NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 26-Sep-2011
Day Change Summary
Previous Current
23-Sep-2011 26-Sep-2011 Change Change % Previous Week
Open 4.182 4.210 0.028 0.7% 4.280
High 4.211 4.252 0.041 1.0% 4.342
Low 4.174 4.161 -0.013 -0.3% 4.174
Close 4.173 4.249 0.076 1.8% 4.173
Range 0.037 0.091 0.054 145.9% 0.168
ATR 0.082 0.083 0.001 0.8% 0.000
Volume 5,235 1,975 -3,260 -62.3% 12,409
Daily Pivots for day following 26-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.494 4.462 4.299
R3 4.403 4.371 4.274
R2 4.312 4.312 4.266
R1 4.280 4.280 4.257 4.296
PP 4.221 4.221 4.221 4.229
S1 4.189 4.189 4.241 4.205
S2 4.130 4.130 4.232
S3 4.039 4.098 4.224
S4 3.948 4.007 4.199
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.734 4.621 4.265
R3 4.566 4.453 4.219
R2 4.398 4.398 4.204
R1 4.285 4.285 4.188 4.258
PP 4.230 4.230 4.230 4.216
S1 4.117 4.117 4.158 4.090
S2 4.062 4.062 4.142
S3 3.894 3.949 4.127
S4 3.726 3.781 4.081
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.342 4.161 0.181 4.3% 0.063 1.5% 49% False True 2,585
10 4.440 4.161 0.279 6.6% 0.077 1.8% 32% False True 2,254
20 4.525 4.161 0.364 8.6% 0.090 2.1% 24% False True 1,964
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.639
2.618 4.490
1.618 4.399
1.000 4.343
0.618 4.308
HIGH 4.252
0.618 4.217
0.500 4.207
0.382 4.196
LOW 4.161
0.618 4.105
1.000 4.070
1.618 4.014
2.618 3.923
4.250 3.774
Fisher Pivots for day following 26-Sep-2011
Pivot 1 day 3 day
R1 4.235 4.237
PP 4.221 4.225
S1 4.207 4.213

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

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