NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 22-Sep-2011
Day Change Summary
Previous Current
21-Sep-2011 22-Sep-2011 Change Change % Previous Week
Open 4.251 4.208 -0.043 -1.0% 4.239
High 4.262 4.221 -0.041 -1.0% 4.414
Low 4.214 4.155 -0.059 -1.4% 4.200
Close 4.227 4.164 -0.063 -1.5% 4.257
Range 0.048 0.066 0.018 37.5% 0.214
ATR 0.092 0.090 -0.001 -1.5% 0.000
Volume 10,999 16,146 5,147 46.8% 69,888
Daily Pivots for day following 22-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.378 4.337 4.200
R3 4.312 4.271 4.182
R2 4.246 4.246 4.176
R1 4.205 4.205 4.170 4.193
PP 4.180 4.180 4.180 4.174
S1 4.139 4.139 4.158 4.127
S2 4.114 4.114 4.152
S3 4.048 4.073 4.146
S4 3.982 4.007 4.128
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.932 4.809 4.375
R3 4.718 4.595 4.316
R2 4.504 4.504 4.296
R1 4.381 4.381 4.277 4.443
PP 4.290 4.290 4.290 4.321
S1 4.167 4.167 4.237 4.229
S2 4.076 4.076 4.218
S3 3.862 3.953 4.198
S4 3.648 3.739 4.139
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.315 4.155 0.160 3.8% 0.061 1.5% 6% False True 12,880
10 4.414 4.155 0.259 6.2% 0.083 2.0% 3% False True 12,660
20 4.500 4.155 0.345 8.3% 0.096 2.3% 3% False True 12,194
40 4.605 4.155 0.450 10.8% 0.091 2.2% 2% False True 10,618
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 0.018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.502
2.618 4.394
1.618 4.328
1.000 4.287
0.618 4.262
HIGH 4.221
0.618 4.196
0.500 4.188
0.382 4.180
LOW 4.155
0.618 4.114
1.000 4.089
1.618 4.048
2.618 3.982
4.250 3.875
Fisher Pivots for day following 22-Sep-2011
Pivot 1 day 3 day
R1 4.188 4.235
PP 4.180 4.211
S1 4.172 4.188

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

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