NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 08-Dec-2011

Day Change Summary
	Previous	Current
	07-Dec-2011	08-Dec-2011	Change	Change %	Previous Week
Open	3.729	3.701	-0.028	-0.8%	3.899
High	3.729	3.755	0.026	0.7%	3.927
Low	3.670	3.676	0.006	0.2%	3.760
Close	3.683	3.691	0.008	0.2%	3.826
Range	0.059	0.079	0.020	33.9%	0.167
ATR	0.085	0.085	0.000	-0.5%	0.000
Volume	4,563	1,819	-2,744	-60.1%	9,585

Daily Pivots for day following 08-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	3.944	3.897	3.734
R3	3.865	3.818	3.713
R2	3.786	3.786	3.705
R1	3.739	3.739	3.698	3.723
PP	3.707	3.707	3.707	3.700
S1	3.660	3.660	3.684	3.644
S2	3.628	3.628	3.677
S3	3.549	3.581	3.669
S4	3.470	3.502	3.648

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	3.858	3.670	0.188	5.1%	0.066	1.8%	11%	False	False	2,801
10	3.927	3.670	0.257	7.0%	0.079	2.1%	8%	False	False	2,161

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	0.011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.091
2.618	3.962
1.618	3.883
1.000	3.834
0.618	3.804
HIGH	3.755
0.618	3.725
0.500	3.716
0.382	3.706
LOW	3.676
0.618	3.627
1.000	3.597
1.618	3.548
2.618	3.469
4.250	3.340

Fisher Pivots for day following 08-Dec-2011
Pivot	1 day	3 day
R1	3.716	3.713
PP	3.707	3.705
S1	3.699	3.698

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