NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 22-Mar-2012
Day Change Summary
Previous Current
21-Mar-2012 22-Mar-2012 Change Change % Previous Week
Open 2.620 2.637 0.017 0.6% 2.581
High 2.659 2.664 0.005 0.2% 2.668
Low 2.596 2.552 -0.044 -1.7% 2.507
Close 2.656 2.583 -0.073 -2.7% 2.642
Range 0.063 0.112 0.049 77.8% 0.161
ATR 0.096 0.097 0.001 1.2% 0.000
Volume 15,565 17,494 1,929 12.4% 126,920
Daily Pivots for day following 22-Mar-2012
Classic Woodie Camarilla DeMark
R4 2.936 2.871 2.645
R3 2.824 2.759 2.614
R2 2.712 2.712 2.604
R1 2.647 2.647 2.593 2.624
PP 2.600 2.600 2.600 2.588
S1 2.535 2.535 2.573 2.512
S2 2.488 2.488 2.562
S3 2.376 2.423 2.552
S4 2.264 2.311 2.521
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.089 3.026 2.731
R3 2.928 2.865 2.686
R2 2.767 2.767 2.672
R1 2.704 2.704 2.657 2.736
PP 2.606 2.606 2.606 2.621
S1 2.543 2.543 2.627 2.575
S2 2.445 2.445 2.612
S3 2.284 2.382 2.598
S4 2.123 2.221 2.553
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.705 2.552 0.153 5.9% 0.077 3.0% 20% False True 20,006
10 2.705 2.507 0.198 7.7% 0.082 3.2% 38% False False 23,174
20 3.060 2.507 0.553 21.4% 0.088 3.4% 14% False False 21,127
40 3.128 2.507 0.621 24.0% 0.108 4.2% 12% False False 21,268
60 3.460 2.507 0.953 36.9% 0.112 4.3% 8% False False 18,056
80 3.901 2.507 1.394 54.0% 0.104 4.0% 5% False False 14,493
100 4.162 2.507 1.655 64.1% 0.100 3.9% 5% False False 12,082
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 3.140
2.618 2.957
1.618 2.845
1.000 2.776
0.618 2.733
HIGH 2.664
0.618 2.621
0.500 2.608
0.382 2.595
LOW 2.552
0.618 2.483
1.000 2.440
1.618 2.371
2.618 2.259
4.250 2.076
Fisher Pivots for day following 22-Mar-2012
Pivot 1 day 3 day
R1 2.608 2.617
PP 2.600 2.606
S1 2.591 2.594

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

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