NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 09-Dec-2011
Day Change Summary
Previous Current
08-Dec-2011 09-Dec-2011 Change Change % Previous Week
Open 3.701 3.674 -0.027 -0.7% 3.794
High 3.755 3.674 -0.081 -2.2% 3.794
Low 3.676 3.563 -0.113 -3.1% 3.563
Close 3.691 3.573 -0.118 -3.2% 3.573
Range 0.079 0.111 0.032 40.5% 0.231
ATR 0.085 0.088 0.003 3.7% 0.000
Volume 1,819 9,002 7,183 394.9% 19,352
Daily Pivots for day following 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.936 3.866 3.634
R3 3.825 3.755 3.604
R2 3.714 3.714 3.593
R1 3.644 3.644 3.583 3.624
PP 3.603 3.603 3.603 3.593
S1 3.533 3.533 3.563 3.513
S2 3.492 3.492 3.553
S3 3.381 3.422 3.542
S4 3.270 3.311 3.512
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 4.336 4.186 3.700
R3 4.105 3.955 3.637
R2 3.874 3.874 3.615
R1 3.724 3.724 3.594 3.684
PP 3.643 3.643 3.643 3.623
S1 3.493 3.493 3.552 3.453
S2 3.412 3.412 3.531
S3 3.181 3.262 3.509
S4 2.950 3.031 3.446
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.794 3.563 0.231 6.5% 0.078 2.2% 4% False True 3,870
10 3.927 3.563 0.364 10.2% 0.085 2.4% 3% False True 2,893
20 3.927 3.563 0.364 10.2% 0.080 2.2% 3% False True 2,749
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 4.146
2.618 3.965
1.618 3.854
1.000 3.785
0.618 3.743
HIGH 3.674
0.618 3.632
0.500 3.619
0.382 3.605
LOW 3.563
0.618 3.494
1.000 3.452
1.618 3.383
2.618 3.272
4.250 3.091
Fisher Pivots for day following 09-Dec-2011
Pivot 1 day 3 day
R1 3.619 3.659
PP 3.603 3.630
S1 3.588 3.602

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

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