NYMEX Natural Gas Future December 2012


Trading Metrics calculated at close of trading on 11-Sep-2012
Day Change Summary
Previous Current
10-Sep-2012 11-Sep-2012 Change Change % Previous Week
Open 3.069 3.200 0.131 4.3% 3.224
High 3.206 3.340 0.134 4.2% 3.276
Low 3.057 3.166 0.109 3.6% 3.055
Close 3.181 3.324 0.143 4.5% 3.079
Range 0.149 0.174 0.025 16.8% 0.221
ATR 0.106 0.111 0.005 4.6% 0.000
Volume 37,967 40,661 2,694 7.1% 122,421
Daily Pivots for day following 11-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.799 3.735 3.420
R3 3.625 3.561 3.372
R2 3.451 3.451 3.356
R1 3.387 3.387 3.340 3.419
PP 3.277 3.277 3.277 3.293
S1 3.213 3.213 3.308 3.245
S2 3.103 3.103 3.292
S3 2.929 3.039 3.276
S4 2.755 2.865 3.228
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.800 3.660 3.201
R3 3.579 3.439 3.140
R2 3.358 3.358 3.120
R1 3.218 3.218 3.099 3.178
PP 3.137 3.137 3.137 3.116
S1 2.997 2.997 3.059 2.957
S2 2.916 2.916 3.038
S3 2.695 2.776 3.018
S4 2.474 2.555 2.957
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.340 3.055 0.285 8.6% 0.119 3.6% 94% True False 35,359
10 3.340 3.055 0.285 8.6% 0.106 3.2% 94% True False 32,061
20 3.359 3.055 0.304 9.1% 0.105 3.2% 88% False False 27,000
40 3.631 3.055 0.576 17.3% 0.106 3.2% 47% False False 24,672
60 3.631 3.055 0.576 17.3% 0.109 3.3% 47% False False 21,552
80 3.631 2.962 0.669 20.1% 0.105 3.2% 54% False False 19,415
100 3.631 2.909 0.722 21.7% 0.102 3.1% 57% False False 17,504
120 3.631 2.909 0.722 21.7% 0.094 2.8% 57% False False 15,820
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 4.080
2.618 3.796
1.618 3.622
1.000 3.514
0.618 3.448
HIGH 3.340
0.618 3.274
0.500 3.253
0.382 3.232
LOW 3.166
0.618 3.058
1.000 2.992
1.618 2.884
2.618 2.710
4.250 2.427
Fisher Pivots for day following 11-Sep-2012
Pivot 1 day 3 day
R1 3.300 3.282
PP 3.277 3.240
S1 3.253 3.198

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

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