NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 27-Oct-2011
Day Change Summary
Previous Current
26-Oct-2011 27-Oct-2011 Change Change % Previous Week
Open 3.980 3.927 -0.053 -1.3% 4.110
High 4.005 3.961 -0.044 -1.1% 4.143
Low 3.891 3.870 -0.021 -0.5% 3.885
Close 3.911 3.896 -0.015 -0.4% 3.950
Range 0.114 0.091 -0.023 -20.2% 0.258
ATR 0.102 0.101 -0.001 -0.7% 0.000
Volume 36,525 35,688 -837 -2.3% 260,209
Daily Pivots for day following 27-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.182 4.130 3.946
R3 4.091 4.039 3.921
R2 4.000 4.000 3.913
R1 3.948 3.948 3.904 3.929
PP 3.909 3.909 3.909 3.899
S1 3.857 3.857 3.888 3.838
S2 3.818 3.818 3.879
S3 3.727 3.766 3.871
S4 3.636 3.675 3.846
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 4.010 3.870 0.140 3.6% 0.096 2.5% 19% False True 39,059
10 4.143 3.870 0.273 7.0% 0.111 2.8% 10% False True 47,851
20 4.204 3.870 0.334 8.6% 0.099 2.5% 8% False True 57,382
40 4.564 3.870 0.694 17.8% 0.101 2.6% 4% False True 43,932
60 4.606 3.870 0.736 18.9% 0.103 2.7% 4% False True 36,842
80 4.962 3.870 1.092 28.0% 0.103 2.6% 2% False True 31,721
100 5.356 3.870 1.486 38.1% 0.105 2.7% 2% False True 27,941
120 5.356 3.870 1.486 38.1% 0.105 2.7% 2% False True 25,156
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 True
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.348
2.618 4.199
1.618 4.108
1.000 4.052
0.618 4.017
HIGH 3.961
0.618 3.926
0.500 3.916
0.382 3.905
LOW 3.870
0.618 3.814
1.000 3.779
1.618 3.723
2.618 3.632
4.250 3.483
Fisher Pivots for day following 27-Oct-2011
Pivot 1 day 3 day
R1 3.916 3.940
PP 3.909 3.925
S1 3.903 3.911

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

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