NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 27-Jul-2012
Day Change Summary
Previous Current
26-Jul-2012 27-Jul-2012 Change Change % Previous Week
Open 3.208 3.253 0.045 1.4% 3.225
High 3.274 3.267 -0.007 -0.2% 3.305
Low 3.179 3.171 -0.008 -0.3% 3.144
Close 3.262 3.208 -0.054 -1.7% 3.208
Range 0.095 0.096 0.001 1.1% 0.161
ATR 0.113 0.111 -0.001 -1.1% 0.000
Volume 34,493 30,128 -4,365 -12.7% 172,596
Daily Pivots for day following 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.503 3.452 3.261
R3 3.407 3.356 3.234
R2 3.311 3.311 3.226
R1 3.260 3.260 3.217 3.238
PP 3.215 3.215 3.215 3.204
S1 3.164 3.164 3.199 3.142
S2 3.119 3.119 3.190
S3 3.023 3.068 3.182
S4 2.927 2.972 3.155
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.702 3.616 3.297
R3 3.541 3.455 3.252
R2 3.380 3.380 3.238
R1 3.294 3.294 3.223 3.257
PP 3.219 3.219 3.219 3.200
S1 3.133 3.133 3.193 3.096
S2 3.058 3.058 3.178
S3 2.897 2.972 3.164
S4 2.736 2.811 3.119
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.305 3.144 0.161 5.0% 0.102 3.2% 40% False False 34,519
10 3.305 2.968 0.337 10.5% 0.107 3.3% 71% False False 30,840
20 3.321 2.968 0.353 11.0% 0.113 3.5% 68% False False 30,251
40 3.321 2.650 0.671 20.9% 0.111 3.5% 83% False False 25,929
60 3.321 2.650 0.671 20.9% 0.108 3.4% 83% False False 22,729
80 3.321 2.566 0.755 23.5% 0.097 3.0% 85% False False 19,681
100 3.321 2.566 0.755 23.5% 0.091 2.8% 85% False False 16,995
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.675
2.618 3.518
1.618 3.422
1.000 3.363
0.618 3.326
HIGH 3.267
0.618 3.230
0.500 3.219
0.382 3.208
LOW 3.171
0.618 3.112
1.000 3.075
1.618 3.016
2.618 2.920
4.250 2.763
Fisher Pivots for day following 27-Jul-2012
Pivot 1 day 3 day
R1 3.219 3.238
PP 3.215 3.228
S1 3.212 3.218

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

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