NYMEX Natural Gas Future March 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 3.209 3.187 -0.022 -0.7% 3.320
High 3.249 3.203 -0.046 -1.4% 3.356
Low 3.172 3.131 -0.041 -1.3% 3.172
Close 3.204 3.177 -0.027 -0.8% 3.204
Range 0.077 0.072 -0.005 -6.5% 0.184
ATR 0.104 0.102 -0.002 -2.1% 0.000
Volume 41,214 30,399 -10,815 -26.2% 271,818
Daily Pivots for day following 19-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.386 3.354 3.217
R3 3.314 3.282 3.197
R2 3.242 3.242 3.190
R1 3.210 3.210 3.184 3.190
PP 3.170 3.170 3.170 3.161
S1 3.138 3.138 3.170 3.118
S2 3.098 3.098 3.164
S3 3.026 3.066 3.157
S4 2.954 2.994 3.137
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.796 3.684 3.305
R3 3.612 3.500 3.255
R2 3.428 3.428 3.238
R1 3.316 3.316 3.221 3.280
PP 3.244 3.244 3.244 3.226
S1 3.132 3.132 3.187 3.096
S2 3.060 3.060 3.170
S3 2.876 2.948 3.153
S4 2.692 2.764 3.103
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.356 3.131 0.225 7.1% 0.087 2.7% 20% False True 45,806
10 3.578 3.131 0.447 14.1% 0.090 2.8% 10% False True 54,086
20 3.741 3.131 0.610 19.2% 0.104 3.3% 8% False True 43,181
40 4.070 3.131 0.939 29.6% 0.101 3.2% 5% False True 31,286
60 4.281 3.131 1.150 36.2% 0.098 3.1% 4% False True 26,536
80 4.516 3.131 1.385 43.6% 0.098 3.1% 3% False True 22,568
100 4.602 3.131 1.471 46.3% 0.096 3.0% 3% False True 19,449
120 4.912 3.131 1.781 56.1% 0.096 3.0% 3% False True 16,990
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 0.018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.509
2.618 3.391
1.618 3.319
1.000 3.275
0.618 3.247
HIGH 3.203
0.618 3.175
0.500 3.167
0.382 3.159
LOW 3.131
0.618 3.087
1.000 3.059
1.618 3.015
2.618 2.943
4.250 2.825
Fisher Pivots for day following 19-Dec-2011
Pivot 1 day 3 day
R1 3.174 3.201
PP 3.170 3.193
S1 3.167 3.185

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

View Archives - Comment on this page... - Back to Index of Symbols