NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 13-Apr-2012
Day Change Summary
Previous Current
12-Apr-2012 13-Apr-2012 Change Change % Previous Week
Open 2.240 2.217 -0.023 -1.0% 2.328
High 2.304 2.223 -0.081 -3.5% 2.373
Low 2.215 2.187 -0.028 -1.3% 2.187
Close 2.218 2.202 -0.016 -0.7% 2.202
Range 0.089 0.036 -0.053 -59.6% 0.186
ATR 0.085 0.082 -0.004 -4.1% 0.000
Volume 81,890 104,338 22,448 27.4% 402,901
Daily Pivots for day following 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.312 2.293 2.222
R3 2.276 2.257 2.212
R2 2.240 2.240 2.209
R1 2.221 2.221 2.205 2.213
PP 2.204 2.204 2.204 2.200
S1 2.185 2.185 2.199 2.177
S2 2.168 2.168 2.195
S3 2.132 2.149 2.192
S4 2.096 2.113 2.182
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.812 2.693 2.304
R3 2.626 2.507 2.253
R2 2.440 2.440 2.236
R1 2.321 2.321 2.219 2.288
PP 2.254 2.254 2.254 2.237
S1 2.135 2.135 2.185 2.102
S2 2.068 2.068 2.168
S3 1.882 1.949 2.151
S4 1.696 1.763 2.100
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.373 2.187 0.186 8.4% 0.071 3.2% 8% False True 80,580
10 2.473 2.187 0.286 13.0% 0.072 3.3% 5% False True 59,608
20 2.705 2.187 0.518 23.5% 0.075 3.4% 3% False True 41,255
40 3.104 2.187 0.917 41.6% 0.087 3.9% 2% False True 31,029
60 3.128 2.187 0.941 42.7% 0.105 4.8% 2% False True 27,873
80 3.496 2.187 1.309 59.4% 0.103 4.7% 1% False True 22,807
100 3.901 2.187 1.714 77.8% 0.099 4.5% 1% False True 18,980
120 4.162 2.187 1.975 89.7% 0.096 4.4% 1% False True 16,168
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.020
Narrowest range in 95 trading days
Fibonacci Retracements and Extensions
4.250 2.376
2.618 2.317
1.618 2.281
1.000 2.259
0.618 2.245
HIGH 2.223
0.618 2.209
0.500 2.205
0.382 2.201
LOW 2.187
0.618 2.165
1.000 2.151
1.618 2.129
2.618 2.093
4.250 2.034
Fisher Pivots for day following 13-Apr-2012
Pivot 1 day 3 day
R1 2.205 2.246
PP 2.204 2.231
S1 2.203 2.217

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

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