NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 13-Sep-2011
Day Change Summary
Previous Current
12-Sep-2011 13-Sep-2011 Change Change % Previous Week
Open 4.239 4.250 0.011 0.3% 4.310
High 4.285 4.371 0.086 2.0% 4.413
Low 4.200 4.246 0.046 1.1% 4.253
Close 4.262 4.335 0.073 1.7% 4.276
Range 0.085 0.125 0.040 47.1% 0.160
ATR 0.098 0.100 0.002 2.0% 0.000
Volume 10,725 9,962 -763 -7.1% 58,822
Daily Pivots for day following 13-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.692 4.639 4.404
R3 4.567 4.514 4.369
R2 4.442 4.442 4.358
R1 4.389 4.389 4.346 4.416
PP 4.317 4.317 4.317 4.331
S1 4.264 4.264 4.324 4.291
S2 4.192 4.192 4.312
S3 4.067 4.139 4.301
S4 3.942 4.014 4.266
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.794 4.695 4.364
R3 4.634 4.535 4.320
R2 4.474 4.474 4.305
R1 4.375 4.375 4.291 4.345
PP 4.314 4.314 4.314 4.299
S1 4.215 4.215 4.261 4.185
S2 4.154 4.154 4.247
S3 3.994 4.055 4.232
S4 3.834 3.895 4.188
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.413 4.200 0.213 4.9% 0.088 2.0% 63% False False 13,587
10 4.500 4.200 0.300 6.9% 0.112 2.6% 45% False False 12,601
20 4.500 4.200 0.300 6.9% 0.098 2.3% 45% False False 10,558
40 4.802 4.200 0.602 13.9% 0.092 2.1% 22% False False 9,180
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.902
2.618 4.698
1.618 4.573
1.000 4.496
0.618 4.448
HIGH 4.371
0.618 4.323
0.500 4.309
0.382 4.294
LOW 4.246
0.618 4.169
1.000 4.121
1.618 4.044
2.618 3.919
4.250 3.715
Fisher Pivots for day following 13-Sep-2011
Pivot 1 day 3 day
R1 4.326 4.319
PP 4.317 4.302
S1 4.309 4.286

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

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