NYMEX Natural Gas Future May 2013

Trading Metrics calculated at close of trading on 24-Jan-2012

Day Change Summary
	Previous	Current
	23-Jan-2012	24-Jan-2012	Change	Change %	Previous Week
Open	3.431	3.571	0.140	4.1%	3.505
High	3.521	3.723	0.202	5.7%	3.526
Low	3.406	3.559	0.153	4.5%	3.267
Close	3.490	3.576	0.086	2.5%	3.326
Range	0.115	0.164	0.049	42.6%	0.259
ATR
Volume	439	2,643	2,204	502.1%	1,782

Daily Pivots for day following 24-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.111	4.008	3.666
R3	3.947	3.844	3.621
R2	3.783	3.783	3.606
R1	3.680	3.680	3.591	3.732
PP	3.619	3.619	3.619	3.645
S1	3.516	3.516	3.561	3.568
S2	3.455	3.455	3.546
S3	3.291	3.352	3.531
S4	3.127	3.188	3.486

Weekly Pivots for week ending 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.150	3.997	3.468
R3	3.891	3.738	3.397
R2	3.632	3.632	3.373
R1	3.479	3.479	3.350	3.426
PP	3.373	3.373	3.373	3.347
S1	3.220	3.220	3.302	3.167
S2	3.114	3.114	3.279
S3	2.855	2.961	3.255
S4	2.596	2.702	3.184

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.723	3.267	0.456	12.8%	0.101	2.8%	68%	True	False	863
10	3.851	3.267	0.584	16.3%	0.080	2.2%	53%	False	False	618

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	0.010
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	4.420
2.618	4.152
1.618	3.988
1.000	3.887
0.618	3.824
HIGH	3.723
0.618	3.660
0.500	3.641
0.382	3.622
LOW	3.559
0.618	3.458
1.000	3.395
1.618	3.294
2.618	3.130
4.250	2.862

Fisher Pivots for day following 24-Jan-2012
Pivot	1 day	3 day
R1	3.641	3.549
PP	3.619	3.522
S1	3.598	3.495

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols