NYMEX Natural Gas Future September 2012


Trading Metrics calculated at close of trading on 25-Jan-2012
Day Change Summary
Previous Current
24-Jan-2012 25-Jan-2012 Change Change % Previous Week
Open 3.030 3.047 0.017 0.6% 2.910
High 3.121 3.143 0.022 0.7% 2.918
Low 2.976 3.030 0.054 1.8% 2.670
Close 3.009 3.117 0.108 3.6% 2.762
Range 0.145 0.113 -0.032 -22.1% 0.248
ATR 0.125 0.126 0.001 0.5% 0.000
Volume 18,569 9,323 -9,246 -49.8% 35,385
Daily Pivots for day following 25-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.436 3.389 3.179
R3 3.323 3.276 3.148
R2 3.210 3.210 3.138
R1 3.163 3.163 3.127 3.187
PP 3.097 3.097 3.097 3.108
S1 3.050 3.050 3.107 3.074
S2 2.984 2.984 3.096
S3 2.871 2.937 3.086
S4 2.758 2.824 3.055
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 3.143 2.670 0.473 15.2% 0.170 5.5% 95% True False 9,978
10 3.235 2.670 0.565 18.1% 0.140 4.5% 79% False False 10,676
20 3.495 2.670 0.825 26.5% 0.114 3.7% 54% False False 6,837
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.623
2.618 3.439
1.618 3.326
1.000 3.256
0.618 3.213
HIGH 3.143
0.618 3.100
0.500 3.087
0.382 3.073
LOW 3.030
0.618 2.960
1.000 2.917
1.618 2.847
2.618 2.734
4.250 2.550
Fisher Pivots for day following 25-Jan-2012
Pivot 1 day 3 day
R1 3.107 3.052
PP 3.097 2.986
S1 3.087 2.921

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

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