NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 06-Jan-2012
Day Change Summary
Previous Current
05-Jan-2012 06-Jan-2012 Change Change % Previous Week
Open 3.345 3.285 -0.060 -1.8% 3.260
High 3.345 3.343 -0.002 -0.1% 3.390
Low 3.243 3.285 0.042 1.3% 3.221
Close 3.279 3.343 0.064 2.0% 3.343
Range 0.102 0.058 -0.044 -43.1% 0.169
ATR 0.086 0.084 -0.002 -1.8% 0.000
Volume 3,854 4,082 228 5.9% 13,551
Daily Pivots for day following 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.498 3.478 3.375
R3 3.440 3.420 3.359
R2 3.382 3.382 3.354
R1 3.362 3.362 3.348 3.372
PP 3.324 3.324 3.324 3.329
S1 3.304 3.304 3.338 3.314
S2 3.266 3.266 3.332
S3 3.208 3.246 3.327
S4 3.150 3.188 3.311
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.825 3.753 3.436
R3 3.656 3.584 3.389
R2 3.487 3.487 3.374
R1 3.415 3.415 3.358 3.451
PP 3.318 3.318 3.318 3.336
S1 3.246 3.246 3.328 3.282
S2 3.149 3.149 3.312
S3 2.980 3.077 3.297
S4 2.811 2.908 3.250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.390 3.221 0.169 5.1% 0.088 2.6% 72% False False 3,257
10 3.522 3.221 0.301 9.0% 0.079 2.4% 41% False False 2,755
20 3.755 3.221 0.534 16.0% 0.074 2.2% 23% False False 2,702
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.590
2.618 3.495
1.618 3.437
1.000 3.401
0.618 3.379
HIGH 3.343
0.618 3.321
0.500 3.314
0.382 3.307
LOW 3.285
0.618 3.249
1.000 3.227
1.618 3.191
2.618 3.133
4.250 3.039
Fisher Pivots for day following 06-Jan-2012
Pivot 1 day 3 day
R1 3.333 3.334
PP 3.324 3.325
S1 3.314 3.317

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

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