NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 01-Dec-2011
Day Change Summary
Previous Current
30-Nov-2011 01-Dec-2011 Change Change % Previous Week
Open 3.814 3.780 -0.034 -0.9% 3.664
High 3.814 3.868 0.054 1.4% 3.859
Low 3.739 3.753 0.014 0.4% 3.658
Close 3.755 3.839 0.084 2.2% 3.859
Range 0.075 0.115 0.040 53.3% 0.201
ATR 0.090 0.092 0.002 2.0% 0.000
Volume 4,250 2,797 -1,453 -34.2% 10,522
Daily Pivots for day following 01-Dec-2011
Classic Woodie Camarilla DeMark
R4 4.165 4.117 3.902
R3 4.050 4.002 3.871
R2 3.935 3.935 3.860
R1 3.887 3.887 3.850 3.911
PP 3.820 3.820 3.820 3.832
S1 3.772 3.772 3.828 3.796
S2 3.705 3.705 3.818
S3 3.590 3.657 3.807
S4 3.475 3.542 3.776
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.395 4.328 3.970
R3 4.194 4.127 3.914
R2 3.993 3.993 3.896
R1 3.926 3.926 3.877 3.960
PP 3.792 3.792 3.792 3.809
S1 3.725 3.725 3.841 3.759
S2 3.591 3.591 3.822
S3 3.390 3.524 3.804
S4 3.189 3.323 3.748
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.901 3.732 0.169 4.4% 0.095 2.5% 63% False False 2,450
10 3.901 3.649 0.252 6.6% 0.094 2.5% 75% False False 2,655
20 4.060 3.637 0.423 11.0% 0.085 2.2% 48% False False 2,539
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 0.020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.357
2.618 4.169
1.618 4.054
1.000 3.983
0.618 3.939
HIGH 3.868
0.618 3.824
0.500 3.811
0.382 3.797
LOW 3.753
0.618 3.682
1.000 3.638
1.618 3.567
2.618 3.452
4.250 3.264
Fisher Pivots for day following 01-Dec-2011
Pivot 1 day 3 day
R1 3.830 3.827
PP 3.820 3.814
S1 3.811 3.802

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

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