NYMEX Natural Gas Future December 2012


Trading Metrics calculated at close of trading on 28-Aug-2012
Day Change Summary
Previous Current
27-Aug-2012 28-Aug-2012 Change Change % Previous Week
Open 3.246 3.147 -0.099 -3.0% 3.240
High 3.250 3.150 -0.100 -3.1% 3.359
Low 3.140 3.071 -0.069 -2.2% 3.192
Close 3.144 3.077 -0.067 -2.1% 3.214
Range 0.110 0.079 -0.031 -28.2% 0.167
ATR 0.109 0.107 -0.002 -2.0% 0.000
Volume 20,684 24,286 3,602 17.4% 117,482
Daily Pivots for day following 28-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.336 3.286 3.120
R3 3.257 3.207 3.099
R2 3.178 3.178 3.091
R1 3.128 3.128 3.084 3.114
PP 3.099 3.099 3.099 3.092
S1 3.049 3.049 3.070 3.035
S2 3.020 3.020 3.063
S3 2.941 2.970 3.055
S4 2.862 2.891 3.034
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.756 3.652 3.306
R3 3.589 3.485 3.260
R2 3.422 3.422 3.245
R1 3.318 3.318 3.229 3.287
PP 3.255 3.255 3.255 3.239
S1 3.151 3.151 3.199 3.120
S2 3.088 3.088 3.183
S3 2.921 2.984 3.168
S4 2.754 2.817 3.122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.359 3.071 0.288 9.4% 0.106 3.5% 2% False True 26,438
10 3.359 3.071 0.288 9.4% 0.104 3.4% 2% False True 22,358
20 3.594 3.071 0.523 17.0% 0.112 3.6% 1% False True 24,590
40 3.631 3.071 0.560 18.2% 0.108 3.5% 1% False True 20,328
60 3.631 2.962 0.669 21.7% 0.107 3.5% 17% False False 18,673
80 3.631 2.962 0.669 21.7% 0.104 3.4% 17% False False 16,868
100 3.631 2.909 0.722 23.5% 0.096 3.1% 23% False False 15,422
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 0.025
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.486
2.618 3.357
1.618 3.278
1.000 3.229
0.618 3.199
HIGH 3.150
0.618 3.120
0.500 3.111
0.382 3.101
LOW 3.071
0.618 3.022
1.000 2.992
1.618 2.943
2.618 2.864
4.250 2.735
Fisher Pivots for day following 28-Aug-2012
Pivot 1 day 3 day
R1 3.111 3.215
PP 3.099 3.169
S1 3.088 3.123

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

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