NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 17-Apr-2012
Day Change Summary
Previous Current
16-Apr-2012 17-Apr-2012 Change Change % Previous Week
Open 2.204 2.215 0.011 0.5% 2.328
High 2.241 2.222 -0.019 -0.8% 2.373
Low 2.187 2.165 -0.022 -1.0% 2.187
Close 2.222 2.168 -0.054 -2.4% 2.202
Range 0.054 0.057 0.003 5.6% 0.186
ATR 0.080 0.078 -0.002 -2.0% 0.000
Volume 85,549 42,118 -43,431 -50.8% 402,901
Daily Pivots for day following 17-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.356 2.319 2.199
R3 2.299 2.262 2.184
R2 2.242 2.242 2.178
R1 2.205 2.205 2.173 2.195
PP 2.185 2.185 2.185 2.180
S1 2.148 2.148 2.163 2.138
S2 2.128 2.128 2.158
S3 2.071 2.091 2.152
S4 2.014 2.034 2.137
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 2.304 2.165 0.139 6.4% 0.062 2.8% 2% False True 79,443
10 2.473 2.165 0.308 14.2% 0.069 3.2% 1% False True 64,805
20 2.682 2.165 0.517 23.8% 0.073 3.4% 1% False True 45,491
40 3.097 2.165 0.932 43.0% 0.083 3.8% 0% False True 33,216
60 3.128 2.165 0.963 44.4% 0.103 4.8% 0% False True 29,497
80 3.496 2.165 1.331 61.4% 0.102 4.7% 0% False True 24,338
100 3.901 2.165 1.736 80.1% 0.098 4.5% 0% False True 20,196
120 4.162 2.165 1.997 92.1% 0.096 4.4% 0% False True 17,201
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.464
2.618 2.371
1.618 2.314
1.000 2.279
0.618 2.257
HIGH 2.222
0.618 2.200
0.500 2.194
0.382 2.187
LOW 2.165
0.618 2.130
1.000 2.108
1.618 2.073
2.618 2.016
4.250 1.923
Fisher Pivots for day following 17-Apr-2012
Pivot 1 day 3 day
R1 2.194 2.203
PP 2.185 2.191
S1 2.177 2.180

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

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