NYMEX Natural Gas Future September 2012


Trading Metrics calculated at close of trading on 11-Jan-2012
Day Change Summary
Previous Current
10-Jan-2012 11-Jan-2012 Change Change % Previous Week
Open 3.301 3.235 -0.066 -2.0% 3.266
High 3.335 3.235 -0.100 -3.0% 3.401
Low 3.206 3.046 -0.160 -5.0% 3.231
Close 3.244 3.091 -0.153 -4.7% 3.347
Range 0.129 0.189 0.060 46.5% 0.170
ATR 0.087 0.095 0.008 9.0% 0.000
Volume 5,226 11,432 6,206 118.8% 15,569
Daily Pivots for day following 11-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.691 3.580 3.195
R3 3.502 3.391 3.143
R2 3.313 3.313 3.126
R1 3.202 3.202 3.108 3.163
PP 3.124 3.124 3.124 3.105
S1 3.013 3.013 3.074 2.974
S2 2.935 2.935 3.056
S3 2.746 2.824 3.039
S4 2.557 2.635 2.987
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 3.046 0.355 11.5% 0.115 3.7% 13% False True 5,539
10 3.453 3.046 0.407 13.2% 0.100 3.2% 11% False True 4,065
20 3.568 3.046 0.522 16.9% 0.084 2.7% 9% False True 3,499
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 4.038
2.618 3.730
1.618 3.541
1.000 3.424
0.618 3.352
HIGH 3.235
0.618 3.163
0.500 3.141
0.382 3.118
LOW 3.046
0.618 2.929
1.000 2.857
1.618 2.740
2.618 2.551
4.250 2.243
Fisher Pivots for day following 11-Jan-2012
Pivot 1 day 3 day
R1 3.141 3.191
PP 3.124 3.157
S1 3.108 3.124

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

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