NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 27-Jan-2012
Day Change Summary
Previous Current
26-Jan-2012 27-Jan-2012 Change Change % Previous Week
Open 2.975 2.848 -0.127 -4.3% 2.550
High 3.013 2.961 -0.052 -1.7% 3.013
Low 2.778 2.804 0.026 0.9% 2.527
Close 2.852 2.948 0.096 3.4% 2.948
Range 0.235 0.157 -0.078 -33.2% 0.486
ATR 0.140 0.141 0.001 0.9% 0.000
Volume 60,206 46,693 -13,513 -22.4% 244,099
Daily Pivots for day following 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.375 3.319 3.034
R3 3.218 3.162 2.991
R2 3.061 3.061 2.977
R1 3.005 3.005 2.962 3.033
PP 2.904 2.904 2.904 2.919
S1 2.848 2.848 2.934 2.876
S2 2.747 2.747 2.919
S3 2.590 2.691 2.905
S4 2.433 2.534 2.862
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 4.287 4.104 3.215
R3 3.801 3.618 3.082
R2 3.315 3.315 3.037
R1 3.132 3.132 2.993 3.224
PP 2.829 2.829 2.829 2.875
S1 2.646 2.646 2.903 2.738
S2 2.343 2.343 2.859
S3 1.857 2.160 2.814
S4 1.371 1.674 2.681
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.013 2.527 0.486 16.5% 0.208 7.0% 87% False False 48,819
10 3.013 2.527 0.486 16.5% 0.158 5.4% 87% False False 41,871
20 3.275 2.527 0.748 25.4% 0.138 4.7% 56% False False 30,372
40 3.777 2.527 1.250 42.4% 0.109 3.7% 34% False False 20,199
60 4.070 2.527 1.543 52.3% 0.103 3.5% 27% False False 15,689
80 4.144 2.527 1.617 54.9% 0.100 3.4% 26% False False 12,819
100 4.440 2.527 1.913 64.9% 0.095 3.2% 22% False False 10,721
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.628
2.618 3.372
1.618 3.215
1.000 3.118
0.618 3.058
HIGH 2.961
0.618 2.901
0.500 2.883
0.382 2.864
LOW 2.804
0.618 2.707
1.000 2.647
1.618 2.550
2.618 2.393
4.250 2.137
Fisher Pivots for day following 27-Jan-2012
Pivot 1 day 3 day
R1 2.926 2.931
PP 2.904 2.913
S1 2.883 2.896

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

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