NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 20-Dec-2011
Day Change Summary
Previous Current
19-Dec-2011 20-Dec-2011 Change Change % Previous Week
Open 3.401 3.426 0.025 0.7% 3.510
High 3.429 3.457 0.028 0.8% 3.560
Low 3.366 3.403 0.037 1.1% 3.410
Close 3.407 3.446 0.039 1.1% 3.434
Range 0.063 0.054 -0.009 -14.3% 0.150
ATR 0.082 0.080 -0.002 -2.4% 0.000
Volume 1,098 1,415 317 28.9% 10,614
Daily Pivots for day following 20-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.597 3.576 3.476
R3 3.543 3.522 3.461
R2 3.489 3.489 3.456
R1 3.468 3.468 3.451 3.479
PP 3.435 3.435 3.435 3.441
S1 3.414 3.414 3.441 3.425
S2 3.381 3.381 3.436
S3 3.327 3.360 3.431
S4 3.273 3.306 3.416
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 3.530 3.366 0.164 4.8% 0.062 1.8% 49% False False 1,536
10 3.755 3.366 0.389 11.3% 0.066 1.9% 21% False False 2,851
20 3.927 3.366 0.561 16.3% 0.074 2.2% 14% False False 2,423
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 0.013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.687
2.618 3.598
1.618 3.544
1.000 3.511
0.618 3.490
HIGH 3.457
0.618 3.436
0.500 3.430
0.382 3.424
LOW 3.403
0.618 3.370
1.000 3.349
1.618 3.316
2.618 3.262
4.250 3.174
Fisher Pivots for day following 20-Dec-2011
Pivot 1 day 3 day
R1 3.441 3.435
PP 3.435 3.424
S1 3.430 3.414

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

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