NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 09-Jan-2012
Day Change Summary
Previous Current
06-Jan-2012 09-Jan-2012 Change Change % Previous Week
Open 3.285 3.290 0.005 0.2% 3.260
High 3.343 3.313 -0.030 -0.9% 3.390
Low 3.285 3.280 -0.005 -0.2% 3.221
Close 3.343 3.309 -0.034 -1.0% 3.343
Range 0.058 0.033 -0.025 -43.1% 0.169
ATR 0.084 0.083 -0.002 -1.8% 0.000
Volume 4,082 3,747 -335 -8.2% 13,551
Daily Pivots for day following 09-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.400 3.387 3.327
R3 3.367 3.354 3.318
R2 3.334 3.334 3.315
R1 3.321 3.321 3.312 3.328
PP 3.301 3.301 3.301 3.304
S1 3.288 3.288 3.306 3.295
S2 3.268 3.268 3.303
S3 3.235 3.255 3.300
S4 3.202 3.222 3.291
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.825 3.753 3.436
R3 3.656 3.584 3.389
R2 3.487 3.487 3.374
R1 3.415 3.415 3.358 3.451
PP 3.318 3.318 3.318 3.336
S1 3.246 3.246 3.328 3.282
S2 3.149 3.149 3.312
S3 2.980 3.077 3.297
S4 2.811 2.908 3.250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.390 3.221 0.169 5.1% 0.081 2.5% 52% False False 3,459
10 3.491 3.221 0.270 8.2% 0.073 2.2% 33% False False 2,756
20 3.674 3.221 0.453 13.7% 0.072 2.2% 19% False False 2,799
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.015
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 3.453
2.618 3.399
1.618 3.366
1.000 3.346
0.618 3.333
HIGH 3.313
0.618 3.300
0.500 3.297
0.382 3.293
LOW 3.280
0.618 3.260
1.000 3.247
1.618 3.227
2.618 3.194
4.250 3.140
Fisher Pivots for day following 09-Jan-2012
Pivot 1 day 3 day
R1 3.305 3.304
PP 3.301 3.299
S1 3.297 3.294

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

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