NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 29-Dec-2011
Day Change Summary
Previous Current
28-Dec-2011 29-Dec-2011 Change Change % Previous Week
Open 3.147 3.139 -0.008 -0.3% 3.148
High 3.185 3.148 -0.037 -1.2% 3.242
Low 3.105 3.001 -0.104 -3.3% 3.100
Close 3.121 3.027 -0.094 -3.0% 3.147
Range 0.080 0.147 0.067 83.8% 0.142
ATR 0.100 0.103 0.003 3.4% 0.000
Volume 58,099 80,913 22,814 39.3% 233,338
Daily Pivots for day following 29-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.500 3.410 3.108
R3 3.353 3.263 3.067
R2 3.206 3.206 3.054
R1 3.116 3.116 3.040 3.088
PP 3.059 3.059 3.059 3.044
S1 2.969 2.969 3.014 2.941
S2 2.912 2.912 3.000
S3 2.765 2.822 2.987
S4 2.618 2.675 2.946
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.589 3.510 3.225
R3 3.447 3.368 3.186
R2 3.305 3.305 3.173
R1 3.226 3.226 3.160 3.195
PP 3.163 3.163 3.163 3.147
S1 3.084 3.084 3.134 3.053
S2 3.021 3.021 3.121
S3 2.879 2.942 3.108
S4 2.737 2.800 3.069
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.242 3.001 0.241 8.0% 0.101 3.3% 11% False True 60,579
10 3.243 3.001 0.242 8.0% 0.092 3.0% 11% False True 53,878
20 3.711 3.001 0.710 23.5% 0.099 3.3% 4% False True 52,467
40 3.981 3.001 0.980 32.4% 0.101 3.3% 3% False True 38,617
60 4.166 3.001 1.165 38.5% 0.103 3.4% 2% False True 32,174
80 4.500 3.001 1.499 49.5% 0.099 3.3% 2% False True 26,391
100 4.599 3.001 1.598 52.8% 0.100 3.3% 2% False True 22,344
120 4.958 3.001 1.957 64.7% 0.099 3.3% 1% False True 19,249
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 3.773
2.618 3.533
1.618 3.386
1.000 3.295
0.618 3.239
HIGH 3.148
0.618 3.092
0.500 3.075
0.382 3.057
LOW 3.001
0.618 2.910
1.000 2.854
1.618 2.763
2.618 2.616
4.250 2.376
Fisher Pivots for day following 29-Dec-2011
Pivot 1 day 3 day
R1 3.075 3.110
PP 3.059 3.082
S1 3.043 3.055

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

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