NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 12-Sep-2011
Day Change Summary
Previous Current
09-Sep-2011 12-Sep-2011 Change Change % Previous Week
Open 4.326 4.275 -0.051 -1.2% 4.292
High 4.345 4.312 -0.033 -0.8% 4.436
Low 4.280 4.230 -0.050 -1.2% 4.280
Close 4.305 4.290 -0.015 -0.3% 4.305
Range 0.065 0.082 0.017 26.2% 0.156
ATR 0.093 0.092 -0.001 -0.9% 0.000
Volume 1,300 1,178 -122 -9.4% 7,448
Daily Pivots for day following 12-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.523 4.489 4.335
R3 4.441 4.407 4.313
R2 4.359 4.359 4.305
R1 4.325 4.325 4.298 4.342
PP 4.277 4.277 4.277 4.286
S1 4.243 4.243 4.282 4.260
S2 4.195 4.195 4.275
S3 4.113 4.161 4.267
S4 4.031 4.079 4.245
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.808 4.713 4.391
R3 4.652 4.557 4.348
R2 4.496 4.496 4.334
R1 4.401 4.401 4.319 4.449
PP 4.340 4.340 4.340 4.364
S1 4.245 4.245 4.291 4.293
S2 4.184 4.184 4.276
S3 4.028 4.089 4.262
S4 3.872 3.933 4.219
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.436 4.230 0.206 4.8% 0.076 1.8% 29% False True 1,725
10 4.525 4.230 0.295 6.9% 0.102 2.4% 20% False True 1,675
20 4.525 4.230 0.295 6.9% 0.089 2.1% 20% False True 1,348
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 0.020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.661
2.618 4.527
1.618 4.445
1.000 4.394
0.618 4.363
HIGH 4.312
0.618 4.281
0.500 4.271
0.382 4.261
LOW 4.230
0.618 4.179
1.000 4.148
1.618 4.097
2.618 4.015
4.250 3.882
Fisher Pivots for day following 12-Sep-2011
Pivot 1 day 3 day
R1 4.284 4.314
PP 4.277 4.306
S1 4.271 4.298

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

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