NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 14-Dec-2011
Day Change Summary
Previous Current
13-Dec-2011 14-Dec-2011 Change Change % Previous Week
Open 3.530 3.530 0.000 0.0% 3.794
High 3.560 3.530 -0.030 -0.8% 3.794
Low 3.502 3.437 -0.065 -1.9% 3.563
Close 3.555 3.449 -0.106 -3.0% 3.573
Range 0.058 0.093 0.035 60.3% 0.231
ATR 0.086 0.088 0.002 2.7% 0.000
Volume 2,716 1,021 -1,695 -62.4% 19,352
Daily Pivots for day following 14-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.751 3.693 3.500
R3 3.658 3.600 3.475
R2 3.565 3.565 3.466
R1 3.507 3.507 3.458 3.490
PP 3.472 3.472 3.472 3.463
S1 3.414 3.414 3.440 3.397
S2 3.379 3.379 3.432
S3 3.286 3.321 3.423
S4 3.193 3.228 3.398
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 3.437 0.318 9.2% 0.078 2.2% 4% False True 3,457
10 3.893 3.437 0.456 13.2% 0.075 2.2% 3% False True 3,139
20 3.927 3.437 0.490 14.2% 0.082 2.4% 2% False True 2,815
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 3.925
2.618 3.773
1.618 3.680
1.000 3.623
0.618 3.587
HIGH 3.530
0.618 3.494
0.500 3.484
0.382 3.473
LOW 3.437
0.618 3.380
1.000 3.344
1.618 3.287
2.618 3.194
4.250 3.042
Fisher Pivots for day following 14-Dec-2011
Pivot 1 day 3 day
R1 3.484 3.499
PP 3.472 3.482
S1 3.461 3.466

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

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