NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 19-Jul-2012
Day Change Summary
Previous Current
18-Jul-2012 19-Jul-2012 Change Change % Previous Week
Open 2.791 2.975 0.184 6.6% 2.781
High 3.020 3.045 0.025 0.8% 2.920
Low 2.777 2.925 0.148 5.3% 2.718
Close 2.973 2.999 0.026 0.9% 2.874
Range 0.243 0.120 -0.123 -50.6% 0.202
ATR 0.150 0.148 -0.002 -1.4% 0.000
Volume 178,486 162,405 -16,081 -9.0% 641,528
Daily Pivots for day following 19-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.350 3.294 3.065
R3 3.230 3.174 3.032
R2 3.110 3.110 3.021
R1 3.054 3.054 3.010 3.082
PP 2.990 2.990 2.990 3.004
S1 2.934 2.934 2.988 2.962
S2 2.870 2.870 2.977
S3 2.750 2.814 2.966
S4 2.630 2.694 2.933
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 3.045 2.720 0.325 10.8% 0.141 4.7% 86% True False 125,869
10 3.060 2.718 0.342 11.4% 0.166 5.5% 82% False False 138,411
20 3.060 2.542 0.518 17.3% 0.148 4.9% 88% False False 123,348
40 3.060 2.215 0.845 28.2% 0.139 4.6% 93% False False 88,615
60 3.060 2.215 0.845 28.2% 0.134 4.5% 93% False False 71,343
80 3.060 2.175 0.885 29.5% 0.117 3.9% 93% False False 59,104
100 3.060 2.175 0.885 29.5% 0.109 3.6% 93% False False 49,511
120 3.148 2.175 0.973 32.4% 0.111 3.7% 85% False False 43,475
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.041
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.555
2.618 3.359
1.618 3.239
1.000 3.165
0.618 3.119
HIGH 3.045
0.618 2.999
0.500 2.985
0.382 2.971
LOW 2.925
0.618 2.851
1.000 2.805
1.618 2.731
2.618 2.611
4.250 2.415
Fisher Pivots for day following 19-Jul-2012
Pivot 1 day 3 day
R1 2.994 2.960
PP 2.990 2.921
S1 2.985 2.883

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

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