NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 05-Jan-2012
Day Change Summary
Previous Current
04-Jan-2012 05-Jan-2012 Change Change % Previous Week
Open 3.290 3.345 0.055 1.7% 3.452
High 3.390 3.345 -0.045 -1.3% 3.491
Low 3.290 3.243 -0.047 -1.4% 3.248
Close 3.376 3.279 -0.097 -2.9% 3.276
Range 0.100 0.102 0.002 2.0% 0.243
ATR 0.082 0.086 0.004 4.4% 0.000
Volume 2,708 3,854 1,146 42.3% 8,145
Daily Pivots for day following 05-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.595 3.539 3.335
R3 3.493 3.437 3.307
R2 3.391 3.391 3.298
R1 3.335 3.335 3.288 3.312
PP 3.289 3.289 3.289 3.278
S1 3.233 3.233 3.270 3.210
S2 3.187 3.187 3.260
S3 3.085 3.131 3.251
S4 2.983 3.029 3.223
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 4.067 3.915 3.410
R3 3.824 3.672 3.343
R2 3.581 3.581 3.321
R1 3.429 3.429 3.298 3.384
PP 3.338 3.338 3.338 3.316
S1 3.186 3.186 3.254 3.141
S2 3.095 3.095 3.231
S3 2.852 2.943 3.209
S4 2.609 2.700 3.142
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.393 3.221 0.172 5.2% 0.095 2.9% 34% False False 3,034
10 3.522 3.221 0.301 9.2% 0.083 2.5% 19% False False 2,602
20 3.755 3.221 0.534 16.3% 0.075 2.3% 11% False False 2,726
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 0.018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.779
2.618 3.612
1.618 3.510
1.000 3.447
0.618 3.408
HIGH 3.345
0.618 3.306
0.500 3.294
0.382 3.282
LOW 3.243
0.618 3.180
1.000 3.141
1.618 3.078
2.618 2.976
4.250 2.810
Fisher Pivots for day following 05-Jan-2012
Pivot 1 day 3 day
R1 3.294 3.306
PP 3.289 3.297
S1 3.284 3.288

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

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