NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 28-Nov-2011
Day Change Summary
Previous Current
25-Nov-2011 28-Nov-2011 Change Change % Previous Week
Open 3.461 3.529 0.068 2.0% 3.329
High 3.549 3.580 0.031 0.9% 3.549
Low 3.415 3.351 -0.064 -1.9% 3.285
Close 3.536 3.356 -0.180 -5.1% 3.536
Range 0.134 0.229 0.095 70.9% 0.264
ATR 0.122 0.130 0.008 6.3% 0.000
Volume 0 12,386 12,386 322,264
Daily Pivots for day following 28-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.116 3.965 3.482
R3 3.887 3.736 3.419
R2 3.658 3.658 3.398
R1 3.507 3.507 3.377 3.468
PP 3.429 3.429 3.429 3.410
S1 3.278 3.278 3.335 3.239
S2 3.200 3.200 3.314
S3 2.971 3.049 3.293
S4 2.742 2.820 3.230
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.249 4.156 3.681
R3 3.985 3.892 3.609
R2 3.721 3.721 3.584
R1 3.628 3.628 3.560 3.675
PP 3.457 3.457 3.457 3.480
S1 3.364 3.364 3.512 3.411
S2 3.193 3.193 3.488
S3 2.929 3.100 3.463
S4 2.665 2.836 3.391
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.580 3.285 0.295 8.8% 0.148 4.4% 24% True False 66,930
10 3.580 3.285 0.295 8.8% 0.137 4.1% 24% True False 98,051
20 3.978 3.285 0.693 20.6% 0.125 3.7% 10% False False 101,284
40 4.039 3.285 0.754 22.5% 0.118 3.5% 9% False False 89,778
60 4.385 3.285 1.100 32.8% 0.114 3.4% 6% False False 71,671
80 4.516 3.285 1.231 36.7% 0.113 3.4% 6% False False 59,656
100 4.871 3.285 1.586 47.3% 0.111 3.3% 4% False False 50,367
120 5.283 3.285 1.998 59.5% 0.114 3.4% 4% False False 43,382
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Widest range in 119 trading days
Fibonacci Retracements and Extensions
4.250 4.553
2.618 4.180
1.618 3.951
1.000 3.809
0.618 3.722
HIGH 3.580
0.618 3.493
0.500 3.466
0.382 3.438
LOW 3.351
0.618 3.209
1.000 3.122
1.618 2.980
2.618 2.751
4.250 2.378
Fisher Pivots for day following 28-Nov-2011
Pivot 1 day 3 day
R1 3.466 3.466
PP 3.429 3.429
S1 3.393 3.393

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

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