NYMEX Natural Gas Future February 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 3.328 3.196 -0.132 -4.0% 3.600
High 3.330 3.243 -0.087 -2.6% 3.600
Low 3.175 3.150 -0.025 -0.8% 3.343
Close 3.187 3.177 -0.010 -0.3% 3.353
Range 0.155 0.093 -0.062 -40.0% 0.257
ATR 0.112 0.111 -0.001 -1.2% 0.000
Volume 70,854 59,490 -11,364 -16.0% 233,550
Daily Pivots for day following 15-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.469 3.416 3.228
R3 3.376 3.323 3.203
R2 3.283 3.283 3.194
R1 3.230 3.230 3.186 3.210
PP 3.190 3.190 3.190 3.180
S1 3.137 3.137 3.168 3.117
S2 3.097 3.097 3.160
S3 3.004 3.044 3.151
S4 2.911 2.951 3.126
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 4.203 4.035 3.494
R3 3.946 3.778 3.424
R2 3.689 3.689 3.400
R1 3.521 3.521 3.377 3.477
PP 3.432 3.432 3.432 3.410
S1 3.264 3.264 3.329 3.220
S2 3.175 3.175 3.306
S3 2.918 3.007 3.282
S4 2.661 2.750 3.212
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.471 3.150 0.321 10.1% 0.099 3.1% 8% False True 65,896
10 3.688 3.150 0.538 16.9% 0.102 3.2% 5% False True 53,626
20 3.741 3.150 0.591 18.6% 0.113 3.6% 5% False True 41,412
40 4.107 3.150 0.957 30.1% 0.106 3.3% 3% False True 30,335
60 4.314 3.150 1.164 36.6% 0.102 3.2% 2% False True 25,766
80 4.580 3.150 1.430 45.0% 0.102 3.2% 2% False True 21,089
100 4.753 3.150 1.603 50.5% 0.100 3.1% 2% False True 18,038
120 4.958 3.150 1.808 56.9% 0.100 3.1% 1% False True 15,457
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 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.638
2.618 3.486
1.618 3.393
1.000 3.336
0.618 3.300
HIGH 3.243
0.618 3.207
0.500 3.197
0.382 3.186
LOW 3.150
0.618 3.093
1.000 3.057
1.618 3.000
2.618 2.907
4.250 2.755
Fisher Pivots for day following 15-Dec-2011
Pivot 1 day 3 day
R1 3.197 3.244
PP 3.190 3.221
S1 3.184 3.199

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

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