6% 4% False False 36,504
80 4.962 3.885 1.077 27.5% 0.103 2.6% 2% False False 31,421
100 5.356 3.885 1.471 37.6% 0.105 2.7% 2% False False 27,747
120 5.356 3.885 1.471 37.6% 0.106 2.7% 2% False False 24,959
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.490
2.618 4.303
1.618 4.189
1.000 4.119
0.618 4.075
HIGH 4.005
0.618 3.961
0.500 3.948
0.382 3.935
LOW 3.891
0.618 3.821
1.000 3.777
1.618 3.707
2.618 3.593
4.250 3.407
Fisher Pivots for day following 26-Oct-2011
Pivot 1 day 3 day
R1 3.948 3.951
PP 3.936 3.937
S1 3.923 3.924

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

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