NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 10-Oct-2011
Day Change Summary
Previous Current
07-Oct-2011 10-Oct-2011 Change Change % Previous Week
Open 4.141 4.028 -0.113 -2.7% 4.184
High 4.141 4.091 -0.050 -1.2% 4.200
Low 4.044 4.028 -0.016 -0.4% 4.044
Close 4.051 4.055 0.004 0.1% 4.051
Range 0.097 0.063 -0.034 -35.1% 0.156
ATR 0.078 0.077 -0.001 -1.3% 0.000
Volume 1,759 1,802 43 2.4% 9,376
Daily Pivots for day following 10-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.247 4.214 4.090
R3 4.184 4.151 4.072
R2 4.121 4.121 4.067
R1 4.088 4.088 4.061 4.105
PP 4.058 4.058 4.058 4.066
S1 4.025 4.025 4.049 4.042
S2 3.995 3.995 4.043
S3 3.932 3.962 4.038
S4 3.869 3.899 4.020
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.566 4.465 4.137
R3 4.410 4.309 4.094
R2 4.254 4.254 4.080
R1 4.153 4.153 4.065 4.126
PP 4.098 4.098 4.098 4.085
S1 3.997 3.997 4.037 3.970
S2 3.942 3.942 4.022
S3 3.786 3.841 4.008
S4 3.630 3.685 3.965
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.182 4.028 0.154 3.8% 0.074 1.8% 18% False True 1,675
10 4.344 4.028 0.316 7.8% 0.076 1.9% 9% False True 1,532
20 4.478 4.028 0.450 11.1% 0.076 1.9% 6% False True 1,370
Crabel Price Patterns
NR True
NR4 True
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 0.017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.359
2.618 4.256
1.618 4.193
1.000 4.154
0.618 4.130
HIGH 4.091
0.618 4.067
0.500 4.060
0.382 4.052
LOW 4.028
0.618 3.989
1.000 3.965
1.618 3.926
2.618 3.863
4.250 3.760
Fisher Pivots for day following 10-Oct-2011
Pivot 1 day 3 day
R1 4.060 4.085
PP 4.058 4.075
S1 4.057 4.065

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

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