NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 15-Dec-2011
Day Change Summary
Previous Current
14-Dec-2011 15-Dec-2011 Change Change % Previous Week
Open 3.285 3.141 -0.144 -4.4% 3.570
High 3.287 3.204 -0.083 -2.5% 3.572
Low 3.126 3.100 -0.026 -0.8% 3.309
Close 3.136 3.127 -0.009 -0.3% 3.317
Range 0.161 0.104 -0.057 -35.4% 0.263
ATR 0.117 0.116 -0.001 -0.8% 0.000
Volume 119,510 123,354 3,844 3.2% 580,999
Daily Pivots for day following 15-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.456 3.395 3.184
R3 3.352 3.291 3.156
R2 3.248 3.248 3.146
R1 3.187 3.187 3.137 3.166
PP 3.144 3.144 3.144 3.133
S1 3.083 3.083 3.117 3.062
S2 3.040 3.040 3.108
S3 2.936 2.979 3.098
S4 2.832 2.875 3.070
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 4.188 4.016 3.462
R3 3.925 3.753 3.389
R2 3.662 3.662 3.365
R1 3.490 3.490 3.341 3.445
PP 3.399 3.399 3.399 3.377
S1 3.227 3.227 3.293 3.182
S2 3.136 3.136 3.269
S3 2.873 2.964 3.245
S4 2.610 2.701 3.172
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.441 3.100 0.341 10.9% 0.104 3.3% 8% False True 124,539
10 3.663 3.100 0.563 18.0% 0.107 3.4% 5% False True 113,691
20 3.720 3.100 0.620 19.8% 0.119 3.8% 4% False True 110,760
40 4.095 3.100 0.995 31.8% 0.111 3.6% 3% False True 81,821
60 4.300 3.100 1.200 38.4% 0.106 3.4% 2% False True 73,165
80 4.564 3.100 1.464 46.8% 0.107 3.4% 2% False True 61,636
100 4.757 3.100 1.657 53.0% 0.105 3.4% 2% False True 53,414
120 4.962 3.100 1.862 59.5% 0.106 3.4% 1% False True 47,156
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 0.017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.646
2.618 3.476
1.618 3.372
1.000 3.308
0.618 3.268
HIGH 3.204
0.618 3.164
0.500 3.152
0.382 3.140
LOW 3.100
0.618 3.036
1.000 2.996
1.618 2.932
2.618 2.828
4.250 2.658
Fisher Pivots for day following 15-Dec-2011
Pivot 1 day 3 day
R1 3.152 3.200
PP 3.144 3.175
S1 3.135 3.151

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

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