NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 16-Dec-2011
Day Change Summary
Previous Current
15-Dec-2011 16-Dec-2011 Change Change % Previous Week
Open 3.439 3.410 -0.029 -0.8% 3.510
High 3.479 3.461 -0.018 -0.5% 3.560
Low 3.430 3.410 -0.020 -0.6% 3.410
Close 3.436 3.434 -0.002 -0.1% 3.434
Range 0.049 0.051 0.002 4.1% 0.150
ATR 0.085 0.083 -0.002 -2.9% 0.000
Volume 2,291 1,857 -434 -18.9% 10,614
Daily Pivots for day following 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.588 3.562 3.462
R3 3.537 3.511 3.448
R2 3.486 3.486 3.443
R1 3.460 3.460 3.439 3.473
PP 3.435 3.435 3.435 3.442
S1 3.409 3.409 3.429 3.422
S2 3.384 3.384 3.425
S3 3.333 3.358 3.420
S4 3.282 3.307 3.406
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.918 3.826 3.517
R3 3.768 3.676 3.475
R2 3.618 3.618 3.462
R1 3.526 3.526 3.448 3.497
PP 3.468 3.468 3.468 3.454
S1 3.376 3.376 3.420 3.347
S2 3.318 3.318 3.407
S3 3.168 3.226 3.393
S4 3.018 3.076 3.352
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.560 3.410 0.150 4.4% 0.060 1.7% 16% False True 2,122
10 3.794 3.410 0.384 11.2% 0.069 2.0% 6% False True 2,996
20 3.927 3.410 0.517 15.1% 0.078 2.3% 5% False True 2,541
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 0.009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.678
2.618 3.595
1.618 3.544
1.000 3.512
0.618 3.493
HIGH 3.461
0.618 3.442
0.500 3.436
0.382 3.429
LOW 3.410
0.618 3.378
1.000 3.359
1.618 3.327
2.618 3.276
4.250 3.193
Fisher Pivots for day following 16-Dec-2011
Pivot 1 day 3 day
R1 3.436 3.470
PP 3.435 3.458
S1 3.435 3.446

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

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