NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 18-Jan-2012
Day Change Summary
Previous Current
17-Jan-2012 18-Jan-2012 Change Change % Previous Week
Open 2.950 2.818 -0.132 -4.5% 3.290
High 2.950 2.860 -0.090 -3.1% 3.330
Low 2.789 2.784 -0.005 -0.2% 2.972
Close 2.824 2.818 -0.006 -0.2% 3.007
Range 0.161 0.076 -0.085 -52.8% 0.358
ATR 0.101 0.099 -0.002 -1.8% 0.000
Volume 5,129 10,031 4,902 95.6% 36,864
Daily Pivots for day following 18-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.049 3.009 2.860
R3 2.973 2.933 2.839
R2 2.897 2.897 2.832
R1 2.857 2.857 2.825 2.856
PP 2.821 2.821 2.821 2.820
S1 2.781 2.781 2.811 2.780
S2 2.745 2.745 2.804
S3 2.669 2.705 2.797
S4 2.593 2.629 2.776
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 4.177 3.950 3.204
R3 3.819 3.592 3.105
R2 3.461 3.461 3.073
R1 3.234 3.234 3.040 3.169
PP 3.103 3.103 3.103 3.070
S1 2.876 2.876 2.974 2.811
S2 2.745 2.745 2.941
S3 2.387 2.518 2.909
S4 2.029 2.160 2.810
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.232 2.784 0.448 15.9% 0.117 4.2% 8% False True 8,681
10 3.390 2.784 0.606 21.5% 0.100 3.6% 6% False True 6,266
20 3.522 2.784 0.738 26.2% 0.087 3.1% 5% False True 4,232
40 3.927 2.784 1.143 40.6% 0.083 2.9% 3% False True 3,386
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 0.009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.183
2.618 3.059
1.618 2.983
1.000 2.936
0.618 2.907
HIGH 2.860
0.618 2.831
0.500 2.822
0.382 2.813
LOW 2.784
0.618 2.737
1.000 2.708
1.618 2.661
2.618 2.585
4.250 2.461
Fisher Pivots for day following 18-Jan-2012
Pivot 1 day 3 day
R1 2.822 2.909
PP 2.821 2.879
S1 2.819 2.848

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

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