NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 19-Dec-2011
Day Change Summary
Previous Current
16-Dec-2011 19-Dec-2011 Change Change % Previous Week
Open 3.176 3.148 -0.028 -0.9% 3.299
High 3.220 3.170 -0.050 -1.6% 3.337
Low 3.137 3.100 -0.037 -1.2% 3.137
Close 3.174 3.143 -0.031 -1.0% 3.174
Range 0.083 0.070 -0.013 -15.7% 0.200
ATR 0.109 0.106 -0.002 -2.3% 0.000
Volume 47,217 34,607 -12,610 -26.7% 304,501
Daily Pivots for day following 19-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.348 3.315 3.182
R3 3.278 3.245 3.162
R2 3.208 3.208 3.156
R1 3.175 3.175 3.149 3.157
PP 3.138 3.138 3.138 3.128
S1 3.105 3.105 3.137 3.087
S2 3.068 3.068 3.130
S3 2.998 3.035 3.124
S4 2.928 2.965 3.105
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.816 3.695 3.284
R3 3.616 3.495 3.229
R2 3.416 3.416 3.211
R1 3.295 3.295 3.192 3.256
PP 3.216 3.216 3.216 3.196
S1 3.095 3.095 3.156 3.056
S2 3.016 3.016 3.137
S3 2.816 2.895 3.119
S4 2.616 2.695 3.064
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.337 3.100 0.237 7.5% 0.094 3.0% 18% False True 53,609
10 3.580 3.100 0.480 15.3% 0.096 3.1% 9% False True 55,174
20 3.741 3.100 0.641 20.4% 0.109 3.5% 7% False True 43,180
40 4.107 3.100 1.007 32.0% 0.105 3.3% 4% False True 31,427
60 4.314 3.100 1.214 38.6% 0.102 3.2% 4% False True 26,819
80 4.580 3.100 1.480 47.1% 0.101 3.2% 3% False True 21,967
100 4.636 3.100 1.536 48.9% 0.099 3.2% 3% False True 18,796
120 4.958 3.100 1.858 59.1% 0.100 3.2% 2% False True 16,102
Crabel Price Patterns
NR True
NR4 True
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 0.021
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.468
2.618 3.353
1.618 3.283
1.000 3.240
0.618 3.213
HIGH 3.170
0.618 3.143
0.500 3.135
0.382 3.127
LOW 3.100
0.618 3.057
1.000 3.030
1.618 2.987
2.618 2.917
4.250 2.803
Fisher Pivots for day following 19-Dec-2011
Pivot 1 day 3 day
R1 3.140 3.172
PP 3.138 3.162
S1 3.135 3.153

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

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