NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 18-Oct-2011
Day Change Summary
Previous Current
17-Oct-2011 18-Oct-2011 Change Change % Previous Week
Open 4.090 4.034 -0.056 -1.4% 4.000
High 4.121 4.048 -0.073 -1.8% 4.105
Low 3.995 3.937 -0.058 -1.5% 3.924
Close 4.044 3.941 -0.103 -2.5% 4.087
Range 0.126 0.111 -0.015 -11.9% 0.181
ATR 0.088 0.089 0.002 1.9% 0.000
Volume 6,751 4,636 -2,115 -31.3% 18,271
Daily Pivots for day following 18-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.308 4.236 4.002
R3 4.197 4.125 3.972
R2 4.086 4.086 3.961
R1 4.014 4.014 3.951 3.995
PP 3.975 3.975 3.975 3.966
S1 3.903 3.903 3.931 3.884
S2 3.864 3.864 3.921
S3 3.753 3.792 3.910
S4 3.642 3.681 3.880
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.582 4.515 4.187
R3 4.401 4.334 4.137
R2 4.220 4.220 4.120
R1 4.153 4.153 4.104 4.187
PP 4.039 4.039 4.039 4.055
S1 3.972 3.972 4.070 4.006
S2 3.858 3.858 4.054
S3 3.677 3.791 4.037
S4 3.496 3.610 3.987
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.121 3.924 0.197 5.0% 0.105 2.7% 9% False False 4,695
10 4.144 3.924 0.220 5.6% 0.091 2.3% 8% False False 4,108
20 4.303 3.924 0.379 9.6% 0.081 2.1% 4% False False 3,557
40 4.525 3.924 0.601 15.2% 0.088 2.2% 3% False False 2,559
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 0.022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.520
2.618 4.339
1.618 4.228
1.000 4.159
0.618 4.117
HIGH 4.048
0.618 4.006
0.500 3.993
0.382 3.979
LOW 3.937
0.618 3.868
1.000 3.826
1.618 3.757
2.618 3.646
4.250 3.465
Fisher Pivots for day following 18-Oct-2011
Pivot 1 day 3 day
R1 3.993 4.029
PP 3.975 4.000
S1 3.958 3.970

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

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