NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 12-Dec-2011
Day Change Summary
Previous Current
09-Dec-2011 12-Dec-2011 Change Change % Previous Week
Open 3.561 3.410 -0.151 -4.2% 3.681
High 3.561 3.410 -0.151 -4.2% 3.681
Low 3.446 3.360 -0.086 -2.5% 3.446
Close 3.455 3.399 -0.056 -1.6% 3.455
Range 0.115 0.050 -0.065 -56.5% 0.235
ATR 0.097 0.097 0.000 -0.2% 0.000
Volume 20,986 14,577 -6,409 -30.5% 59,126
Daily Pivots for day following 12-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.540 3.519 3.427
R3 3.490 3.469 3.413
R2 3.440 3.440 3.408
R1 3.419 3.419 3.404 3.405
PP 3.390 3.390 3.390 3.382
S1 3.369 3.369 3.394 3.355
S2 3.340 3.340 3.390
S3 3.290 3.319 3.385
S4 3.240 3.269 3.372
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 4.232 4.079 3.584
R3 3.997 3.844 3.520
R2 3.762 3.762 3.498
R1 3.609 3.609 3.477 3.568
PP 3.527 3.527 3.527 3.507
S1 3.374 3.374 3.433 3.333
S2 3.292 3.292 3.412
S3 3.057 3.139 3.390
S4 2.822 2.904 3.326
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.655 3.360 0.295 8.7% 0.086 2.5% 13% False True 13,387
10 3.777 3.360 0.417 12.3% 0.087 2.6% 9% False True 11,146
20 3.804 3.360 0.444 13.1% 0.092 2.7% 9% False True 8,936
40 4.121 3.360 0.761 22.4% 0.092 2.7% 5% False True 7,264
60 4.342 3.360 0.982 28.9% 0.086 2.5% 4% False True 5,879
80 4.525 3.360 1.165 34.3% 0.089 2.6% 3% False True 4,794
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.013
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.623
2.618 3.541
1.618 3.491
1.000 3.460
0.618 3.441
HIGH 3.410
0.618 3.391
0.500 3.385
0.382 3.379
LOW 3.360
0.618 3.329
1.000 3.310
1.618 3.279
2.618 3.229
4.250 3.148
Fisher Pivots for day following 12-Dec-2011
Pivot 1 day 3 day
R1 3.394 3.508
PP 3.390 3.471
S1 3.385 3.435

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

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