NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 12-Jan-2012
Day Change Summary
Previous Current
11-Jan-2012 12-Jan-2012 Change Change % Previous Week
Open 3.232 3.070 -0.162 -5.0% 3.260
High 3.232 3.090 -0.142 -4.4% 3.390
Low 3.044 2.992 -0.052 -1.7% 3.221
Close 3.086 3.037 -0.049 -1.6% 3.343
Range 0.188 0.098 -0.090 -47.9% 0.169
ATR 0.094 0.094 0.000 0.3% 0.000
Volume 8,213 12,686 4,473 54.5% 13,551
Daily Pivots for day following 12-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.334 3.283 3.091
R3 3.236 3.185 3.064
R2 3.138 3.138 3.055
R1 3.087 3.087 3.046 3.064
PP 3.040 3.040 3.040 3.028
S1 2.989 2.989 3.028 2.966
S2 2.942 2.942 3.019
S3 2.844 2.891 3.010
S4 2.746 2.793 2.983
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.825 3.753 3.436
R3 3.656 3.584 3.389
R2 3.487 3.487 3.374
R1 3.415 3.415 3.358 3.451
PP 3.318 3.318 3.318 3.336
S1 3.246 3.246 3.328 3.282
S2 3.149 3.149 3.312
S3 2.980 3.077 3.297
S4 2.811 2.908 3.250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.343 2.992 0.351 11.6% 0.100 3.3% 13% False True 6,720
10 3.393 2.992 0.401 13.2% 0.098 3.2% 11% False True 4,877
20 3.530 2.992 0.538 17.7% 0.082 2.7% 8% False True 3,365
40 3.927 2.992 0.935 30.8% 0.081 2.7% 5% False True 3,132
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 0.011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.507
2.618 3.347
1.618 3.249
1.000 3.188
0.618 3.151
HIGH 3.090
0.618 3.053
0.500 3.041
0.382 3.029
LOW 2.992
0.618 2.931
1.000 2.894
1.618 2.833
2.618 2.735
4.250 2.576
Fisher Pivots for day following 12-Jan-2012
Pivot 1 day 3 day
R1 3.041 3.161
PP 3.040 3.120
S1 3.038 3.078

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

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