NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 12-Oct-2011
Day Change Summary
Previous Current
11-Oct-2011 12-Oct-2011 Change Change % Previous Week
Open 4.030 4.057 0.027 0.7% 4.184
High 4.063 4.074 0.011 0.3% 4.200
Low 3.990 4.002 0.012 0.3% 4.044
Close 4.061 4.007 -0.054 -1.3% 4.051
Range 0.073 0.072 -0.001 -1.4% 0.156
ATR 0.076 0.076 0.000 -0.4% 0.000
Volume 957 1,826 869 90.8% 9,376
Daily Pivots for day following 12-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.244 4.197 4.047
R3 4.172 4.125 4.027
R2 4.100 4.100 4.020
R1 4.053 4.053 4.014 4.041
PP 4.028 4.028 4.028 4.021
S1 3.981 3.981 4.000 3.969
S2 3.956 3.956 3.994
S3 3.884 3.909 3.987
S4 3.812 3.837 3.967
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.566 4.465 4.137
R3 4.410 4.309 4.094
R2 4.254 4.254 4.080
R1 4.153 4.153 4.065 4.126
PP 4.098 4.098 4.098 4.085
S1 3.997 3.997 4.037 3.970
S2 3.942 3.942 4.022
S3 3.786 3.841 4.008
S4 3.630 3.685 3.965
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.141 3.990 0.151 3.8% 0.076 1.9% 11% False False 1,566
10 4.274 3.990 0.284 7.1% 0.077 1.9% 6% False False 1,593
20 4.472 3.990 0.482 12.0% 0.073 1.8% 4% False False 1,433
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.380
2.618 4.262
1.618 4.190
1.000 4.146
0.618 4.118
HIGH 4.074
0.618 4.046
0.500 4.038
0.382 4.030
LOW 4.002
0.618 3.958
1.000 3.930
1.618 3.886
2.618 3.814
4.250 3.696
Fisher Pivots for day following 12-Oct-2011
Pivot 1 day 3 day
R1 4.038 4.041
PP 4.028 4.029
S1 4.017 4.018

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

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