NYMEX Natural Gas Future August 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	3.796	3.845	0.049	1.3%	3.899
High	3.893	3.858	-0.035	-0.9%	3.927
Low	3.781	3.810	0.029	0.8%	3.760
Close	3.869	3.826	-0.043	-1.1%	3.826
Range	0.112	0.048	-0.064	-57.1%	0.167
ATR	0.088	0.086	-0.002	-2.4%	0.000
Volume	1,925	3,655	1,730	89.9%	9,585

Daily Pivots for day following 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	3.975	3.949	3.852
R3	3.927	3.901	3.839
R2	3.879	3.879	3.835
R1	3.853	3.853	3.830	3.842
PP	3.831	3.831	3.831	3.826
S1	3.805	3.805	3.822	3.794
S2	3.783	3.783	3.817
S3	3.735	3.757	3.813
S4	3.687	3.709	3.800

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.339	4.249	3.918
R3	4.172	4.082	3.872
R2	4.005	4.005	3.857
R1	3.915	3.915	3.841	3.877
PP	3.838	3.838	3.838	3.818
S1	3.748	3.748	3.811	3.710
S2	3.671	3.671	3.795
S3	3.504	3.581	3.780
S4	3.337	3.414	3.734

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.927	3.760	0.167	4.4%	0.091	2.4%	40%	False	False	1,917
10	3.927	3.661	0.266	7.0%	0.087	2.3%	62%	False	False	2,085

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.009
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	4.062
2.618	3.984
1.618	3.936
1.000	3.906
0.618	3.888
HIGH	3.858
0.618	3.840
0.500	3.834
0.382	3.828
LOW	3.810
0.618	3.780
1.000	3.762
1.618	3.732
2.618	3.684
4.250	3.606

Fisher Pivots for day following 02-Dec-2011
Pivot	1 day	3 day
R1	3.834	3.831
PP	3.831	3.829
S1	3.829	3.828

Download as Excel Spreadsheet

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

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