NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 20-Dec-2011
Day Change Summary
Previous Current
19-Dec-2011 20-Dec-2011 Change Change % Previous Week
Open 3.230 3.259 0.029 0.9% 3.370
High 3.262 3.291 0.029 0.9% 3.402
Low 3.191 3.227 0.036 1.1% 3.230
Close 3.236 3.271 0.035 1.1% 3.263
Range 0.071 0.064 -0.007 -9.9% 0.172
ATR 0.097 0.095 -0.002 -2.4% 0.000
Volume 21,788 22,694 906 4.2% 173,000
Daily Pivots for day following 20-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.455 3.427 3.306
R3 3.391 3.363 3.289
R2 3.327 3.327 3.283
R1 3.299 3.299 3.277 3.313
PP 3.263 3.263 3.263 3.270
S1 3.235 3.235 3.265 3.249
S2 3.199 3.199 3.259
S3 3.135 3.171 3.253
S4 3.071 3.107 3.236
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.814 3.711 3.358
R3 3.642 3.539 3.310
R2 3.470 3.470 3.295
R1 3.367 3.367 3.279 3.333
PP 3.298 3.298 3.298 3.281
S1 3.195 3.195 3.247 3.161
S2 3.126 3.126 3.231
S3 2.954 3.023 3.216
S4 2.782 2.851 3.168
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.395 3.191 0.204 6.2% 0.081 2.5% 39% False False 28,561
10 3.616 3.191 0.425 13.0% 0.083 2.5% 19% False False 32,714
20 3.765 3.191 0.574 17.5% 0.096 2.9% 14% False False 28,736
40 4.052 3.191 0.861 26.3% 0.097 3.0% 9% False False 24,908
60 4.270 3.191 1.079 33.0% 0.094 2.9% 7% False False 22,585
80 4.500 3.191 1.309 40.0% 0.094 2.9% 6% False False 20,102
100 4.538 3.191 1.347 41.2% 0.093 2.8% 6% False False 17,920
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.563
2.618 3.459
1.618 3.395
1.000 3.355
0.618 3.331
HIGH 3.291
0.618 3.267
0.500 3.259
0.382 3.251
LOW 3.227
0.618 3.187
1.000 3.163
1.618 3.123
2.618 3.059
4.250 2.955
Fisher Pivots for day following 20-Dec-2011
Pivot 1 day 3 day
R1 3.267 3.263
PP 3.263 3.254
S1 3.259 3.246

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

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