NYMEX Natural Gas Future March 2012

Trading Metrics calculated at close of trading on 23-Dec-2011

Day Change Summary
	Previous	Current
	22-Dec-2011	23-Dec-2011	Change	Change %	Previous Week
Open	3.244	3.228	-0.016	-0.5%	3.187
High	3.278	3.240	-0.038	-1.2%	3.278
Low	3.180	3.176	-0.004	-0.1%	3.131
Close	3.241	3.184	-0.057	-1.8%	3.184
Range	0.098	0.064	-0.034	-34.7%	0.147
ATR	0.099	0.096	-0.002	-2.4%	0.000
Volume	38,223	34,840	-3,383	-8.9%	167,395

Daily Pivots for day following 23-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	3.392	3.352	3.219
R3	3.328	3.288	3.202
R2	3.264	3.264	3.196
R1	3.224	3.224	3.190	3.212
PP	3.200	3.200	3.200	3.194
S1	3.160	3.160	3.178	3.148
S2	3.136	3.136	3.172
S3	3.072	3.096	3.166
S4	3.008	3.032	3.149

Weekly Pivots for week ending 23-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	3.639	3.558	3.265
R3	3.492	3.411	3.224
R2	3.345	3.345	3.211
R1	3.264	3.264	3.197	3.231
PP	3.198	3.198	3.198	3.181
S1	3.117	3.117	3.171	3.084
S2	3.051	3.051	3.157
S3	2.904	2.970	3.144
S4	2.757	2.823	3.103

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.278	3.131	0.147	4.6%	0.079	2.5%	36%	False	False	33,479
10	3.356	3.131	0.225	7.1%	0.081	2.5%	24%	False	False	43,921
20	3.741	3.131	0.610	19.2%	0.098	3.1%	9%	False	False	43,631
40	4.070	3.131	0.939	29.5%	0.100	3.1%	6%	False	False	33,540
60	4.169	3.131	1.038	32.6%	0.097	3.0%	5%	False	False	28,187
80	4.516	3.131	1.385	43.5%	0.096	3.0%	4%	False	False	23,972
100	4.558	3.131	1.427	44.8%	0.097	3.0%	4%	False	False	20,631
120	4.912	3.131	1.781	55.9%	0.095	3.0%	3%	False	False	17,954

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.512
2.618	3.408
1.618	3.344
1.000	3.304
0.618	3.280
HIGH	3.240
0.618	3.216
0.500	3.208
0.382	3.200
LOW	3.176
0.618	3.136
1.000	3.112
1.618	3.072
2.618	3.008
4.250	2.904

Fisher Pivots for day following 23-Dec-2011
Pivot	1 day	3 day
R1	3.208	3.226
PP	3.200	3.212
S1	3.192	3.198

Download as Excel Spreadsheet

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

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