NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 20-Oct-2011
Day Change Summary
Previous Current
19-Oct-2011 20-Oct-2011 Change Change % Previous Week
Open 3.926 3.953 0.027 0.7% 3.990
High 3.986 4.027 0.041 1.0% 4.125
Low 3.924 3.919 -0.005 -0.1% 3.908
Close 3.950 3.964 0.014 0.4% 4.100
Range 0.062 0.108 0.046 74.2% 0.217
ATR 0.102 0.102 0.000 0.4% 0.000
Volume 41,657 38,909 -2,748 -6.6% 469,109
Daily Pivots for day following 20-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.294 4.237 4.023
R3 4.186 4.129 3.994
R2 4.078 4.078 3.984
R1 4.021 4.021 3.974 4.050
PP 3.970 3.970 3.970 3.984
S1 3.913 3.913 3.954 3.942
S2 3.862 3.862 3.944
S3 3.754 3.805 3.934
S4 3.646 3.697 3.905
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.695 4.615 4.219
R3 4.478 4.398 4.160
R2 4.261 4.261 4.140
R1 4.181 4.181 4.120 4.221
PP 4.044 4.044 4.044 4.065
S1 3.964 3.964 4.080 4.004
S2 3.827 3.827 4.060
S3 3.610 3.747 4.040
S4 3.393 3.530 3.981
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.143 3.919 0.224 5.7% 0.125 3.2% 20% False True 56,643
10 4.143 3.908 0.235 5.9% 0.106 2.7% 24% False False 73,235
20 4.300 3.908 0.392 9.9% 0.098 2.5% 14% False False 55,896
40 4.564 3.908 0.656 16.5% 0.103 2.6% 9% False False 41,570
60 4.727 3.908 0.819 20.7% 0.103 2.6% 7% False False 34,909
80 4.962 3.908 1.054 26.6% 0.104 2.6% 5% False False 30,200
100 5.356 3.908 1.448 36.5% 0.105 2.6% 4% False False 26,882
120 5.356 3.908 1.448 36.5% 0.107 2.7% 4% False False 24,059
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.486
2.618 4.310
1.618 4.202
1.000 4.135
0.618 4.094
HIGH 4.027
0.618 3.986
0.500 3.973
0.382 3.960
LOW 3.919
0.618 3.852
1.000 3.811
1.618 3.744
2.618 3.636
4.250 3.460
Fisher Pivots for day following 20-Oct-2011
Pivot 1 day 3 day
R1 3.973 3.983
PP 3.970 3.977
S1 3.967 3.970

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

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