NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 12-Dec-2011
Day Change Summary
Previous Current
09-Dec-2011 12-Dec-2011 Change Change % Previous Week
Open 3.651 3.510 -0.141 -3.9% 3.790
High 3.651 3.510 -0.141 -3.9% 3.790
Low 3.539 3.459 -0.080 -2.3% 3.539
Close 3.547 3.492 -0.055 -1.6% 3.547
Range 0.112 0.051 -0.061 -54.5% 0.251
ATR 0.093 0.092 0.000 -0.4% 0.000
Volume 6,029 5,563 -466 -7.7% 23,320
Daily Pivots for day following 12-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.640 3.617 3.520
R3 3.589 3.566 3.506
R2 3.538 3.538 3.501
R1 3.515 3.515 3.497 3.501
PP 3.487 3.487 3.487 3.480
S1 3.464 3.464 3.487 3.450
S2 3.436 3.436 3.483
S3 3.385 3.413 3.478
S4 3.334 3.362 3.464
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 4.378 4.214 3.685
R3 4.127 3.963 3.616
R2 3.876 3.876 3.593
R1 3.712 3.712 3.570 3.669
PP 3.625 3.625 3.625 3.604
S1 3.461 3.461 3.524 3.418
S2 3.374 3.374 3.501
S3 3.123 3.210 3.478
S4 2.872 2.959 3.409
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.752 3.459 0.293 8.4% 0.085 2.4% 11% False True 5,251
10 3.868 3.459 0.409 11.7% 0.085 2.4% 8% False True 4,406
20 3.901 3.459 0.442 12.7% 0.085 2.4% 7% False True 3,396
40 4.201 3.459 0.742 21.2% 0.086 2.5% 4% False True 2,818
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.008
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.727
2.618 3.644
1.618 3.593
1.000 3.561
0.618 3.542
HIGH 3.510
0.618 3.491
0.500 3.485
0.382 3.478
LOW 3.459
0.618 3.427
1.000 3.408
1.618 3.376
2.618 3.325
4.250 3.242
Fisher Pivots for day following 12-Dec-2011
Pivot 1 day 3 day
R1 3.490 3.606
PP 3.487 3.568
S1 3.485 3.530

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

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