NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 13-Dec-2011
Day Change Summary
Previous Current
12-Dec-2011 13-Dec-2011 Change Change % Previous Week
Open 3.510 3.530 0.020 0.6% 3.794
High 3.529 3.560 0.031 0.9% 3.794
Low 3.482 3.502 0.020 0.6% 3.563
Close 3.518 3.555 0.037 1.1% 3.573
Range 0.047 0.058 0.011 23.4% 0.231
ATR 0.088 0.086 -0.002 -2.4% 0.000
Volume 2,729 2,716 -13 -0.5% 19,352
Daily Pivots for day following 13-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.713 3.692 3.587
R3 3.655 3.634 3.571
R2 3.597 3.597 3.566
R1 3.576 3.576 3.560 3.587
PP 3.539 3.539 3.539 3.544
S1 3.518 3.518 3.550 3.529
S2 3.481 3.481 3.544
S3 3.423 3.460 3.539
S4 3.365 3.402 3.523
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 3.755 3.482 0.273 7.7% 0.071 2.0% 27% False False 4,165
10 3.893 3.482 0.411 11.6% 0.074 2.1% 18% False False 3,256
20 3.927 3.482 0.445 12.5% 0.080 2.3% 16% False False 2,899
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.807
2.618 3.712
1.618 3.654
1.000 3.618
0.618 3.596
HIGH 3.560
0.618 3.538
0.500 3.531
0.382 3.524
LOW 3.502
0.618 3.466
1.000 3.444
1.618 3.408
2.618 3.350
4.250 3.256
Fisher Pivots for day following 13-Dec-2011
Pivot 1 day 3 day
R1 3.547 3.578
PP 3.539 3.570
S1 3.531 3.563

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

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