NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 17-Jan-2012
Day Change Summary
Previous Current
13-Jan-2012 17-Jan-2012 Change Change % Previous Week
Open 2.744 2.628 -0.116 -4.2% 3.048
High 2.748 2.634 -0.114 -4.1% 3.082
Low 2.665 2.485 -0.180 -6.8% 2.665
Close 2.713 2.528 -0.185 -6.8% 2.713
Range 0.083 0.149 0.066 79.5% 0.417
ATR 0.112 0.121 0.008 7.3% 0.000
Volume 106,470 111,546 5,076 4.8% 438,413
Daily Pivots for day following 17-Jan-2012
Classic Woodie Camarilla DeMark
R4 2.996 2.911 2.610
R3 2.847 2.762 2.569
R2 2.698 2.698 2.555
R1 2.613 2.613 2.542 2.581
PP 2.549 2.549 2.549 2.533
S1 2.464 2.464 2.514 2.432
S2 2.400 2.400 2.501
S3 2.251 2.315 2.487
S4 2.102 2.166 2.446
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 4.071 3.809 2.942
R3 3.654 3.392 2.828
R2 3.237 3.237 2.789
R1 2.975 2.975 2.751 2.898
PP 2.820 2.820 2.820 2.781
S1 2.558 2.558 2.675 2.481
S2 2.403 2.403 2.637
S3 1.986 2.141 2.598
S4 1.569 1.724 2.484
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.082 2.485 0.597 23.6% 0.135 5.3% 7% False True 97,690
10 3.153 2.485 0.668 26.4% 0.129 5.1% 6% False True 75,406
20 3.278 2.485 0.793 31.4% 0.108 4.3% 5% False True 52,704
40 3.741 2.485 1.256 49.7% 0.108 4.3% 3% False True 47,267
60 4.070 2.485 1.585 62.7% 0.104 4.1% 3% False True 37,791
80 4.281 2.485 1.796 71.0% 0.100 4.0% 2% False True 32,529
100 4.516 2.485 2.031 80.3% 0.100 4.0% 2% False True 28,018
120 4.710 2.485 2.225 88.0% 0.098 3.9% 2% False True 24,450
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.267
2.618 3.024
1.618 2.875
1.000 2.783
0.618 2.726
HIGH 2.634
0.618 2.577
0.500 2.560
0.382 2.542
LOW 2.485
0.618 2.393
1.000 2.336
1.618 2.244
2.618 2.095
4.250 1.852
Fisher Pivots for day following 17-Jan-2012
Pivot 1 day 3 day
R1 2.560 2.645
PP 2.549 2.606
S1 2.539 2.567

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

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