NYMEX Natural Gas Future July 2012

Trading Metrics calculated at close of trading on 11-Jun-2012

Day Change Summary
	Previous	Current
	08-Jun-2012	11-Jun-2012	Change	Change %	Previous Week
Open	2.276	2.262	-0.014	-0.6%	2.330
High	2.323	2.285	-0.038	-1.6%	2.487
Low	2.231	2.198	-0.033	-1.5%	2.231
Close	2.299	2.218	-0.081	-3.5%	2.299
Range	0.092	0.087	-0.005	-5.4%	0.256
ATR	0.119	0.118	-0.001	-1.1%	0.000
Volume	132,892	111,231	-21,661	-16.3%	686,988

Daily Pivots for day following 11-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.495	2.443	2.266
R3	2.408	2.356	2.242
R2	2.321	2.321	2.234
R1	2.269	2.269	2.226	2.252
PP	2.234	2.234	2.234	2.225
S1	2.182	2.182	2.210	2.165
S2	2.147	2.147	2.202
S3	2.060	2.095	2.194
S4	1.973	2.008	2.170

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.107	2.959	2.440
R3	2.851	2.703	2.369
R2	2.595	2.595	2.346
R1	2.447	2.447	2.322	2.393
PP	2.339	2.339	2.339	2.312
S1	2.191	2.191	2.276	2.137
S2	2.083	2.083	2.252
S3	1.827	1.935	2.229
S4	1.571	1.679	2.158

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.487	2.198	0.289	13.0%	0.108	4.9%	7%	False	True	134,297
10	2.621	2.198	0.423	19.1%	0.115	5.2%	5%	False	True	140,248
20	2.838	2.198	0.640	28.9%	0.127	5.7%	3%	False	True	110,421
40	2.838	2.096	0.742	33.5%	0.113	5.1%	16%	False	False	83,971
60	2.838	2.096	0.742	33.5%	0.100	4.5%	16%	False	False	69,732
80	3.104	2.096	1.008	45.4%	0.100	4.5%	12%	False	False	57,500
100	3.128	2.096	1.032	46.5%	0.108	4.9%	12%	False	False	50,312
120	3.496	2.096	1.400	63.1%	0.106	4.8%	9%	False	False	43,195

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	0.026
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	2.655
2.618	2.513
1.618	2.426
1.000	2.372
0.618	2.339
HIGH	2.285
0.618	2.252
0.500	2.242
0.382	2.231
LOW	2.198
0.618	2.144
1.000	2.111
1.618	2.057
2.618	1.970
4.250	1.828

Fisher Pivots for day following 11-Jun-2012
Pivot	1 day	3 day
R1	2.242	2.319
PP	2.234	2.285
S1	2.226	2.252

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols