NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 30-Jan-2012
Day Change Summary
Previous Current
27-Jan-2012 30-Jan-2012 Change Change % Previous Week
Open 2.962 3.119 0.157 5.3% 2.698
High 3.083 3.124 0.041 1.3% 3.128
Low 2.931 2.961 0.030 1.0% 2.663
Close 3.068 3.018 -0.050 -1.6% 3.068
Range 0.152 0.163 0.011 7.2% 0.465
ATR 0.136 0.138 0.002 1.4% 0.000
Volume 15,670 16,949 1,279 8.2% 99,892
Daily Pivots for day following 30-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.523 3.434 3.108
R3 3.360 3.271 3.063
R2 3.197 3.197 3.048
R1 3.108 3.108 3.033 3.071
PP 3.034 3.034 3.034 3.016
S1 2.945 2.945 3.003 2.908
S2 2.871 2.871 2.988
S3 2.708 2.782 2.973
S4 2.545 2.619 2.928
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 4.348 4.173 3.324
R3 3.883 3.708 3.196
R2 3.418 3.418 3.153
R1 3.243 3.243 3.111 3.331
PP 2.953 2.953 2.953 2.997
S1 2.778 2.778 3.025 2.866
S2 2.488 2.488 2.983
S3 2.023 2.313 2.940
S4 1.558 1.848 2.812
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.128 2.905 0.223 7.4% 0.159 5.3% 51% False False 20,898
10 3.128 2.643 0.485 16.1% 0.163 5.4% 77% False False 17,908
20 3.368 2.643 0.725 24.0% 0.135 4.5% 52% False False 13,798
40 3.868 2.643 1.225 40.6% 0.106 3.5% 31% False False 8,797
60 4.060 2.643 1.417 47.0% 0.098 3.2% 26% False False 6,691
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.817
2.618 3.551
1.618 3.388
1.000 3.287
0.618 3.225
HIGH 3.124
0.618 3.062
0.500 3.043
0.382 3.023
LOW 2.961
0.618 2.860
1.000 2.798
1.618 2.697
2.618 2.534
4.250 2.268
Fisher Pivots for day following 30-Jan-2012
Pivot 1 day 3 day
R1 3.043 3.018
PP 3.034 3.017
S1 3.026 3.017

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

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