NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 05-Dec-2011
Day Change Summary
Previous Current
02-Dec-2011 05-Dec-2011 Change Change % Previous Week
Open 3.710 3.636 -0.074 -2.0% 3.700
High 3.712 3.638 -0.074 -2.0% 3.765
Low 3.646 3.531 -0.115 -3.2% 3.590
Close 3.660 3.542 -0.118 -3.2% 3.660
Range 0.066 0.107 0.041 62.1% 0.175
ATR 0.103 0.105 0.002 1.8% 0.000
Volume 42,798 29,091 -13,707 -32.0% 115,150
Daily Pivots for day following 05-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.891 3.824 3.601
R3 3.784 3.717 3.571
R2 3.677 3.677 3.562
R1 3.610 3.610 3.552 3.590
PP 3.570 3.570 3.570 3.561
S1 3.503 3.503 3.532 3.483
S2 3.463 3.463 3.522
S3 3.356 3.396 3.513
S4 3.249 3.289 3.483
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 4.197 4.103 3.756
R3 4.022 3.928 3.708
R2 3.847 3.847 3.692
R1 3.753 3.753 3.676 3.713
PP 3.672 3.672 3.672 3.651
S1 3.578 3.578 3.644 3.538
S2 3.497 3.497 3.628
S3 3.322 3.403 3.612
S4 3.147 3.228 3.564
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.740 3.531 0.209 5.9% 0.097 2.7% 5% False True 27,856
10 3.765 3.493 0.272 7.7% 0.113 3.2% 18% False False 24,223
20 3.871 3.493 0.378 10.7% 0.103 2.9% 13% False False 22,988
40 4.092 3.493 0.599 16.9% 0.099 2.8% 8% False False 21,332
60 4.414 3.493 0.921 26.0% 0.094 2.6% 5% False False 18,934
80 4.507 3.493 1.014 28.6% 0.094 2.7% 5% False False 16,870
100 4.817 3.493 1.324 37.4% 0.093 2.6% 4% False False 14,985
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.093
2.618 3.918
1.618 3.811
1.000 3.745
0.618 3.704
HIGH 3.638
0.618 3.597
0.500 3.585
0.382 3.572
LOW 3.531
0.618 3.465
1.000 3.424
1.618 3.358
2.618 3.251
4.250 3.076
Fisher Pivots for day following 05-Dec-2011
Pivot 1 day 3 day
R1 3.585 3.636
PP 3.570 3.604
S1 3.556 3.573

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

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