NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 30-Jan-2012
Day Change Summary
Previous Current
27-Jan-2012 30-Jan-2012 Change Change % Previous Week
Open 2.769 2.912 0.143 5.2% 2.471
High 2.886 2.942 0.056 1.9% 2.940
Low 2.726 2.750 0.024 0.9% 2.438
Close 2.869 2.816 -0.053 -1.8% 2.869
Range 0.160 0.192 0.032 20.0% 0.502
ATR 0.146 0.149 0.003 2.3% 0.000
Volume 89,330 75,844 -13,486 -15.1% 469,948
Daily Pivots for day following 30-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.412 3.306 2.922
R3 3.220 3.114 2.869
R2 3.028 3.028 2.851
R1 2.922 2.922 2.834 2.879
PP 2.836 2.836 2.836 2.815
S1 2.730 2.730 2.798 2.687
S2 2.644 2.644 2.781
S3 2.452 2.538 2.763
S4 2.260 2.346 2.710
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 4.255 4.064 3.145
R3 3.753 3.562 3.007
R2 3.251 3.251 2.961
R1 3.060 3.060 2.915 3.156
PP 2.749 2.749 2.749 2.797
S1 2.558 2.558 2.823 2.654
S2 2.247 2.247 2.777
S3 1.745 2.056 2.731
S4 1.243 1.554 2.593
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.942 2.700 0.242 8.6% 0.173 6.1% 48% True False 96,502
10 2.942 2.438 0.504 17.9% 0.178 6.3% 75% True False 77,810
20 3.210 2.438 0.772 27.4% 0.147 5.2% 49% False False 60,685
40 3.740 2.438 1.302 46.2% 0.117 4.2% 29% False False 44,933
60 3.947 2.438 1.509 53.6% 0.112 4.0% 25% False False 37,055
80 4.117 2.438 1.679 59.6% 0.108 3.8% 23% False False 32,661
100 4.414 2.438 1.976 70.2% 0.103 3.6% 19% False False 28,837
120 4.508 2.438 2.070 73.5% 0.102 3.6% 18% False False 25,682
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 0.028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.758
2.618 3.445
1.618 3.253
1.000 3.134
0.618 3.061
HIGH 2.942
0.618 2.869
0.500 2.846
0.382 2.823
LOW 2.750
0.618 2.631
1.000 2.558
1.618 2.439
2.618 2.247
4.250 1.934
Fisher Pivots for day following 30-Jan-2012
Pivot 1 day 3 day
R1 2.846 2.821
PP 2.836 2.819
S1 2.826 2.818

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

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