NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 11-Jan-2012
Day Change Summary
Previous Current
10-Jan-2012 11-Jan-2012 Change Change % Previous Week
Open 3.110 3.027 -0.083 -2.7% 3.060
High 3.147 3.035 -0.112 -3.6% 3.210
Low 3.006 2.845 -0.161 -5.4% 3.027
Close 3.042 2.883 -0.159 -5.2% 3.154
Range 0.141 0.190 0.049 34.8% 0.183
ATR 0.103 0.110 0.007 6.5% 0.000
Volume 42,647 49,799 7,152 16.8% 149,383
Daily Pivots for day following 11-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.491 3.377 2.988
R3 3.301 3.187 2.935
R2 3.111 3.111 2.918
R1 2.997 2.997 2.900 2.959
PP 2.921 2.921 2.921 2.902
S1 2.807 2.807 2.866 2.769
S2 2.731 2.731 2.848
S3 2.541 2.617 2.831
S4 2.351 2.427 2.779
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.679 3.600 3.255
R3 3.496 3.417 3.204
R2 3.313 3.313 3.188
R1 3.234 3.234 3.171 3.274
PP 3.130 3.130 3.130 3.150
S1 3.051 3.051 3.137 3.091
S2 2.947 2.947 3.120
S3 2.764 2.868 3.104
S4 2.581 2.685 3.053
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.208 2.845 0.363 12.6% 0.129 4.5% 10% False True 45,935
10 3.265 2.845 0.420 14.6% 0.118 4.1% 9% False True 33,400
20 3.402 2.845 0.557 19.3% 0.099 3.4% 7% False True 30,669
40 3.765 2.845 0.920 31.9% 0.101 3.5% 4% False True 29,082
60 4.092 2.845 1.247 43.3% 0.099 3.4% 3% False True 26,078
80 4.315 2.845 1.470 51.0% 0.094 3.3% 3% False True 23,290
100 4.500 2.845 1.655 57.4% 0.096 3.3% 2% False True 20,949
120 4.701 2.845 1.856 64.4% 0.094 3.2% 2% False True 18,853
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 126 trading days
Fibonacci Retracements and Extensions
4.250 3.843
2.618 3.532
1.618 3.342
1.000 3.225
0.618 3.152
HIGH 3.035
0.618 2.962
0.500 2.940
0.382 2.918
LOW 2.845
0.618 2.728
1.000 2.655
1.618 2.538
2.618 2.348
4.250 2.038
Fisher Pivots for day following 11-Jan-2012
Pivot 1 day 3 day
R1 2.940 2.996
PP 2.921 2.958
S1 2.902 2.921

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

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