NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 21-Dec-2011
Day Change Summary
Previous Current
20-Dec-2011 21-Dec-2011 Change Change % Previous Week
Open 3.426 3.426 0.000 0.0% 3.510
High 3.457 3.516 0.059 1.7% 3.560
Low 3.403 3.422 0.019 0.6% 3.410
Close 3.446 3.480 0.034 1.0% 3.434
Range 0.054 0.094 0.040 74.1% 0.150
ATR 0.080 0.081 0.001 1.3% 0.000
Volume 1,415 2,552 1,137 80.4% 10,614
Daily Pivots for day following 21-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.755 3.711 3.532
R3 3.661 3.617 3.506
R2 3.567 3.567 3.497
R1 3.523 3.523 3.489 3.545
PP 3.473 3.473 3.473 3.484
S1 3.429 3.429 3.471 3.451
S2 3.379 3.379 3.463
S3 3.285 3.335 3.454
S4 3.191 3.241 3.428
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 3.516 3.366 0.150 4.3% 0.062 1.8% 76% True False 1,842
10 3.755 3.366 0.389 11.2% 0.070 2.0% 29% False False 2,650
20 3.927 3.366 0.561 16.1% 0.076 2.2% 20% False False 2,393
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 3.916
2.618 3.762
1.618 3.668
1.000 3.610
0.618 3.574
HIGH 3.516
0.618 3.480
0.500 3.469
0.382 3.458
LOW 3.422
0.618 3.364
1.000 3.328
1.618 3.270
2.618 3.176
4.250 3.023
Fisher Pivots for day following 21-Dec-2011
Pivot 1 day 3 day
R1 3.476 3.467
PP 3.473 3.454
S1 3.469 3.441

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

View Archives - Comment on this page... - Back to Index of Symbols