NYMEX Natural Gas Future December 2012


Trading Metrics calculated at close of trading on 17-Aug-2012
Day Change Summary
Previous Current
16-Aug-2012 17-Aug-2012 Change Change % Previous Week
Open 3.282 3.215 -0.067 -2.0% 3.298
High 3.357 3.263 -0.094 -2.8% 3.357
Low 3.221 3.200 -0.021 -0.7% 3.200
Close 3.237 3.235 -0.002 -0.1% 3.235
Range 0.136 0.063 -0.073 -53.7% 0.157
ATR 0.110 0.107 -0.003 -3.1% 0.000
Volume 16,519 26,446 9,927 60.1% 104,470
Daily Pivots for day following 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.422 3.391 3.270
R3 3.359 3.328 3.252
R2 3.296 3.296 3.247
R1 3.265 3.265 3.241 3.281
PP 3.233 3.233 3.233 3.240
S1 3.202 3.202 3.229 3.218
S2 3.170 3.170 3.223
S3 3.107 3.139 3.218
S4 3.044 3.076 3.200
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.735 3.642 3.321
R3 3.578 3.485 3.278
R2 3.421 3.421 3.264
R1 3.328 3.328 3.249 3.296
PP 3.264 3.264 3.264 3.248
S1 3.171 3.171 3.221 3.139
S2 3.107 3.107 3.206
S3 2.950 3.014 3.192
S4 2.793 2.857 3.149
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.357 3.200 0.157 4.9% 0.086 2.7% 22% False True 20,894
10 3.544 3.200 0.344 10.6% 0.105 3.2% 10% False True 24,230
20 3.631 3.200 0.431 13.3% 0.107 3.3% 8% False True 22,989
40 3.631 3.198 0.433 13.4% 0.109 3.4% 9% False False 19,495
60 3.631 2.962 0.669 20.7% 0.106 3.3% 41% False False 17,365
80 3.631 2.962 0.669 20.7% 0.102 3.2% 41% False False 15,715
100 3.631 2.909 0.722 22.3% 0.093 2.9% 45% False False 14,259
Crabel Price Patterns
NR True
NR4 True
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 0.026
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.531
2.618 3.428
1.618 3.365
1.000 3.326
0.618 3.302
HIGH 3.263
0.618 3.239
0.500 3.232
0.382 3.224
LOW 3.200
0.618 3.161
1.000 3.137
1.618 3.098
2.618 3.035
4.250 2.932
Fisher Pivots for day following 17-Aug-2012
Pivot 1 day 3 day
R1 3.234 3.279
PP 3.233 3.264
S1 3.232 3.250

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

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