NYMEX Natural Gas Future March 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 3.174 3.049 -0.125 -3.9% 3.175
High 3.174 3.065 -0.109 -3.4% 3.245
Low 3.033 2.985 -0.048 -1.6% 2.985
Close 3.055 3.016 -0.039 -1.3% 3.016
Range 0.141 0.080 -0.061 -43.3% 0.260
ATR 0.098 0.097 -0.001 -1.3% 0.000
Volume 23,084 40,175 17,091 74.0% 91,416
Daily Pivots for day following 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.262 3.219 3.060
R3 3.182 3.139 3.038
R2 3.102 3.102 3.031
R1 3.059 3.059 3.023 3.041
PP 3.022 3.022 3.022 3.013
S1 2.979 2.979 3.009 2.961
S2 2.942 2.942 3.001
S3 2.862 2.899 2.994
S4 2.782 2.819 2.972
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.862 3.699 3.159
R3 3.602 3.439 3.088
R2 3.342 3.342 3.064
R1 3.179 3.179 3.040 3.131
PP 3.082 3.082 3.082 3.058
S1 2.919 2.919 2.992 2.871
S2 2.822 2.822 2.968
S3 2.562 2.659 2.945
S4 2.302 2.399 2.873
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.245 2.985 0.260 8.6% 0.091 3.0% 12% False True 25,251
10 3.278 2.985 0.293 9.7% 0.087 2.9% 11% False True 30,002
20 3.694 2.985 0.709 23.5% 0.091 3.0% 4% False True 42,555
40 3.954 2.985 0.969 32.1% 0.099 3.3% 3% False True 33,823
60 4.114 2.985 1.129 37.4% 0.098 3.3% 3% False True 28,519
80 4.450 2.985 1.465 48.6% 0.095 3.1% 2% False True 24,584
100 4.558 2.985 1.573 52.2% 0.096 3.2% 2% False True 21,235
120 4.912 2.985 1.927 63.9% 0.095 3.2% 2% False True 18,563
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 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.405
2.618 3.274
1.618 3.194
1.000 3.145
0.618 3.114
HIGH 3.065
0.618 3.034
0.500 3.025
0.382 3.016
LOW 2.985
0.618 2.936
1.000 2.905
1.618 2.856
2.618 2.776
4.250 2.645
Fisher Pivots for day following 30-Dec-2011
Pivot 1 day 3 day
R1 3.025 3.097
PP 3.022 3.070
S1 3.019 3.043

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

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