NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 15-Dec-2011
Day Change Summary
Previous Current
14-Dec-2011 15-Dec-2011 Change Change % Previous Week
Open 3.530 3.439 -0.091 -2.6% 3.794
High 3.530 3.479 -0.051 -1.4% 3.794
Low 3.437 3.430 -0.007 -0.2% 3.563
Close 3.449 3.436 -0.013 -0.4% 3.573
Range 0.093 0.049 -0.044 -47.3% 0.231
ATR 0.088 0.085 -0.003 -3.2% 0.000
Volume 1,021 2,291 1,270 124.4% 19,352
Daily Pivots for day following 15-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.595 3.565 3.463
R3 3.546 3.516 3.449
R2 3.497 3.497 3.445
R1 3.467 3.467 3.440 3.458
PP 3.448 3.448 3.448 3.444
S1 3.418 3.418 3.432 3.409
S2 3.399 3.399 3.427
S3 3.350 3.369 3.423
S4 3.301 3.320 3.409
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 3.674 3.430 0.244 7.1% 0.072 2.1% 2% False True 3,551
10 3.858 3.430 0.428 12.5% 0.069 2.0% 1% False True 3,176
20 3.927 3.430 0.497 14.5% 0.081 2.3% 1% False True 2,654
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.687
2.618 3.607
1.618 3.558
1.000 3.528
0.618 3.509
HIGH 3.479
0.618 3.460
0.500 3.455
0.382 3.449
LOW 3.430
0.618 3.400
1.000 3.381
1.618 3.351
2.618 3.302
4.250 3.222
Fisher Pivots for day following 15-Dec-2011
Pivot 1 day 3 day
R1 3.455 3.495
PP 3.448 3.475
S1 3.442 3.456

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

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