NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 20-Dec-2011
Day Change Summary
Previous Current
19-Dec-2011 20-Dec-2011 Change Change % Previous Week
Open 3.093 3.117 0.024 0.8% 3.253
High 3.119 3.150 0.031 1.0% 3.299
Low 3.050 3.086 0.036 1.2% 3.084
Close 3.116 3.128 0.012 0.4% 3.127
Range 0.069 0.064 -0.005 -7.2% 0.215
ATR 0.112 0.108 -0.003 -3.1% 0.000
Volume 70,584 75,673 5,089 7.2% 562,012
Daily Pivots for day following 20-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.313 3.285 3.163
R3 3.249 3.221 3.146
R2 3.185 3.185 3.140
R1 3.157 3.157 3.134 3.171
PP 3.121 3.121 3.121 3.129
S1 3.093 3.093 3.122 3.107
S2 3.057 3.057 3.116
S3 2.993 3.029 3.110
S4 2.929 2.965 3.093
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.815 3.686 3.245
R3 3.600 3.471 3.186
R2 3.385 3.385 3.166
R1 3.256 3.256 3.147 3.213
PP 3.170 3.170 3.170 3.149
S1 3.041 3.041 3.107 2.998
S2 2.955 2.955 3.088
S3 2.740 2.826 3.068
S4 2.525 2.611 3.009
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.287 3.050 0.237 7.6% 0.097 3.1% 33% False False 95,543
10 3.545 3.050 0.495 15.8% 0.097 3.1% 16% False False 107,388
20 3.720 3.050 0.670 21.4% 0.111 3.5% 12% False False 108,862
40 4.095 3.050 1.045 33.4% 0.110 3.5% 7% False False 84,292
60 4.300 3.050 1.250 40.0% 0.106 3.4% 6% False False 75,203
80 4.564 3.050 1.514 48.4% 0.106 3.4% 5% False False 63,626
100 4.636 3.050 1.586 50.7% 0.105 3.4% 5% False False 55,271
120 4.962 3.050 1.912 61.1% 0.105 3.4% 4% False False 48,792
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.422
2.618 3.318
1.618 3.254
1.000 3.214
0.618 3.190
HIGH 3.150
0.618 3.126
0.500 3.118
0.382 3.110
LOW 3.086
0.618 3.046
1.000 3.022
1.618 2.982
2.618 2.918
4.250 2.814
Fisher Pivots for day following 20-Dec-2011
Pivot 1 day 3 day
R1 3.125 3.123
PP 3.121 3.117
S1 3.118 3.112

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

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