NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 28-Dec-2011
Day Change Summary
Previous Current
27-Dec-2011 28-Dec-2011 Change Change % Previous Week
Open 3.321 3.345 0.024 0.7% 3.319
High 3.398 3.358 -0.040 -1.2% 3.441
Low 3.321 3.304 -0.017 -0.5% 3.284
Close 3.345 3.305 -0.040 -1.2% 3.351
Range 0.077 0.054 -0.023 -29.9% 0.157
ATR 0.085 0.083 -0.002 -2.6% 0.000
Volume 3,767 2,287 -1,480 -39.3% 20,056
Daily Pivots for day following 28-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.484 3.449 3.335
R3 3.430 3.395 3.320
R2 3.376 3.376 3.315
R1 3.341 3.341 3.310 3.332
PP 3.322 3.322 3.322 3.318
S1 3.287 3.287 3.300 3.278
S2 3.268 3.268 3.295
S3 3.214 3.233 3.290
S4 3.160 3.179 3.275
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.830 3.747 3.437
R3 3.673 3.590 3.394
R2 3.516 3.516 3.380
R1 3.433 3.433 3.365 3.475
PP 3.359 3.359 3.359 3.379
S1 3.276 3.276 3.337 3.318
S2 3.202 3.202 3.322
S3 3.045 3.119 3.308
S4 2.888 2.962 3.265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.441 3.304 0.137 4.1% 0.072 2.2% 1% False True 3,909
10 3.466 3.284 0.182 5.5% 0.074 2.2% 12% False False 4,320
20 3.812 3.284 0.528 16.0% 0.079 2.4% 4% False False 4,967
40 4.118 3.284 0.834 25.2% 0.084 2.5% 3% False False 4,255
60 4.182 3.284 0.898 27.2% 0.084 2.5% 2% False False 3,411
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.588
2.618 3.499
1.618 3.445
1.000 3.412
0.618 3.391
HIGH 3.358
0.618 3.337
0.500 3.331
0.382 3.325
LOW 3.304
0.618 3.271
1.000 3.250
1.618 3.217
2.618 3.163
4.250 3.075
Fisher Pivots for day following 28-Dec-2011
Pivot 1 day 3 day
R1 3.331 3.351
PP 3.322 3.336
S1 3.314 3.320

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

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