NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 20-Jan-2012
Day Change Summary
Previous Current
19-Jan-2012 20-Jan-2012 Change Change % Previous Week
Open 2.626 2.465 -0.161 -6.1% 2.749
High 2.626 2.552 -0.074 -2.8% 2.749
Low 2.461 2.445 -0.016 -0.7% 2.445
Close 2.484 2.525 0.041 1.7% 2.525
Range 0.165 0.107 -0.058 -35.2% 0.304
ATR 0.117 0.116 -0.001 -0.6% 0.000
Volume 53,835 70,884 17,049 31.7% 232,308
Daily Pivots for day following 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 2.828 2.784 2.584
R3 2.721 2.677 2.554
R2 2.614 2.614 2.545
R1 2.570 2.570 2.535 2.592
PP 2.507 2.507 2.507 2.519
S1 2.463 2.463 2.515 2.485
S2 2.400 2.400 2.505
S3 2.293 2.356 2.496
S4 2.186 2.249 2.466
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.485 3.309 2.692
R3 3.181 3.005 2.609
R2 2.877 2.877 2.581
R1 2.701 2.701 2.553 2.637
PP 2.573 2.573 2.573 2.541
S1 2.397 2.397 2.497 2.333
S2 2.269 2.269 2.469
S3 1.965 2.093 2.441
S4 1.661 1.789 2.358
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.834 2.445 0.389 15.4% 0.121 4.8% 21% False True 59,978
10 3.169 2.445 0.724 28.7% 0.119 4.7% 11% False True 53,564
20 3.340 2.445 0.895 35.4% 0.111 4.4% 9% False True 39,741
40 3.765 2.445 1.320 52.3% 0.104 4.1% 6% False True 34,239
60 4.052 2.445 1.607 63.6% 0.102 4.0% 5% False True 29,852
80 4.270 2.445 1.825 72.3% 0.098 3.9% 4% False True 26,874
100 4.500 2.445 2.055 81.4% 0.098 3.9% 4% False True 24,030
120 4.538 2.445 2.093 82.9% 0.096 3.8% 4% False True 21,556
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 False
Bear Hook False
Bull Hook False
Stretch 0.013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.007
2.618 2.832
1.618 2.725
1.000 2.659
0.618 2.618
HIGH 2.552
0.618 2.511
0.500 2.499
0.382 2.486
LOW 2.445
0.618 2.379
1.000 2.338
1.618 2.272
2.618 2.165
4.250 1.990
Fisher Pivots for day following 20-Jan-2012
Pivot 1 day 3 day
R1 2.516 2.554
PP 2.507 2.544
S1 2.499 2.535

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

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