NYMEX Natural Gas Future April 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 3.223 3.110 -0.113 -3.5% 3.223
High 3.231 3.126 -0.105 -3.2% 3.306
Low 3.102 3.050 -0.052 -1.7% 3.050
Close 3.120 3.079 -0.041 -1.3% 3.079
Range 0.129 0.076 -0.053 -41.1% 0.256
ATR 0.093 0.092 -0.001 -1.3% 0.000
Volume 14,911 26,569 11,658 78.2% 60,572
Daily Pivots for day following 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.313 3.272 3.121
R3 3.237 3.196 3.100
R2 3.161 3.161 3.093
R1 3.120 3.120 3.086 3.103
PP 3.085 3.085 3.085 3.076
S1 3.044 3.044 3.072 3.027
S2 3.009 3.009 3.065
S3 2.933 2.968 3.058
S4 2.857 2.892 3.037
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.913 3.752 3.220
R3 3.657 3.496 3.149
R2 3.401 3.401 3.126
R1 3.240 3.240 3.102 3.193
PP 3.145 3.145 3.145 3.121
S1 2.984 2.984 3.056 2.937
S2 2.889 2.889 3.032
S3 2.633 2.728 3.009
S4 2.377 2.472 2.938
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.306 3.050 0.256 8.3% 0.083 2.7% 11% False True 18,455
10 3.340 3.050 0.290 9.4% 0.081 2.6% 10% False True 23,010
20 3.712 3.050 0.662 21.5% 0.085 2.8% 4% False True 29,255
40 3.947 3.050 0.897 29.1% 0.094 3.1% 3% False True 25,314
60 4.092 3.050 1.042 33.8% 0.095 3.1% 3% False True 23,529
80 4.414 3.050 1.364 44.3% 0.091 3.0% 2% False True 21,005
100 4.508 3.050 1.458 47.4% 0.092 3.0% 2% False True 18,820
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 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.449
2.618 3.325
1.618 3.249
1.000 3.202
0.618 3.173
HIGH 3.126
0.618 3.097
0.500 3.088
0.382 3.079
LOW 3.050
0.618 3.003
1.000 2.974
1.618 2.927
2.618 2.851
4.250 2.727
Fisher Pivots for day following 30-Dec-2011
Pivot 1 day 3 day
R1 3.088 3.158
PP 3.085 3.131
S1 3.082 3.105

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

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