NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 16-Dec-2011
Day Change Summary
Previous Current
15-Dec-2011 16-Dec-2011 Change Change % Previous Week
Open 3.290 3.280 -0.010 -0.3% 3.370
High 3.319 3.300 -0.019 -0.6% 3.402
Low 3.246 3.230 -0.016 -0.5% 3.230
Close 3.266 3.263 -0.003 -0.1% 3.263
Range 0.073 0.070 -0.003 -4.1% 0.172
ATR 0.101 0.099 -0.002 -2.2% 0.000
Volume 39,197 32,138 -7,059 -18.0% 173,000
Daily Pivots for day following 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.474 3.439 3.302
R3 3.404 3.369 3.282
R2 3.334 3.334 3.276
R1 3.299 3.299 3.269 3.282
PP 3.264 3.264 3.264 3.256
S1 3.229 3.229 3.257 3.212
S2 3.194 3.194 3.250
S3 3.124 3.159 3.244
S4 3.054 3.089 3.225
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.814 3.711 3.358
R3 3.642 3.539 3.310
R2 3.470 3.470 3.295
R1 3.367 3.367 3.279 3.333
PP 3.298 3.298 3.298 3.281
S1 3.195 3.195 3.247 3.161
S2 3.126 3.126 3.231
S3 2.954 3.023 3.216
S4 2.782 2.851 3.168
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.402 3.230 0.172 5.3% 0.079 2.4% 19% False True 34,600
10 3.638 3.230 0.408 12.5% 0.090 2.8% 8% False True 34,434
20 3.765 3.230 0.535 16.4% 0.101 3.1% 6% False True 29,195
40 4.052 3.230 0.822 25.2% 0.098 3.0% 4% False True 25,009
60 4.270 3.230 1.040 31.9% 0.094 2.9% 3% False True 22,289
80 4.500 3.230 1.270 38.9% 0.095 2.9% 3% False True 19,766
100 4.605 3.230 1.375 42.1% 0.093 2.9% 2% False True 17,621
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.598
2.618 3.483
1.618 3.413
1.000 3.370
0.618 3.343
HIGH 3.300
0.618 3.273
0.500 3.265
0.382 3.257
LOW 3.230
0.618 3.187
1.000 3.160
1.618 3.117
2.618 3.047
4.250 2.933
Fisher Pivots for day following 16-Dec-2011
Pivot 1 day 3 day
R1 3.265 3.313
PP 3.264 3.296
S1 3.264 3.280

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

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