NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 08-Dec-2011
Day Change Summary
Previous Current
07-Dec-2011 08-Dec-2011 Change Change % Previous Week
Open 3.729 3.701 -0.028 -0.8% 3.899
High 3.729 3.755 0.026 0.7% 3.927
Low 3.670 3.676 0.006 0.2% 3.760
Close 3.683 3.691 0.008 0.2% 3.826
Range 0.059 0.079 0.020 33.9% 0.167
ATR 0.085 0.085 0.000 -0.5% 0.000
Volume 4,563 1,819 -2,744 -60.1% 9,585
Daily Pivots for day following 08-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.944 3.897 3.734
R3 3.865 3.818 3.713
R2 3.786 3.786 3.705
R1 3.739 3.739 3.698 3.723
PP 3.707 3.707 3.707 3.700
S1 3.660 3.660 3.684 3.644
S2 3.628 3.628 3.677
S3 3.549 3.581 3.669
S4 3.470 3.502 3.648
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 4.339 4.249 3.918
R3 4.172 4.082 3.872
R2 4.005 4.005 3.857
R1 3.915 3.915 3.841 3.877
PP 3.838 3.838 3.838 3.818
S1 3.748 3.748 3.811 3.710
S2 3.671 3.671 3.795
S3 3.504 3.581 3.780
S4 3.337 3.414 3.734
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.858 3.670 0.188 5.1% 0.066 1.8% 11% False False 2,801
10 3.927 3.670 0.257 7.0% 0.079 2.1% 8% False False 2,161
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.091
2.618 3.962
1.618 3.883
1.000 3.834
0.618 3.804
HIGH 3.755
0.618 3.725
0.500 3.716
0.382 3.706
LOW 3.676
0.618 3.627
1.000 3.597
1.618 3.548
2.618 3.469
4.250 3.340
Fisher Pivots for day following 08-Dec-2011
Pivot 1 day 3 day
R1 3.716 3.713
PP 3.707 3.705
S1 3.699 3.698

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

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