NYMEX Natural Gas Future September 2012


Trading Metrics calculated at close of trading on 22-Dec-2011
Day Change Summary
Previous Current
21-Dec-2011 22-Dec-2011 Change Change % Previous Week
Open 3.450 3.523 0.073 2.1% 3.510
High 3.519 3.523 0.004 0.1% 3.568
Low 3.423 3.429 0.006 0.2% 3.414
Close 3.482 3.488 0.006 0.2% 3.437
Range 0.096 0.094 -0.002 -2.1% 0.154
ATR
Volume 1,645 4,446 2,801 170.3% 20,627
Daily Pivots for day following 22-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.762 3.719 3.540
R3 3.668 3.625 3.514
R2 3.574 3.574 3.505
R1 3.531 3.531 3.497 3.506
PP 3.480 3.480 3.480 3.467
S1 3.437 3.437 3.479 3.412
S2 3.386 3.386 3.471
S3 3.292 3.343 3.462
S4 3.198 3.249 3.436
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.935 3.840 3.522
R3 3.781 3.686 3.479
R2 3.627 3.627 3.465
R1 3.532 3.532 3.451 3.503
PP 3.473 3.473 3.473 3.458
S1 3.378 3.378 3.423 3.349
S2 3.319 3.319 3.409
S3 3.165 3.224 3.395
S4 3.011 3.070 3.352
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.523 3.366 0.157 4.5% 0.073 2.1% 78% True False 3,549
10 3.676 3.366 0.310 8.9% 0.072 2.1% 39% False False 3,595
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.923
2.618 3.769
1.618 3.675
1.000 3.617
0.618 3.581
HIGH 3.523
0.618 3.487
0.500 3.476
0.382 3.465
LOW 3.429
0.618 3.371
1.000 3.335
1.618 3.277
2.618 3.183
4.250 3.030
Fisher Pivots for day following 22-Dec-2011
Pivot 1 day 3 day
R1 3.484 3.480
PP 3.480 3.472
S1 3.476 3.465

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

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