NYMEX Natural Gas Future September 2012


Trading Metrics calculated at close of trading on 30-Dec-2011
Day Change Summary
Previous Current
29-Dec-2011 30-Dec-2011 Change Change % Previous Week
Open 3.402 3.300 -0.102 -3.0% 3.468
High 3.410 3.319 -0.091 -2.7% 3.495
Low 3.303 3.249 -0.054 -1.6% 3.249
Close 3.317 3.283 -0.034 -1.0% 3.283
Range 0.107 0.070 -0.037 -34.6% 0.246
ATR 0.078 0.077 -0.001 -0.7% 0.000
Volume 2,521 2,530 9 0.4% 6,877
Daily Pivots for day following 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.494 3.458 3.322
R3 3.424 3.388 3.302
R2 3.354 3.354 3.296
R1 3.318 3.318 3.289 3.301
PP 3.284 3.284 3.284 3.275
S1 3.248 3.248 3.277 3.231
S2 3.214 3.214 3.270
S3 3.144 3.178 3.264
S4 3.074 3.108 3.245
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 4.080 3.928 3.418
R3 3.834 3.682 3.351
R2 3.588 3.588 3.328
R1 3.436 3.436 3.306 3.389
PP 3.342 3.342 3.342 3.319
S1 3.190 3.190 3.260 3.143
S2 3.096 3.096 3.238
S3 2.850 2.944 3.215
S4 2.604 2.698 3.148
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.495 3.249 0.246 7.5% 0.069 2.1% 14% False True 1,731
10 3.523 3.249 0.274 8.3% 0.071 2.2% 12% False True 2,640
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 0.015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.617
2.618 3.502
1.618 3.432
1.000 3.389
0.618 3.362
HIGH 3.319
0.618 3.292
0.500 3.284
0.382 3.276
LOW 3.249
0.618 3.206
1.000 3.179
1.618 3.136
2.618 3.066
4.250 2.952
Fisher Pivots for day following 30-Dec-2011
Pivot 1 day 3 day
R1 3.284 3.351
PP 3.284 3.328
S1 3.283 3.306

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

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