NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 13-Jul-2012
Day Change Summary
Previous Current
12-Jul-2012 13-Jul-2012 Change Change % Previous Week
Open 2.853 2.878 0.025 0.9% 2.781
High 2.920 2.911 -0.009 -0.3% 2.920
Low 2.720 2.829 0.109 4.0% 2.718
Close 2.874 2.874 0.000 0.0% 2.874
Range 0.200 0.082 -0.118 -59.0% 0.202
ATR 0.149 0.145 -0.005 -3.2% 0.000
Volume 202,567 85,353 -117,214 -57.9% 641,528
Daily Pivots for day following 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.117 3.078 2.919
R3 3.035 2.996 2.897
R2 2.953 2.953 2.889
R1 2.914 2.914 2.882 2.893
PP 2.871 2.871 2.871 2.861
S1 2.832 2.832 2.866 2.811
S2 2.789 2.789 2.859
S3 2.707 2.750 2.851
S4 2.625 2.668 2.829
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.443 3.361 2.985
R3 3.241 3.159 2.930
R2 3.039 3.039 2.911
R1 2.957 2.957 2.893 2.998
PP 2.837 2.837 2.837 2.858
S1 2.755 2.755 2.855 2.796
S2 2.635 2.635 2.837
S3 2.433 2.553 2.818
S4 2.231 2.351 2.763
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.920 2.718 0.202 7.0% 0.145 5.1% 77% False False 128,305
10 3.060 2.716 0.344 12.0% 0.145 5.0% 46% False False 116,999
20 3.060 2.489 0.571 19.9% 0.149 5.2% 67% False False 111,476
40 3.060 2.215 0.845 29.4% 0.139 4.8% 78% False False 79,004
60 3.060 2.175 0.885 30.8% 0.127 4.4% 79% False False 64,037
80 3.060 2.175 0.885 30.8% 0.113 3.9% 79% False False 52,775
100 3.134 2.175 0.959 33.4% 0.108 3.7% 73% False False 44,351
120 3.148 2.175 0.973 33.9% 0.111 3.9% 72% False False 39,380
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.046
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.260
2.618 3.126
1.618 3.044
1.000 2.993
0.618 2.962
HIGH 2.911
0.618 2.880
0.500 2.870
0.382 2.860
LOW 2.829
0.618 2.778
1.000 2.747
1.618 2.696
2.618 2.614
4.250 2.481
Fisher Pivots for day following 13-Jul-2012
Pivot 1 day 3 day
R1 2.873 2.856
PP 2.871 2.837
S1 2.870 2.819

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

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