NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 27-Dec-2011
Day Change Summary
Previous Current
23-Dec-2011 27-Dec-2011 Change Change % Previous Week
Open 3.448 3.452 0.004 0.1% 3.401
High 3.472 3.491 0.019 0.5% 3.522
Low 3.435 3.419 -0.016 -0.5% 3.366
Close 3.439 3.434 -0.005 -0.1% 3.439
Range 0.037 0.072 0.035 94.6% 0.156
ATR 0.079 0.079 -0.001 -0.7% 0.000
Volume 2,117 1,329 -788 -37.2% 10,927
Daily Pivots for day following 27-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.664 3.621 3.474
R3 3.592 3.549 3.454
R2 3.520 3.520 3.447
R1 3.477 3.477 3.441 3.463
PP 3.448 3.448 3.448 3.441
S1 3.405 3.405 3.427 3.391
S2 3.376 3.376 3.421
S3 3.304 3.333 3.414
S4 3.232 3.261 3.394
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.910 3.831 3.525
R3 3.754 3.675 3.482
R2 3.598 3.598 3.468
R1 3.519 3.519 3.453 3.559
PP 3.442 3.442 3.442 3.462
S1 3.363 3.363 3.425 3.403
S2 3.286 3.286 3.410
S3 3.130 3.207 3.396
S4 2.974 3.051 3.353
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.522 3.403 0.119 3.5% 0.069 2.0% 26% False False 2,231
10 3.560 3.366 0.194 5.6% 0.066 1.9% 35% False False 2,014
20 3.893 3.366 0.527 15.3% 0.070 2.0% 13% False False 2,568
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.797
2.618 3.679
1.618 3.607
1.000 3.563
0.618 3.535
HIGH 3.491
0.618 3.463
0.500 3.455
0.382 3.447
LOW 3.419
0.618 3.375
1.000 3.347
1.618 3.303
2.618 3.231
4.250 3.113
Fisher Pivots for day following 27-Dec-2011
Pivot 1 day 3 day
R1 3.455 3.471
PP 3.448 3.458
S1 3.441 3.446

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.