NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 19-Sep-2011
Day Change Summary
Previous Current
16-Sep-2011 19-Sep-2011 Change Change % Previous Week
Open 4.318 4.280 -0.038 -0.9% 4.275
High 4.339 4.319 -0.020 -0.5% 4.440
Low 4.286 4.265 -0.021 -0.5% 4.230
Close 4.289 4.311 0.022 0.5% 4.289
Range 0.053 0.054 0.001 1.9% 0.210
ATR 0.094 0.091 -0.003 -3.1% 0.000
Volume 2,959 1,455 -1,504 -50.8% 9,338
Daily Pivots for day following 19-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.460 4.440 4.341
R3 4.406 4.386 4.326
R2 4.352 4.352 4.321
R1 4.332 4.332 4.316 4.342
PP 4.298 4.298 4.298 4.304
S1 4.278 4.278 4.306 4.288
S2 4.244 4.244 4.301
S3 4.190 4.224 4.296
S4 4.136 4.170 4.281
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.950 4.829 4.405
R3 4.740 4.619 4.347
R2 4.530 4.530 4.328
R1 4.409 4.409 4.308 4.470
PP 4.320 4.320 4.320 4.350
S1 4.199 4.199 4.270 4.260
S2 4.110 4.110 4.251
S3 3.900 3.989 4.231
S4 3.690 3.779 4.174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.440 4.265 0.175 4.1% 0.092 2.1% 26% False True 1,923
10 4.440 4.230 0.210 4.9% 0.084 1.9% 39% False False 1,824
20 4.525 4.230 0.295 6.8% 0.095 2.2% 27% False False 1,540
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.549
2.618 4.460
1.618 4.406
1.000 4.373
0.618 4.352
HIGH 4.319
0.618 4.298
0.500 4.292
0.382 4.286
LOW 4.265
0.618 4.232
1.000 4.211
1.618 4.178
2.618 4.124
4.250 4.036
Fisher Pivots for day following 19-Sep-2011
Pivot 1 day 3 day
R1 4.305 4.348
PP 4.298 4.335
S1 4.292 4.323

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

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