NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 09-Apr-2012
Day Change Summary
Previous Current
05-Apr-2012 09-Apr-2012 Change Change % Previous Week
Open 2.406 2.328 -0.078 -3.2% 2.389
High 2.414 2.364 -0.050 -2.1% 2.473
Low 2.323 2.295 -0.028 -1.2% 2.323
Close 2.326 2.355 0.029 1.2% 2.326
Range 0.091 0.069 -0.022 -24.2% 0.150
ATR 0.087 0.086 -0.001 -1.5% 0.000
Volume 31,932 52,025 20,093 62.9% 160,331
Daily Pivots for day following 09-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.545 2.519 2.393
R3 2.476 2.450 2.374
R2 2.407 2.407 2.368
R1 2.381 2.381 2.361 2.394
PP 2.338 2.338 2.338 2.345
S1 2.312 2.312 2.349 2.325
S2 2.269 2.269 2.342
S3 2.200 2.243 2.336
S4 2.131 2.174 2.317
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.824 2.725 2.409
R3 2.674 2.575 2.367
R2 2.524 2.524 2.354
R1 2.425 2.425 2.340 2.400
PP 2.374 2.374 2.374 2.361
S1 2.275 2.275 2.312 2.250
S2 2.224 2.224 2.299
S3 2.074 2.125 2.285
S4 1.924 1.975 2.244
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.473 2.295 0.178 7.6% 0.076 3.2% 34% False True 42,471
10 2.629 2.295 0.334 14.2% 0.078 3.3% 18% False True 34,888
20 2.705 2.295 0.410 17.4% 0.080 3.4% 15% False True 28,798
40 3.104 2.295 0.809 34.4% 0.087 3.7% 7% False True 24,613
60 3.128 2.295 0.833 35.4% 0.107 4.5% 7% False True 23,214
80 3.537 2.295 1.242 52.7% 0.102 4.3% 5% False True 18,612
100 3.901 2.295 1.606 68.2% 0.099 4.2% 4% False True 15,569
120 4.201 2.295 1.906 80.9% 0.097 4.1% 3% False True 13,347
Crabel Price Patterns
NR True
NR4 False
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 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.657
2.618 2.545
1.618 2.476
1.000 2.433
0.618 2.407
HIGH 2.364
0.618 2.338
0.500 2.330
0.382 2.321
LOW 2.295
0.618 2.252
1.000 2.226
1.618 2.183
2.618 2.114
4.250 2.002
Fisher Pivots for day following 09-Apr-2012
Pivot 1 day 3 day
R1 2.347 2.376
PP 2.338 2.369
S1 2.330 2.362

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

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