NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 18-Apr-2012
Day Change Summary
Previous Current
17-Apr-2012 18-Apr-2012 Change Change % Previous Week
Open 2.215 2.168 -0.047 -2.1% 2.328
High 2.222 2.189 -0.033 -1.5% 2.373
Low 2.165 2.152 -0.013 -0.6% 2.187
Close 2.168 2.159 -0.009 -0.4% 2.202
Range 0.057 0.037 -0.020 -35.1% 0.186
ATR 0.078 0.075 -0.003 -3.8% 0.000
Volume 42,118 44,125 2,007 4.8% 402,901
Daily Pivots for day following 18-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.278 2.255 2.179
R3 2.241 2.218 2.169
R2 2.204 2.204 2.166
R1 2.181 2.181 2.162 2.174
PP 2.167 2.167 2.167 2.163
S1 2.144 2.144 2.156 2.137
S2 2.130 2.130 2.152
S3 2.093 2.107 2.149
S4 2.056 2.070 2.139
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 2.152 0.152 7.0% 0.055 2.5% 5% False True 71,604
10 2.456 2.152 0.304 14.1% 0.066 3.0% 2% False True 64,985
20 2.664 2.152 0.512 23.7% 0.072 3.3% 1% False True 46,495
40 3.097 2.152 0.945 43.8% 0.081 3.8% 1% False True 33,823
60 3.128 2.152 0.976 45.2% 0.098 4.5% 1% False True 30,027
80 3.496 2.152 1.344 62.3% 0.102 4.7% 1% False True 24,852
100 3.901 2.152 1.749 81.0% 0.098 4.5% 0% False True 20,604
120 4.162 2.152 2.010 93.1% 0.095 4.4% 0% False True 17,565
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.346
2.618 2.286
1.618 2.249
1.000 2.226
0.618 2.212
HIGH 2.189
0.618 2.175
0.500 2.171
0.382 2.166
LOW 2.152
0.618 2.129
1.000 2.115
1.618 2.092
2.618 2.055
4.250 1.995
Fisher Pivots for day following 18-Apr-2012
Pivot 1 day 3 day
R1 2.171 2.197
PP 2.167 2.184
S1 2.163 2.172

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

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