NYMEX Natural Gas Future September 2012


Trading Metrics calculated at close of trading on 05-Jan-2012
Day Change Summary
Previous Current
04-Jan-2012 05-Jan-2012 Change Change % Previous Week
Open 3.315 3.401 0.086 2.6% 3.468
High 3.396 3.401 0.005 0.1% 3.495
Low 3.312 3.254 -0.058 -1.8% 3.249
Close 3.382 3.284 -0.098 -2.9% 3.283
Range 0.084 0.147 0.063 75.0% 0.246
ATR 0.082 0.086 0.005 5.7% 0.000
Volume 3,220 3,924 704 21.9% 6,877
Daily Pivots for day following 05-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.754 3.666 3.365
R3 3.607 3.519 3.324
R2 3.460 3.460 3.311
R1 3.372 3.372 3.297 3.343
PP 3.313 3.313 3.313 3.298
S1 3.225 3.225 3.271 3.196
S2 3.166 3.166 3.257
S3 3.019 3.078 3.244
S4 2.872 2.931 3.203
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 4.080 3.928 3.418
R3 3.834 3.682 3.351
R2 3.588 3.588 3.328
R1 3.436 3.436 3.306 3.389
PP 3.342 3.342 3.342 3.319
S1 3.190 3.190 3.260 3.143
S2 3.096 3.096 3.238
S3 2.850 2.944 3.215
S4 2.604 2.698 3.148
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.410 3.231 0.179 5.5% 0.103 3.1% 30% False False 3,166
10 3.523 3.231 0.292 8.9% 0.087 2.7% 18% False False 2,552
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 19 trading days
Fibonacci Retracements and Extensions
4.250 4.026
2.618 3.786
1.618 3.639
1.000 3.548
0.618 3.492
HIGH 3.401
0.618 3.345
0.500 3.328
0.382 3.310
LOW 3.254
0.618 3.163
1.000 3.107
1.618 3.016
2.618 2.869
4.250 2.629
Fisher Pivots for day following 05-Jan-2012
Pivot 1 day 3 day
R1 3.328 3.316
PP 3.313 3.305
S1 3.299 3.295

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

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