NYMEX Natural Gas Future September 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 3.280 3.310 0.030 0.9% 3.266
High 3.356 3.318 -0.038 -1.1% 3.401
Low 3.280 3.282 0.002 0.1% 3.231
Close 3.347 3.313 -0.034 -1.0% 3.347
Range 0.076 0.036 -0.040 -52.6% 0.170
ATR 0.086 0.084 -0.001 -1.7% 0.000
Volume 4,790 2,326 -2,464 -51.4% 15,569
Daily Pivots for day following 09-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.412 3.399 3.333
R3 3.376 3.363 3.323
R2 3.340 3.340 3.320
R1 3.327 3.327 3.316 3.334
PP 3.304 3.304 3.304 3.308
S1 3.291 3.291 3.310 3.298
S2 3.268 3.268 3.306
S3 3.232 3.255 3.303
S4 3.196 3.219 3.293
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.836 3.762 3.441
R3 3.666 3.592 3.394
R2 3.496 3.496 3.378
R1 3.422 3.422 3.363 3.459
PP 3.326 3.326 3.326 3.345
S1 3.252 3.252 3.331 3.289
S2 3.156 3.156 3.316
S3 2.986 3.082 3.300
S4 2.816 2.912 3.254
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.401 3.231 0.170 5.1% 0.090 2.7% 48% False False 3,579
10 3.495 3.231 0.264 8.0% 0.080 2.4% 31% False False 2,655
20 3.676 3.231 0.445 13.4% 0.076 2.3% 18% False False 3,125
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 3.471
2.618 3.412
1.618 3.376
1.000 3.354
0.618 3.340
HIGH 3.318
0.618 3.304
0.500 3.300
0.382 3.296
LOW 3.282
0.618 3.260
1.000 3.246
1.618 3.224
2.618 3.188
4.250 3.129
Fisher Pivots for day following 09-Jan-2012
Pivot 1 day 3 day
R1 3.309 3.328
PP 3.304 3.323
S1 3.300 3.318

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

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