NYMEX Natural Gas Future March 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 4.154 4.159 0.005 0.1% 4.148
High 4.220 4.169 -0.051 -1.2% 4.281
Low 4.090 4.106 0.016 0.4% 4.090
Close 4.147 4.110 -0.037 -0.9% 4.110
Range 0.130 0.063 -0.067 -51.5% 0.191
ATR 0.092 0.090 -0.002 -2.3% 0.000
Volume 9,706 20,536 10,830 111.6% 58,436
Daily Pivots for day following 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.317 4.277 4.145
R3 4.254 4.214 4.127
R2 4.191 4.191 4.122
R1 4.151 4.151 4.116 4.140
PP 4.128 4.128 4.128 4.123
S1 4.088 4.088 4.104 4.077
S2 4.065 4.065 4.098
S3 4.002 4.025 4.093
S4 3.939 3.962 4.075
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.733 4.613 4.215
R3 4.542 4.422 4.163
R2 4.351 4.351 4.145
R1 4.231 4.231 4.128 4.196
PP 4.160 4.160 4.160 4.143
S1 4.040 4.040 4.092 4.005
S2 3.969 3.969 4.075
S3 3.778 3.849 4.057
S4 3.587 3.658 4.005
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.281 4.090 0.191 4.6% 0.088 2.1% 10% False False 11,687
10 4.333 4.090 0.243 5.9% 0.076 1.9% 8% False False 11,042
20 4.455 4.090 0.365 8.9% 0.091 2.2% 5% False False 11,847
40 4.558 4.090 0.468 11.4% 0.093 2.3% 4% False False 9,689
60 4.912 4.090 0.822 20.0% 0.092 2.2% 2% False False 7,984
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 0.019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.437
2.618 4.334
1.618 4.271
1.000 4.232
0.618 4.208
HIGH 4.169
0.618 4.145
0.500 4.138
0.382 4.130
LOW 4.106
0.618 4.067
1.000 4.043
1.618 4.004
2.618 3.941
4.250 3.838
Fisher Pivots for day following 30-Sep-2011
Pivot 1 day 3 day
R1 4.138 4.158
PP 4.128 4.142
S1 4.119 4.126

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

View Archives - Comment on this page... - Back to Index of Symbols