NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 16-Dec-2011
Day Change Summary
Previous Current
15-Dec-2011 16-Dec-2011 Change Change % Previous Week
Open 3.196 3.176 -0.020 -0.6% 3.299
High 3.243 3.220 -0.023 -0.7% 3.337
Low 3.150 3.137 -0.013 -0.4% 3.137
Close 3.177 3.174 -0.003 -0.1% 3.174
Range 0.093 0.083 -0.010 -10.8% 0.200
ATR 0.111 0.109 -0.002 -1.8% 0.000
Volume 59,490 47,217 -12,273 -20.6% 304,501
Daily Pivots for day following 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.426 3.383 3.220
R3 3.343 3.300 3.197
R2 3.260 3.260 3.189
R1 3.217 3.217 3.182 3.197
PP 3.177 3.177 3.177 3.167
S1 3.134 3.134 3.166 3.114
S2 3.094 3.094 3.159
S3 3.011 3.051 3.151
S4 2.928 2.968 3.128
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.816 3.695 3.284
R3 3.616 3.495 3.229
R2 3.416 3.416 3.211
R1 3.295 3.295 3.192 3.256
PP 3.216 3.216 3.216 3.196
S1 3.095 3.095 3.156 3.056
S2 3.016 3.016 3.137
S3 2.816 2.895 3.119
S4 2.616 2.695 3.064
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.337 3.137 0.200 6.3% 0.090 2.8% 19% False True 60,900
10 3.600 3.137 0.463 14.6% 0.102 3.2% 8% False True 53,805
20 3.741 3.137 0.604 19.0% 0.111 3.5% 6% False True 42,676
40 4.107 3.137 0.970 30.6% 0.105 3.3% 4% False True 31,165
60 4.314 3.137 1.177 37.1% 0.101 3.2% 3% False True 26,408
80 4.580 3.137 1.443 45.5% 0.102 3.2% 3% False True 21,584
100 4.726 3.137 1.589 50.1% 0.100 3.1% 2% False True 18,475
120 4.958 3.137 1.821 57.4% 0.100 3.1% 2% False True 15,833
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 0.018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.573
2.618 3.437
1.618 3.354
1.000 3.303
0.618 3.271
HIGH 3.220
0.618 3.188
0.500 3.179
0.382 3.169
LOW 3.137
0.618 3.086
1.000 3.054
1.618 3.003
2.618 2.920
4.250 2.784
Fisher Pivots for day following 16-Dec-2011
Pivot 1 day 3 day
R1 3.179 3.234
PP 3.177 3.214
S1 3.176 3.194

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

View Archives - Comment on this page... - Back to Index of Symbols