NYMEX Natural Gas Future May 2013

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	3.571	3.623	0.052	1.5%	3.505
High	3.723	3.672	-0.051	-1.4%	3.526
Low	3.559	3.615	0.056	1.6%	3.267
Close	3.576	3.658	0.082	2.3%	3.326
Range	0.164	0.057	-0.107	-65.2%	0.259
ATR
Volume	2,643	4,256	1,613	61.0%	1,782

Daily Pivots for day following 25-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.819	3.796	3.689
R3	3.762	3.739	3.674
R2	3.705	3.705	3.668
R1	3.682	3.682	3.663	3.694
PP	3.648	3.648	3.648	3.654
S1	3.625	3.625	3.653	3.637
S2	3.591	3.591	3.648
S3	3.534	3.568	3.642
S4	3.477	3.511	3.627

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	12.5%	0.101	2.8%	86%	False	False	1,665
10	3.723	3.267	0.456	12.5%	0.076	2.1%	86%	False	False	1,037

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.010
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.914
2.618	3.821
1.618	3.764
1.000	3.729
0.618	3.707
HIGH	3.672
0.618	3.650
0.500	3.644
0.382	3.637
LOW	3.615
0.618	3.580
1.000	3.558
1.618	3.523
2.618	3.466
4.250	3.373

Fisher Pivots for day following 25-Jan-2012
Pivot	1 day	3 day
R1	3.653	3.627
PP	3.648	3.596
S1	3.644	3.565

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