NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 28-Dec-2011
Day Change Summary
Previous Current
27-Dec-2011 28-Dec-2011 Change Change % Previous Week
Open 3.175 3.177 0.002 0.1% 3.187
High 3.245 3.209 -0.036 -1.1% 3.278
Low 3.147 3.136 -0.011 -0.3% 3.131
Close 3.180 3.148 -0.032 -1.0% 3.184
Range 0.098 0.073 -0.025 -25.5% 0.147
ATR 0.097 0.095 -0.002 -1.7% 0.000
Volume 14,110 14,047 -63 -0.4% 167,395
Daily Pivots for day following 28-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.383 3.339 3.188
R3 3.310 3.266 3.168
R2 3.237 3.237 3.161
R1 3.193 3.193 3.155 3.179
PP 3.164 3.164 3.164 3.157
S1 3.120 3.120 3.141 3.106
S2 3.091 3.091 3.135
S3 3.018 3.047 3.128
S4 2.945 2.974 3.108
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 3.136 0.142 4.5% 0.086 2.7% 8% False True 27,629
10 3.347 3.131 0.216 6.9% 0.087 2.8% 8% False False 33,611
20 3.711 3.131 0.580 18.4% 0.092 2.9% 3% False False 42,960
40 4.050 3.131 0.919 29.2% 0.099 3.1% 2% False False 33,184
60 4.129 3.131 0.998 31.7% 0.097 3.1% 2% False False 28,013
80 4.450 3.131 1.319 41.9% 0.095 3.0% 1% False False 24,047
100 4.558 3.131 1.427 45.3% 0.096 3.0% 1% False False 20,763
120 4.912 3.131 1.781 56.6% 0.095 3.0% 1% False False 18,100
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 True
Bear Hook False
Bull Hook False
Stretch 0.027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.519
2.618 3.400
1.618 3.327
1.000 3.282
0.618 3.254
HIGH 3.209
0.618 3.181
0.500 3.173
0.382 3.164
LOW 3.136
0.618 3.091
1.000 3.063
1.618 3.018
2.618 2.945
4.250 2.826
Fisher Pivots for day following 28-Dec-2011
Pivot 1 day 3 day
R1 3.173 3.191
PP 3.164 3.176
S1 3.156 3.162

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

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