NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 19-Dec-2011
Day Change Summary
Previous Current
16-Dec-2011 19-Dec-2011 Change Change % Previous Week
Open 3.410 3.401 -0.009 -0.3% 3.510
High 3.461 3.429 -0.032 -0.9% 3.560
Low 3.410 3.366 -0.044 -1.3% 3.410
Close 3.434 3.407 -0.027 -0.8% 3.434
Range 0.051 0.063 0.012 23.5% 0.150
ATR 0.083 0.082 -0.001 -1.3% 0.000
Volume 1,857 1,098 -759 -40.9% 10,614
Daily Pivots for day following 19-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.590 3.561 3.442
R3 3.527 3.498 3.424
R2 3.464 3.464 3.419
R1 3.435 3.435 3.413 3.450
PP 3.401 3.401 3.401 3.408
S1 3.372 3.372 3.401 3.387
S2 3.338 3.338 3.395
S3 3.275 3.309 3.390
S4 3.212 3.246 3.372
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 3.366 0.194 5.7% 0.063 1.8% 21% False True 1,796
10 3.755 3.366 0.389 11.4% 0.067 2.0% 11% False True 2,955
20 3.927 3.366 0.561 16.5% 0.078 2.3% 7% False True 2,460
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 0.012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.697
2.618 3.594
1.618 3.531
1.000 3.492
0.618 3.468
HIGH 3.429
0.618 3.405
0.500 3.398
0.382 3.390
LOW 3.366
0.618 3.327
1.000 3.303
1.618 3.264
2.618 3.201
4.250 3.098
Fisher Pivots for day following 19-Dec-2011
Pivot 1 day 3 day
R1 3.404 3.423
PP 3.401 3.417
S1 3.398 3.412

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

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