NYMEX Natural Gas Future September 2012


Trading Metrics calculated at close of trading on 19-Jan-2012
Day Change Summary
Previous Current
18-Jan-2012 19-Jan-2012 Change Change % Previous Week
Open 2.820 2.790 -0.030 -1.1% 3.310
High 2.866 2.790 -0.076 -2.7% 3.335
Low 2.789 2.682 -0.107 -3.8% 2.972
Close 2.822 2.700 -0.122 -4.3% 3.012
Range 0.077 0.108 0.031 40.3% 0.363
ATR 0.101 0.104 0.003 2.8% 0.000
Volume 11,098 7,730 -3,368 -30.3% 44,463
Daily Pivots for day following 19-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.048 2.982 2.759
R3 2.940 2.874 2.730
R2 2.832 2.832 2.720
R1 2.766 2.766 2.710 2.745
PP 2.724 2.724 2.724 2.714
S1 2.658 2.658 2.690 2.637
S2 2.616 2.616 2.680
S3 2.508 2.550 2.670
S4 2.400 2.442 2.641
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 4.195 3.967 3.212
R3 3.832 3.604 3.112
R2 3.469 3.469 3.079
R1 3.241 3.241 3.045 3.174
PP 3.106 3.106 3.106 3.073
S1 2.878 2.878 2.979 2.811
S2 2.743 2.743 2.945
S3 2.380 2.515 2.912
S4 2.017 2.152 2.812
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.080 2.682 0.398 14.7% 0.093 3.5% 5% False True 10,633
10 3.401 2.682 0.719 26.6% 0.104 3.9% 3% False True 8,086
20 3.523 2.682 0.841 31.1% 0.091 3.4% 2% False True 5,209
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.249
2.618 3.073
1.618 2.965
1.000 2.898
0.618 2.857
HIGH 2.790
0.618 2.749
0.500 2.736
0.382 2.723
LOW 2.682
0.618 2.615
1.000 2.574
1.618 2.507
2.618 2.399
4.250 2.223
Fisher Pivots for day following 19-Jan-2012
Pivot 1 day 3 day
R1 2.736 2.800
PP 2.724 2.767
S1 2.712 2.733

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

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