NYMEX Natural Gas Future September 2012


Trading Metrics calculated at close of trading on 30-Jan-2012
Day Change Summary
Previous Current
27-Jan-2012 30-Jan-2012 Change Change % Previous Week
Open 3.030 3.160 0.130 4.3% 2.700
High 3.117 3.167 0.050 1.6% 3.170
Low 2.966 2.990 0.024 0.8% 2.698
Close 3.100 3.049 -0.051 -1.6% 3.100
Range 0.151 0.177 0.026 17.2% 0.472
ATR 0.134 0.137 0.003 2.3% 0.000
Volume 7,960 6,116 -1,844 -23.2% 50,524
Daily Pivots for day following 30-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.600 3.501 3.146
R3 3.423 3.324 3.098
R2 3.246 3.246 3.081
R1 3.147 3.147 3.065 3.108
PP 3.069 3.069 3.069 3.049
S1 2.970 2.970 3.033 2.931
S2 2.892 2.892 3.017
S3 2.715 2.793 3.000
S4 2.538 2.616 2.952
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 4.405 4.225 3.360
R3 3.933 3.753 3.230
R2 3.461 3.461 3.187
R1 3.281 3.281 3.143 3.371
PP 2.989 2.989 2.989 3.035
S1 2.809 2.809 3.057 2.899
S2 2.517 2.517 3.013
S3 2.045 2.337 2.970
S4 1.573 1.865 2.840
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.170 2.942 0.228 7.5% 0.163 5.3% 47% False False 10,013
10 3.170 2.670 0.500 16.4% 0.161 5.3% 76% False False 9,202
20 3.401 2.670 0.731 24.0% 0.130 4.3% 52% False False 7,729
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 0.023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.919
2.618 3.630
1.618 3.453
1.000 3.344
0.618 3.276
HIGH 3.167
0.618 3.099
0.500 3.079
0.382 3.058
LOW 2.990
0.618 2.881
1.000 2.813
1.618 2.704
2.618 2.527
4.250 2.238
Fisher Pivots for day following 30-Jan-2012
Pivot 1 day 3 day
R1 3.079 3.056
PP 3.069 3.054
S1 3.059 3.051

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

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