NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 27-Jan-2012
Day Change Summary
Previous Current
26-Jan-2012 27-Jan-2012 Change Change % Previous Week
Open 3.136 3.000 -0.136 -4.3% 2.700
High 3.145 3.107 -0.038 -1.2% 3.145
Low 2.937 2.960 0.023 0.8% 2.694
Close 3.007 3.093 0.086 2.9% 3.093
Range 0.208 0.147 -0.061 -29.3% 0.451
ATR 0.130 0.131 0.001 0.9% 0.000
Volume 10,221 12,817 2,596 25.4% 58,746
Daily Pivots for day following 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.494 3.441 3.174
R3 3.347 3.294 3.133
R2 3.200 3.200 3.120
R1 3.147 3.147 3.106 3.174
PP 3.053 3.053 3.053 3.067
S1 3.000 3.000 3.080 3.027
S2 2.906 2.906 3.066
S3 2.759 2.853 3.053
S4 2.612 2.706 3.012
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 4.330 4.163 3.341
R3 3.879 3.712 3.217
R2 3.428 3.428 3.176
R1 3.261 3.261 3.134 3.345
PP 2.977 2.977 2.977 3.019
S1 2.810 2.810 3.052 2.894
S2 2.526 2.526 3.010
S3 2.075 2.359 2.969
S4 1.624 1.908 2.845
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.145 2.694 0.451 14.6% 0.194 6.3% 88% False False 11,749
10 3.145 2.666 0.479 15.5% 0.150 4.9% 89% False False 9,306
20 3.393 2.666 0.727 23.5% 0.124 4.0% 59% False False 7,092
40 3.893 2.666 1.227 39.7% 0.097 3.1% 35% False False 4,823
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.732
2.618 3.492
1.618 3.345
1.000 3.254
0.618 3.198
HIGH 3.107
0.618 3.051
0.500 3.034
0.382 3.016
LOW 2.960
0.618 2.869
1.000 2.813
1.618 2.722
2.618 2.575
4.250 2.335
Fisher Pivots for day following 27-Jan-2012
Pivot 1 day 3 day
R1 3.073 3.076
PP 3.053 3.058
S1 3.034 3.041

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

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