NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 30-Dec-2011
Day Change Summary
Previous Current
29-Dec-2011 30-Dec-2011 Change Change % Previous Week
Open 3.139 3.020 -0.119 -3.8% 3.134
High 3.148 3.042 -0.106 -3.4% 3.219
Low 3.001 2.957 -0.044 -1.5% 2.957
Close 3.027 2.989 -0.038 -1.3% 2.989
Range 0.147 0.085 -0.062 -42.2% 0.262
ATR 0.103 0.102 -0.001 -1.3% 0.000
Volume 80,913 56,932 -23,981 -29.6% 255,675
Daily Pivots for day following 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.251 3.205 3.036
R3 3.166 3.120 3.012
R2 3.081 3.081 3.005
R1 3.035 3.035 2.997 3.016
PP 2.996 2.996 2.996 2.986
S1 2.950 2.950 2.981 2.931
S2 2.911 2.911 2.973
S3 2.826 2.865 2.966
S4 2.741 2.780 2.942
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.841 3.677 3.133
R3 3.579 3.415 3.061
R2 3.317 3.317 3.037
R1 3.153 3.153 3.013 3.104
PP 3.055 3.055 3.055 3.031
S1 2.891 2.891 2.965 2.842
S2 2.793 2.793 2.941
S3 2.531 2.629 2.917
S4 2.269 2.367 2.845
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.219 2.957 0.262 8.8% 0.098 3.3% 12% False True 57,503
10 3.242 2.957 0.285 9.5% 0.091 3.0% 11% False True 53,623
20 3.688 2.957 0.731 24.5% 0.097 3.2% 4% False True 53,624
40 3.981 2.957 1.024 34.3% 0.102 3.4% 3% False True 39,415
60 4.153 2.957 1.196 40.0% 0.102 3.4% 3% False True 32,780
80 4.500 2.957 1.543 51.6% 0.098 3.3% 2% False True 27,039
100 4.599 2.957 1.642 54.9% 0.100 3.3% 2% False True 22,862
120 4.958 2.957 2.001 66.9% 0.099 3.3% 2% False True 19,713
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 0.026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.403
2.618 3.265
1.618 3.180
1.000 3.127
0.618 3.095
HIGH 3.042
0.618 3.010
0.500 3.000
0.382 2.989
LOW 2.957
0.618 2.904
1.000 2.872
1.618 2.819
2.618 2.734
4.250 2.596
Fisher Pivots for day following 30-Dec-2011
Pivot 1 day 3 day
R1 3.000 3.071
PP 2.996 3.044
S1 2.993 3.016

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

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