NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 10-Apr-2012
Day Change Summary
Previous Current
09-Apr-2012 10-Apr-2012 Change Change % Previous Week
Open 2.328 2.363 0.035 1.5% 2.389
High 2.364 2.373 0.009 0.4% 2.473
Low 2.295 2.285 -0.010 -0.4% 2.323
Close 2.355 2.292 -0.063 -2.7% 2.326
Range 0.069 0.088 0.019 27.5% 0.150
ATR 0.086 0.086 0.000 0.2% 0.000
Volume 52,025 81,324 29,299 56.3% 160,331
Daily Pivots for day following 10-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.581 2.524 2.340
R3 2.493 2.436 2.316
R2 2.405 2.405 2.308
R1 2.348 2.348 2.300 2.333
PP 2.317 2.317 2.317 2.309
S1 2.260 2.260 2.284 2.245
S2 2.229 2.229 2.276
S3 2.141 2.172 2.268
S4 2.053 2.084 2.244
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 2.285 0.188 8.2% 0.077 3.3% 4% False True 50,167
10 2.565 2.285 0.280 12.2% 0.078 3.4% 3% False True 41,639
20 2.705 2.285 0.420 18.3% 0.081 3.5% 2% False True 31,513
40 3.104 2.285 0.819 35.7% 0.088 3.8% 1% False True 26,130
60 3.128 2.285 0.843 36.8% 0.107 4.7% 1% False True 24,225
80 3.496 2.285 1.211 52.8% 0.102 4.5% 1% False True 19,571
100 3.901 2.285 1.616 70.5% 0.099 4.3% 0% False True 16,367
120 4.162 2.285 1.877 81.9% 0.096 4.2% 0% False True 13,998
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.747
2.618 2.603
1.618 2.515
1.000 2.461
0.618 2.427
HIGH 2.373
0.618 2.339
0.500 2.329
0.382 2.319
LOW 2.285
0.618 2.231
1.000 2.197
1.618 2.143
2.618 2.055
4.250 1.911
Fisher Pivots for day following 10-Apr-2012
Pivot 1 day 3 day
R1 2.329 2.350
PP 2.317 2.330
S1 2.304 2.311

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

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