NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 29-Dec-2011
Day Change Summary
Previous Current
28-Dec-2011 29-Dec-2011 Change Change % Previous Week
Open 3.430 3.378 -0.052 -1.5% 3.401
High 3.449 3.393 -0.056 -1.6% 3.522
Low 3.391 3.299 -0.092 -2.7% 3.366
Close 3.397 3.311 -0.086 -2.5% 3.439
Range 0.058 0.094 0.036 62.1% 0.156
ATR 0.077 0.079 0.001 1.9% 0.000
Volume 1,111 2,968 1,857 167.1% 10,927
Daily Pivots for day following 29-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.616 3.558 3.363
R3 3.522 3.464 3.337
R2 3.428 3.428 3.328
R1 3.370 3.370 3.320 3.352
PP 3.334 3.334 3.334 3.326
S1 3.276 3.276 3.302 3.258
S2 3.240 3.240 3.294
S3 3.146 3.182 3.285
S4 3.052 3.088 3.259
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 3.299 0.223 6.7% 0.070 2.1% 5% False True 2,254
10 3.522 3.299 0.223 6.7% 0.066 2.0% 5% False True 2,048
20 3.893 3.299 0.594 17.9% 0.071 2.1% 2% False True 2,594
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.793
2.618 3.639
1.618 3.545
1.000 3.487
0.618 3.451
HIGH 3.393
0.618 3.357
0.500 3.346
0.382 3.335
LOW 3.299
0.618 3.241
1.000 3.205
1.618 3.147
2.618 3.053
4.250 2.900
Fisher Pivots for day following 29-Dec-2011
Pivot 1 day 3 day
R1 3.346 3.395
PP 3.334 3.367
S1 3.323 3.339

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

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