NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 07-Dec-2011
Day Change Summary
Previous Current
06-Dec-2011 07-Dec-2011 Change Change % Previous Week
Open 3.700 3.729 0.029 0.8% 3.899
High 3.749 3.729 -0.020 -0.5% 3.927
Low 3.693 3.670 -0.023 -0.6% 3.760
Close 3.742 3.683 -0.059 -1.6% 3.826
Range 0.056 0.059 0.003 5.4% 0.167
ATR 0.086 0.085 -0.001 -1.2% 0.000
Volume 2,460 4,563 2,103 85.5% 9,585
Daily Pivots for day following 07-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.871 3.836 3.715
R3 3.812 3.777 3.699
R2 3.753 3.753 3.694
R1 3.718 3.718 3.688 3.706
PP 3.694 3.694 3.694 3.688
S1 3.659 3.659 3.678 3.647
S2 3.635 3.635 3.672
S3 3.576 3.600 3.667
S4 3.517 3.541 3.651
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 3.893 3.670 0.223 6.1% 0.072 2.0% 6% False True 2,822
10 3.927 3.670 0.257 7.0% 0.083 2.2% 5% False True 2,136
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 0.010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.980
2.618 3.883
1.618 3.824
1.000 3.788
0.618 3.765
HIGH 3.729
0.618 3.706
0.500 3.700
0.382 3.693
LOW 3.670
0.618 3.634
1.000 3.611
1.618 3.575
2.618 3.516
4.250 3.419
Fisher Pivots for day following 07-Dec-2011
Pivot 1 day 3 day
R1 3.700 3.732
PP 3.694 3.716
S1 3.689 3.699

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

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