NYMEX Natural Gas Future April 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 4.090 4.022 -0.068 -1.7% 4.134
High 4.117 4.075 -0.042 -1.0% 4.270
Low 4.021 3.990 -0.031 -0.8% 4.071
Close 4.036 4.067 0.031 0.8% 4.097
Range 0.096 0.085 -0.011 -11.5% 0.199
ATR 0.085 0.085 0.000 0.0% 0.000
Volume 14,041 21,179 7,138 50.8% 63,429
Daily Pivots for day following 06-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.299 4.268 4.114
R3 4.214 4.183 4.090
R2 4.129 4.129 4.083
R1 4.098 4.098 4.075 4.114
PP 4.044 4.044 4.044 4.052
S1 4.013 4.013 4.059 4.029
S2 3.959 3.959 4.051
S3 3.874 3.928 4.044
S4 3.789 3.843 4.020
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.743 4.619 4.206
R3 4.544 4.420 4.152
R2 4.345 4.345 4.133
R1 4.221 4.221 4.115 4.184
PP 4.146 4.146 4.146 4.127
S1 4.022 4.022 4.079 3.985
S2 3.947 3.947 4.061
S3 3.748 3.823 4.042
S4 3.549 3.624 3.988
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.151 3.990 0.161 4.0% 0.075 1.8% 48% False True 17,289
10 4.270 3.990 0.280 6.9% 0.079 1.9% 28% False True 14,478
20 4.414 3.990 0.424 10.4% 0.081 2.0% 18% False True 13,569
40 4.508 3.990 0.518 12.7% 0.089 2.2% 15% False True 12,046
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 False
Bull Hook False
Stretch 0.026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.436
2.618 4.298
1.618 4.213
1.000 4.160
0.618 4.128
HIGH 4.075
0.618 4.043
0.500 4.033
0.382 4.022
LOW 3.990
0.618 3.937
1.000 3.905
1.618 3.852
2.618 3.767
4.250 3.629
Fisher Pivots for day following 06-Oct-2011
Pivot 1 day 3 day
R1 4.056 4.063
PP 4.044 4.058
S1 4.033 4.054

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

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