NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 21-Dec-2011
Day Change Summary
Previous Current
20-Dec-2011 21-Dec-2011 Change Change % Previous Week
Open 3.165 3.173 0.008 0.3% 3.299
High 3.191 3.233 0.042 1.3% 3.337
Low 3.130 3.131 0.001 0.0% 3.137
Close 3.170 3.198 0.028 0.9% 3.174
Range 0.061 0.102 0.041 67.2% 0.200
ATR 0.103 0.103 0.000 -0.1% 0.000
Volume 43,699 50,879 7,180 16.4% 304,501
Daily Pivots for day following 21-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.493 3.448 3.254
R3 3.391 3.346 3.226
R2 3.289 3.289 3.217
R1 3.244 3.244 3.207 3.267
PP 3.187 3.187 3.187 3.199
S1 3.142 3.142 3.189 3.165
S2 3.085 3.085 3.179
S3 2.983 3.040 3.170
S4 2.881 2.938 3.142
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 3.243 3.100 0.143 4.5% 0.082 2.6% 69% False False 47,178
10 3.580 3.100 0.480 15.0% 0.094 2.9% 20% False False 56,907
20 3.741 3.100 0.641 20.0% 0.106 3.3% 15% False False 44,197
40 4.107 3.100 1.007 31.5% 0.104 3.3% 10% False False 33,250
60 4.259 3.100 1.159 36.2% 0.101 3.2% 8% False False 28,177
80 4.580 3.100 1.480 46.3% 0.101 3.2% 7% False False 23,000
100 4.636 3.100 1.536 48.0% 0.100 3.1% 6% False False 19,634
120 4.958 3.100 1.858 58.1% 0.099 3.1% 5% False False 16,824
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.667
2.618 3.500
1.618 3.398
1.000 3.335
0.618 3.296
HIGH 3.233
0.618 3.194
0.500 3.182
0.382 3.170
LOW 3.131
0.618 3.068
1.000 3.029
1.618 2.966
2.618 2.864
4.250 2.698
Fisher Pivots for day following 21-Dec-2011
Pivot 1 day 3 day
R1 3.193 3.188
PP 3.187 3.177
S1 3.182 3.167

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

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