NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 14-Jun-2012
Day Change Summary
Previous Current
13-Jun-2012 14-Jun-2012 Change Change % Previous Week
Open 2.212 2.197 -0.015 -0.7% 2.330
High 2.229 2.531 0.302 13.5% 2.487
Low 2.182 2.168 -0.014 -0.6% 2.231
Close 2.185 2.495 0.310 14.2% 2.299
Range 0.047 0.363 0.316 672.3% 0.256
ATR 0.112 0.130 0.018 16.0% 0.000
Volume 117,010 256,457 139,447 119.2% 686,988
Daily Pivots for day following 14-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.487 3.354 2.695
R3 3.124 2.991 2.595
R2 2.761 2.761 2.562
R1 2.628 2.628 2.528 2.695
PP 2.398 2.398 2.398 2.431
S1 2.265 2.265 2.462 2.332
S2 2.035 2.035 2.428
S3 1.672 1.902 2.395
S4 1.309 1.539 2.295
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.107 2.959 2.440
R3 2.851 2.703 2.369
R2 2.595 2.595 2.346
R1 2.447 2.447 2.322 2.393
PP 2.339 2.339 2.339 2.312
S1 2.191 2.191 2.276 2.137
S2 2.083 2.083 2.252
S3 1.827 1.935 2.229
S4 1.571 1.679 2.158
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.531 2.168 0.363 14.5% 0.138 5.5% 90% True True 151,839
10 2.531 2.168 0.363 14.5% 0.127 5.1% 90% True True 145,591
20 2.838 2.168 0.670 26.9% 0.133 5.3% 49% False True 126,264
40 2.838 2.096 0.742 29.7% 0.122 4.9% 54% False False 92,553
60 2.838 2.096 0.742 29.7% 0.105 4.2% 54% False False 77,201
80 3.097 2.096 1.001 40.1% 0.102 4.1% 40% False False 63,188
100 3.128 2.096 1.032 41.4% 0.107 4.3% 39% False False 55,037
120 3.496 2.096 1.400 56.1% 0.108 4.3% 29% False False 47,419
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 100 trading days
Fibonacci Retracements and Extensions
4.250 4.074
2.618 3.481
1.618 3.118
1.000 2.894
0.618 2.755
HIGH 2.531
0.618 2.392
0.500 2.350
0.382 2.307
LOW 2.168
0.618 1.944
1.000 1.805
1.618 1.581
2.618 1.218
4.250 0.625
Fisher Pivots for day following 14-Jun-2012
Pivot 1 day 3 day
R1 2.447 2.447
PP 2.398 2.398
S1 2.350 2.350

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

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