NYMEX Natural Gas Future June 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	4.240	4.200	-0.040	-0.9%	4.338
High	4.245	4.295	0.050	1.2%	4.384
Low	4.215	4.196	-0.019	-0.5%	4.215
Close	4.215	4.290	0.075	1.8%	4.215
Range	0.030	0.099	0.069	230.0%	0.169
ATR
Volume	2,754	1,421	-1,333	-48.4%	7,072

Daily Pivots for day following 26-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.557	4.523	4.344
R3	4.458	4.424	4.317
R2	4.359	4.359	4.308
R1	4.325	4.325	4.299	4.342
PP	4.260	4.260	4.260	4.269
S1	4.226	4.226	4.281	4.243
S2	4.161	4.161	4.272
S3	4.062	4.127	4.263
S4	3.963	4.028	4.236

Weekly Pivots for week ending 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.778	4.666	4.308
R3	4.609	4.497	4.261
R2	4.440	4.440	4.246
R1	4.328	4.328	4.230	4.300
PP	4.271	4.271	4.271	4.257
S1	4.159	4.159	4.200	4.131
S2	4.102	4.102	4.184
S3	3.933	3.990	4.169
S4	3.764	3.821	4.122

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.384	4.196	0.188	4.4%	0.065	1.5%	50%	False	True	1,559
10	4.478	4.196	0.282	6.6%	0.076	1.8%	33%	False	True	1,208

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	0.014
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	4.716
2.618	4.554
1.618	4.455
1.000	4.394
0.618	4.356
HIGH	4.295
0.618	4.257
0.500	4.246
0.382	4.234
LOW	4.196
0.618	4.135
1.000	4.097
1.618	4.036
2.618	3.937
4.250	3.775

Fisher Pivots for day following 26-Sep-2011
Pivot	1 day	3 day
R1	4.275	4.277
PP	4.260	4.264
S1	4.246	4.251

Download as Excel Spreadsheet

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

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