NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 10-Jan-2012
Day Change Summary
Previous Current
09-Jan-2012 10-Jan-2012 Change Change % Previous Week
Open 3.280 3.281 0.001 0.0% 3.237
High 3.288 3.311 0.023 0.7% 3.368
Low 3.250 3.177 -0.073 -2.2% 3.190
Close 3.283 3.214 -0.069 -2.1% 3.316
Range 0.038 0.134 0.096 252.6% 0.178
ATR 0.089 0.093 0.003 3.6% 0.000
Volume 5,222 9,892 4,670 89.4% 21,433
Daily Pivots for day following 10-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.636 3.559 3.288
R3 3.502 3.425 3.251
R2 3.368 3.368 3.239
R1 3.291 3.291 3.226 3.263
PP 3.234 3.234 3.234 3.220
S1 3.157 3.157 3.202 3.129
S2 3.100 3.100 3.189
S3 2.966 3.023 3.177
S4 2.832 2.889 3.140
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.825 3.749 3.414
R3 3.647 3.571 3.365
R2 3.469 3.469 3.349
R1 3.393 3.393 3.332 3.431
PP 3.291 3.291 3.291 3.311
S1 3.215 3.215 3.300 3.253
S2 3.113 3.113 3.283
S3 2.935 3.037 3.267
S4 2.757 2.859 3.218
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.368 3.177 0.191 5.9% 0.107 3.3% 19% False True 6,662
10 3.460 3.177 0.283 8.8% 0.096 3.0% 13% False True 4,761
20 3.537 3.177 0.360 11.2% 0.080 2.5% 10% False True 4,230
40 3.901 3.177 0.724 22.5% 0.083 2.6% 5% False True 3,729
60 4.201 3.177 1.024 31.9% 0.086 2.7% 4% False True 3,214
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.881
2.618 3.662
1.618 3.528
1.000 3.445
0.618 3.394
HIGH 3.311
0.618 3.260
0.500 3.244
0.382 3.228
LOW 3.177
0.618 3.094
1.000 3.043
1.618 2.960
2.618 2.826
4.250 2.608
Fisher Pivots for day following 10-Jan-2012
Pivot 1 day 3 day
R1 3.244 3.252
PP 3.234 3.239
S1 3.224 3.227

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

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