NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 14-Dec-2011
Day Change Summary
Previous Current
13-Dec-2011 14-Dec-2011 Change Change % Previous Week
Open 3.453 3.466 0.013 0.4% 3.734
High 3.485 3.466 -0.019 -0.5% 3.734
Low 3.425 3.359 -0.066 -1.9% 3.490
Close 3.478 3.370 -0.108 -3.1% 3.497
Range 0.060 0.107 0.047 78.3% 0.244
ATR 0.091 0.093 0.002 2.2% 0.000
Volume 5,672 4,015 -1,657 -29.2% 26,125
Daily Pivots for day following 14-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.719 3.652 3.429
R3 3.612 3.545 3.399
R2 3.505 3.505 3.390
R1 3.438 3.438 3.380 3.418
PP 3.398 3.398 3.398 3.389
S1 3.331 3.331 3.360 3.311
S2 3.291 3.291 3.350
S3 3.184 3.224 3.341
S4 3.077 3.117 3.311
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 4.306 4.145 3.631
R3 4.062 3.901 3.564
R2 3.818 3.818 3.542
R1 3.657 3.657 3.519 3.616
PP 3.574 3.574 3.574 3.553
S1 3.413 3.413 3.475 3.372
S2 3.330 3.330 3.452
S3 3.086 3.169 3.430
S4 2.842 2.925 3.363
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.686 3.359 0.327 9.7% 0.086 2.5% 3% False True 5,784
10 3.812 3.359 0.453 13.4% 0.088 2.6% 2% False True 5,499
20 3.851 3.359 0.492 14.6% 0.092 2.7% 2% False True 4,765
40 4.118 3.359 0.759 22.5% 0.086 2.6% 1% False True 3,667
60 4.344 3.359 0.985 29.2% 0.084 2.5% 1% False True 2,996
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 0.009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.921
2.618 3.746
1.618 3.639
1.000 3.573
0.618 3.532
HIGH 3.466
0.618 3.425
0.500 3.413
0.382 3.400
LOW 3.359
0.618 3.293
1.000 3.252
1.618 3.186
2.618 3.079
4.250 2.904
Fisher Pivots for day following 14-Dec-2011
Pivot 1 day 3 day
R1 3.413 3.422
PP 3.398 3.405
S1 3.384 3.387

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

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