NYMEX Natural Gas Future September 2012


Trading Metrics calculated at close of trading on 20-Jan-2012
Day Change Summary
Previous Current
19-Jan-2012 20-Jan-2012 Change Change % Previous Week
Open 2.790 2.684 -0.106 -3.8% 2.910
High 2.790 2.788 -0.002 -0.1% 2.918
Low 2.682 2.670 -0.012 -0.4% 2.670
Close 2.700 2.762 0.062 2.3% 2.762
Range 0.108 0.118 0.010 9.3% 0.248
ATR 0.104 0.105 0.001 1.0% 0.000
Volume 7,730 7,698 -32 -0.4% 35,385
Daily Pivots for day following 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.094 3.046 2.827
R3 2.976 2.928 2.794
R2 2.858 2.858 2.784
R1 2.810 2.810 2.773 2.834
PP 2.740 2.740 2.740 2.752
S1 2.692 2.692 2.751 2.716
S2 2.622 2.622 2.740
S3 2.504 2.574 2.730
S4 2.386 2.456 2.697
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.527 3.393 2.898
R3 3.279 3.145 2.830
R2 3.031 3.031 2.807
R1 2.897 2.897 2.785 2.840
PP 2.783 2.783 2.783 2.755
S1 2.649 2.649 2.739 2.592
S2 2.535 2.535 2.717
S3 2.287 2.401 2.694
S4 2.039 2.153 2.626
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.042 2.670 0.372 13.5% 0.100 3.6% 25% False True 9,028
10 3.356 2.670 0.686 24.8% 0.101 3.7% 13% False True 8,463
20 3.523 2.670 0.853 30.9% 0.094 3.4% 11% False True 5,508
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 0.012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.290
2.618 3.097
1.618 2.979
1.000 2.906
0.618 2.861
HIGH 2.788
0.618 2.743
0.500 2.729
0.382 2.715
LOW 2.670
0.618 2.597
1.000 2.552
1.618 2.479
2.618 2.361
4.250 2.169
Fisher Pivots for day following 20-Jan-2012
Pivot 1 day 3 day
R1 2.751 2.768
PP 2.740 2.766
S1 2.729 2.764

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

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