NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 06-Oct-2011
Day Change Summary
Previous Current
05-Oct-2011 06-Oct-2011 Change Change % Previous Week
Open 4.115 4.040 -0.075 -1.8% 4.157
High 4.146 4.106 -0.040 -1.0% 4.300
Low 4.041 4.009 -0.032 -0.8% 4.088
Close 4.058 4.091 0.033 0.8% 4.123
Range 0.105 0.097 -0.008 -7.6% 0.212
ATR 0.097 0.097 0.000 0.0% 0.000
Volume 40,811 47,909 7,098 17.4% 161,941
Daily Pivots for day following 06-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.360 4.322 4.144
R3 4.263 4.225 4.118
R2 4.166 4.166 4.109
R1 4.128 4.128 4.100 4.147
PP 4.069 4.069 4.069 4.078
S1 4.031 4.031 4.082 4.050
S2 3.972 3.972 4.073
S3 3.875 3.934 4.064
S4 3.778 3.837 4.038
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.806 4.677 4.240
R3 4.594 4.465 4.181
R2 4.382 4.382 4.162
R1 4.253 4.253 4.142 4.212
PP 4.170 4.170 4.170 4.150
S1 4.041 4.041 4.104 4.000
S2 3.958 3.958 4.084
S3 3.746 3.829 4.065
S4 3.534 3.617 4.006
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.204 4.009 0.195 4.8% 0.087 2.1% 42% False True 43,996
10 4.300 4.009 0.291 7.1% 0.089 2.2% 28% False True 38,556
20 4.477 4.009 0.468 11.4% 0.093 2.3% 18% False True 34,464
40 4.606 4.009 0.597 14.6% 0.103 2.5% 14% False True 28,821
60 4.962 4.009 0.953 23.3% 0.102 2.5% 9% False True 25,281
80 5.088 4.009 1.079 26.4% 0.103 2.5% 8% False True 22,444
100 5.356 4.009 1.347 32.9% 0.106 2.6% 6% False True 20,516
Crabel Price Patterns
NR True
NR4 False
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 True
Bull Hook False
Stretch 0.030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.518
2.618 4.360
1.618 4.263
1.000 4.203
0.618 4.166
HIGH 4.106
0.618 4.069
0.500 4.058
0.382 4.046
LOW 4.009
0.618 3.949
1.000 3.912
1.618 3.852
2.618 3.755
4.250 3.597
Fisher Pivots for day following 06-Oct-2011
Pivot 1 day 3 day
R1 4.080 4.087
PP 4.069 4.082
S1 4.058 4.078

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

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