NYMEX Natural Gas Future September 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 2.910 2.820 -0.090 -3.1% 3.310
High 2.918 2.866 -0.052 -1.8% 3.335
Low 2.790 2.789 -0.001 0.0% 2.972
Close 2.830 2.822 -0.008 -0.3% 3.012
Range 0.128 0.077 -0.051 -39.8% 0.363
ATR 0.103 0.101 -0.002 -1.8% 0.000
Volume 8,859 11,098 2,239 25.3% 44,463
Daily Pivots for day following 18-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.057 3.016 2.864
R3 2.980 2.939 2.843
R2 2.903 2.903 2.836
R1 2.862 2.862 2.829 2.883
PP 2.826 2.826 2.826 2.836
S1 2.785 2.785 2.815 2.806
S2 2.749 2.749 2.808
S3 2.672 2.708 2.801
S4 2.595 2.631 2.780
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 4.195 3.967 3.212
R3 3.832 3.604 3.112
R2 3.469 3.469 3.079
R1 3.241 3.241 3.045 3.174
PP 3.106 3.106 3.106 3.073
S1 2.878 2.878 2.979 2.811
S2 2.743 2.743 2.945
S3 2.380 2.515 2.912
S4 2.017 2.152 2.812
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.235 2.789 0.446 15.8% 0.109 3.9% 7% False True 11,373
10 3.401 2.789 0.612 21.7% 0.102 3.6% 5% False True 7,635
20 3.523 2.789 0.734 26.0% 0.089 3.2% 4% False True 4,946
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 2 trading days
Fibonacci Retracements and Extensions
4.250 3.193
2.618 3.068
1.618 2.991
1.000 2.943
0.618 2.914
HIGH 2.866
0.618 2.837
0.500 2.828
0.382 2.818
LOW 2.789
0.618 2.741
1.000 2.712
1.618 2.664
2.618 2.587
4.250 2.462
Fisher Pivots for day following 18-Jan-2012
Pivot 1 day 3 day
R1 2.828 2.916
PP 2.826 2.884
S1 2.824 2.853

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

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