NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 24-Oct-2011
Day Change Summary
Previous Current
21-Oct-2011 24-Oct-2011 Change Change % Previous Week
Open 4.002 3.972 -0.030 -0.7% 4.150
High 4.003 4.014 0.011 0.3% 4.157
Low 3.937 3.945 0.008 0.2% 3.937
Close 3.983 3.963 -0.020 -0.5% 3.983
Range 0.066 0.069 0.003 4.5% 0.220
ATR 0.082 0.081 -0.001 -1.1% 0.000
Volume 2,886 1,134 -1,752 -60.7% 10,661
Daily Pivots for day following 24-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.181 4.141 4.001
R3 4.112 4.072 3.982
R2 4.043 4.043 3.976
R1 4.003 4.003 3.969 3.989
PP 3.974 3.974 3.974 3.967
S1 3.934 3.934 3.957 3.920
S2 3.905 3.905 3.950
S3 3.836 3.865 3.944
S4 3.767 3.796 3.925
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.686 4.554 4.104
R3 4.466 4.334 4.044
R2 4.246 4.246 4.023
R1 4.114 4.114 4.003 4.070
PP 4.026 4.026 4.026 4.004
S1 3.894 3.894 3.963 3.850
S2 3.806 3.806 3.943
S3 3.586 3.674 3.923
S4 3.366 3.454 3.862
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.097 3.937 0.160 4.0% 0.076 1.9% 16% False False 1,913
10 4.157 3.937 0.220 5.6% 0.086 2.2% 12% False False 1,706
20 4.344 3.937 0.407 10.3% 0.081 2.1% 6% False False 1,619
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 0.018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.307
2.618 4.195
1.618 4.126
1.000 4.083
0.618 4.057
HIGH 4.014
0.618 3.988
0.500 3.980
0.382 3.971
LOW 3.945
0.618 3.902
1.000 3.876
1.618 3.833
2.618 3.764
4.250 3.652
Fisher Pivots for day following 24-Oct-2011
Pivot 1 day 3 day
R1 3.980 3.998
PP 3.974 3.986
S1 3.969 3.975

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

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