NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 02-Jul-2012
Day Change Summary
Previous Current
29-Jun-2012 02-Jul-2012 Change Change % Previous Week
Open 2.761 2.804 0.043 1.6% 2.707
High 2.832 2.855 0.023 0.8% 2.975
Low 2.716 2.742 0.026 1.0% 2.659
Close 2.770 2.836 0.066 2.4% 2.770
Range 0.116 0.113 -0.003 -2.6% 0.316
ATR 0.140 0.138 -0.002 -1.4% 0.000
Volume 141,539 87,618 -53,921 -38.1% 715,595
Daily Pivots for day following 02-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.150 3.106 2.898
R3 3.037 2.993 2.867
R2 2.924 2.924 2.857
R1 2.880 2.880 2.846 2.902
PP 2.811 2.811 2.811 2.822
S1 2.767 2.767 2.826 2.789
S2 2.698 2.698 2.815
S3 2.585 2.654 2.805
S4 2.472 2.541 2.774
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.749 3.576 2.944
R3 3.433 3.260 2.857
R2 3.117 3.117 2.828
R1 2.944 2.944 2.799 3.031
PP 2.801 2.801 2.801 2.845
S1 2.628 2.628 2.741 2.715
S2 2.485 2.485 2.712
S3 2.169 2.312 2.683
S4 1.853 1.996 2.596
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.975 2.659 0.316 11.1% 0.154 5.4% 56% False False 145,235
10 2.975 2.536 0.439 15.5% 0.146 5.1% 68% False False 110,944
20 2.975 2.215 0.760 26.8% 0.139 4.9% 82% False False 87,720
40 2.975 2.215 0.760 26.8% 0.130 4.6% 82% False False 63,816
60 2.975 2.175 0.800 28.2% 0.115 4.0% 83% False False 51,712
80 2.975 2.175 0.800 28.2% 0.105 3.7% 83% False False 42,305
100 3.137 2.175 0.962 33.9% 0.104 3.7% 69% False False 36,072
120 3.232 2.175 1.057 37.3% 0.111 3.9% 63% False False 32,051
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 0.042
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.335
2.618 3.151
1.618 3.038
1.000 2.968
0.618 2.925
HIGH 2.855
0.618 2.812
0.500 2.799
0.382 2.785
LOW 2.742
0.618 2.672
1.000 2.629
1.618 2.559
2.618 2.446
4.250 2.262
Fisher Pivots for day following 02-Jul-2012
Pivot 1 day 3 day
R1 2.824 2.810
PP 2.811 2.783
S1 2.799 2.757

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

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