NYMEX Natural Gas Future October 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 3.020 3.210 0.190 6.3% 2.764
High 3.165 3.210 0.045 1.4% 3.210
Low 3.012 3.038 0.026 0.9% 2.745
Close 3.147 3.095 -0.052 -1.7% 3.147
Range 0.153 0.172 0.019 12.4% 0.465
ATR
Volume 22,750 20,321 -2,429 -10.7% 158,739
Daily Pivots for day following 30-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.630 3.535 3.190
R3 3.458 3.363 3.142
R2 3.286 3.286 3.127
R1 3.191 3.191 3.111 3.153
PP 3.114 3.114 3.114 3.095
S1 3.019 3.019 3.079 2.981
S2 2.942 2.942 3.063
S3 2.770 2.847 3.048
S4 2.598 2.675 3.000
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 4.429 4.253 3.403
R3 3.964 3.788 3.275
R2 3.499 3.499 3.232
R1 3.323 3.323 3.190 3.411
PP 3.034 3.034 3.034 3.078
S1 2.858 2.858 3.104 2.946
S2 2.569 2.569 3.062
S3 2.104 2.393 3.019
S4 1.639 1.928 2.891
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.210 2.985 0.225 7.3% 0.162 5.2% 49% True False 31,385
10 3.210 2.714 0.496 16.0% 0.167 5.4% 77% True False 26,979
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 0.014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.941
2.618 3.660
1.618 3.488
1.000 3.382
0.618 3.316
HIGH 3.210
0.618 3.144
0.500 3.124
0.382 3.104
LOW 3.038
0.618 2.932
1.000 2.866
1.618 2.760
2.618 2.588
4.250 2.307
Fisher Pivots for day following 30-Jan-2012
Pivot 1 day 3 day
R1 3.124 3.098
PP 3.114 3.097
S1 3.105 3.096

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

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