NYMEX Natural Gas Future September 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 2.780 2.950 0.170 6.1% 2.781
High 3.000 3.025 0.025 0.8% 2.909
Low 2.765 2.907 0.142 5.1% 2.706
Close 2.950 2.981 0.031 1.1% 2.869
Range 0.235 0.118 -0.117 -49.8% 0.203
ATR 0.147 0.145 -0.002 -1.4% 0.000
Volume 106,537 98,478 -8,059 -7.6% 337,514
Daily Pivots for day following 19-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.325 3.271 3.046
R3 3.207 3.153 3.013
R2 3.089 3.089 3.003
R1 3.035 3.035 2.992 3.062
PP 2.971 2.971 2.971 2.985
S1 2.917 2.917 2.970 2.944
S2 2.853 2.853 2.959
S3 2.735 2.799 2.949
S4 2.617 2.681 2.916
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.437 3.356 2.981
R3 3.234 3.153 2.925
R2 3.031 3.031 2.906
R1 2.950 2.950 2.888 2.991
PP 2.828 2.828 2.828 2.848
S1 2.747 2.747 2.850 2.788
S2 2.625 2.625 2.832
S3 2.422 2.544 2.813
S4 2.219 2.341 2.757
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.025 2.711 0.314 10.5% 0.137 4.6% 86% True False 80,825
10 3.065 2.706 0.359 12.0% 0.162 5.4% 77% False False 68,554
20 3.065 2.570 0.495 16.6% 0.145 4.9% 83% False False 60,982
40 3.065 2.259 0.806 27.0% 0.136 4.6% 90% False False 57,687
60 3.065 2.259 0.806 27.0% 0.130 4.4% 90% False False 48,780
80 3.065 2.222 0.843 28.3% 0.113 3.8% 90% False False 40,978
100 3.065 2.222 0.843 28.3% 0.105 3.5% 90% False False 34,929
120 3.167 2.222 0.945 31.7% 0.108 3.6% 80% False False 31,009
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 0.039
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.527
2.618 3.334
1.618 3.216
1.000 3.143
0.618 3.098
HIGH 3.025
0.618 2.980
0.500 2.966
0.382 2.952
LOW 2.907
0.618 2.834
1.000 2.789
1.618 2.716
2.618 2.598
4.250 2.406
Fisher Pivots for day following 19-Jul-2012
Pivot 1 day 3 day
R1 2.976 2.943
PP 2.971 2.906
S1 2.966 2.868

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

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