NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 02-Dec-2011
Day Change Summary
Previous Current
01-Dec-2011 02-Dec-2011 Change Change % Previous Week
Open 3.780 3.809 0.029 0.8% 3.872
High 3.868 3.830 -0.038 -1.0% 3.901
Low 3.753 3.789 0.036 1.0% 3.732
Close 3.839 3.796 -0.043 -1.1% 3.796
Range 0.115 0.041 -0.074 -64.3% 0.169
ATR 0.092 0.089 -0.003 -3.2% 0.000
Volume 2,797 5,663 2,866 102.5% 15,787
Daily Pivots for day following 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.928 3.903 3.819
R3 3.887 3.862 3.807
R2 3.846 3.846 3.804
R1 3.821 3.821 3.800 3.813
PP 3.805 3.805 3.805 3.801
S1 3.780 3.780 3.792 3.772
S2 3.764 3.764 3.788
S3 3.723 3.739 3.785
S4 3.682 3.698 3.773
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 4.317 4.225 3.889
R3 4.148 4.056 3.842
R2 3.979 3.979 3.827
R1 3.887 3.887 3.811 3.849
PP 3.810 3.810 3.810 3.790
S1 3.718 3.718 3.781 3.680
S2 3.641 3.641 3.765
S3 3.472 3.549 3.750
S4 3.303 3.380 3.703
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 4.5% 0.096 2.5% 38% False False 3,157
10 3.901 3.649 0.252 6.6% 0.088 2.3% 58% False False 2,933
20 4.042 3.637 0.405 10.7% 0.083 2.2% 39% False False 2,741
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.004
2.618 3.937
1.618 3.896
1.000 3.871
0.618 3.855
HIGH 3.830
0.618 3.814
0.500 3.810
0.382 3.805
LOW 3.789
0.618 3.764
1.000 3.748
1.618 3.723
2.618 3.682
4.250 3.615
Fisher Pivots for day following 02-Dec-2011
Pivot 1 day 3 day
R1 3.810 3.804
PP 3.805 3.801
S1 3.801 3.799

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

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