NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 01-Dec-2011
Day Change Summary
Previous Current
30-Nov-2011 01-Dec-2011 Change Change % Previous Week
Open 3.627 3.575 -0.052 -1.4% 3.505
High 3.639 3.689 0.050 1.4% 3.675
Low 3.540 3.541 0.001 0.0% 3.461
Close 3.550 3.649 0.099 2.8% 3.665
Range 0.099 0.148 0.049 49.5% 0.214
ATR 0.116 0.118 0.002 2.0% 0.000
Volume 113,025 167,480 54,455 48.2% 385,026
Daily Pivots for day following 01-Dec-2011
Classic Woodie Camarilla DeMark
R4 4.070 4.008 3.730
R3 3.922 3.860 3.690
R2 3.774 3.774 3.676
R1 3.712 3.712 3.663 3.743
PP 3.626 3.626 3.626 3.642
S1 3.564 3.564 3.635 3.595
S2 3.478 3.478 3.622
S3 3.330 3.416 3.608
S4 3.182 3.268 3.568
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.242 4.168 3.783
R3 4.028 3.954 3.724
R2 3.814 3.814 3.704
R1 3.740 3.740 3.685 3.777
PP 3.600 3.600 3.600 3.619
S1 3.526 3.526 3.645 3.563
S2 3.386 3.386 3.626
S3 3.172 3.312 3.606
S4 2.958 3.098 3.547
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.720 3.521 0.199 5.5% 0.136 3.7% 64% False False 124,586
10 3.720 3.461 0.259 7.1% 0.131 3.6% 73% False False 107,828
20 3.977 3.461 0.516 14.1% 0.113 3.1% 36% False False 83,399
40 4.143 3.461 0.682 18.7% 0.110 3.0% 28% False False 71,932
60 4.477 3.461 1.016 27.8% 0.104 2.9% 19% False False 59,190
80 4.606 3.461 1.145 31.4% 0.106 2.9% 16% False False 50,111
100 4.962 3.461 1.501 41.1% 0.105 2.9% 13% False False 43,643
120 5.125 3.461 1.664 45.6% 0.105 2.9% 11% False False 38,640
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 0.034
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.318
2.618 4.076
1.618 3.928
1.000 3.837
0.618 3.780
HIGH 3.689
0.618 3.632
0.500 3.615
0.382 3.598
LOW 3.541
0.618 3.450
1.000 3.393
1.618 3.302
2.618 3.154
4.250 2.912
Fisher Pivots for day following 01-Dec-2011
Pivot 1 day 3 day
R1 3.638 3.635
PP 3.626 3.621
S1 3.615 3.607

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

View Archives - Comment on this page... - Back to Index of Symbols