NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 25-Apr-2012
Day Change Summary
Previous Current
24-Apr-2012 25-Apr-2012 Change Change % Previous Week
Open 2.212 2.181 -0.031 -1.4% 2.204
High 2.227 2.304 0.077 3.5% 2.241
Low 2.173 2.166 -0.007 -0.3% 2.096
Close 2.174 2.286 0.112 5.2% 2.134
Range 0.054 0.138 0.084 155.6% 0.145
ATR 0.072 0.077 0.005 6.5% 0.000
Volume 77,556 41,219 -36,337 -46.9% 258,545
Daily Pivots for day following 25-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.666 2.614 2.362
R3 2.528 2.476 2.324
R2 2.390 2.390 2.311
R1 2.338 2.338 2.299 2.364
PP 2.252 2.252 2.252 2.265
S1 2.200 2.200 2.273 2.226
S2 2.114 2.114 2.261
S3 1.976 2.062 2.248
S4 1.838 1.924 2.210
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.592 2.508 2.214
R3 2.447 2.363 2.174
R2 2.302 2.302 2.161
R1 2.218 2.218 2.147 2.188
PP 2.157 2.157 2.157 2.142
S1 2.073 2.073 2.121 2.043
S2 2.012 2.012 2.107
S3 1.867 1.928 2.094
S4 1.722 1.783 2.054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.304 2.096 0.208 9.1% 0.079 3.4% 91% True False 51,381
10 2.304 2.096 0.208 9.1% 0.067 2.9% 91% True False 61,492
20 2.543 2.096 0.447 19.6% 0.073 3.2% 43% False False 54,766
40 2.858 2.096 0.762 33.3% 0.076 3.3% 25% False False 38,466
60 3.104 2.096 1.008 44.1% 0.091 4.0% 19% False False 32,567
80 3.368 2.096 1.272 55.6% 0.102 4.5% 15% False False 27,875
100 3.868 2.096 1.772 77.5% 0.097 4.2% 11% False False 23,059
120 4.060 2.096 1.964 85.9% 0.094 4.1% 10% False False 19,629
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 0.015
Widest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 2.891
2.618 2.665
1.618 2.527
1.000 2.442
0.618 2.389
HIGH 2.304
0.618 2.251
0.500 2.235
0.382 2.219
LOW 2.166
0.618 2.081
1.000 2.028
1.618 1.943
2.618 1.805
4.250 1.580
Fisher Pivots for day following 25-Apr-2012
Pivot 1 day 3 day
R1 2.269 2.262
PP 2.252 2.237
S1 2.235 2.213

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

View Archives - Comment on this page... - Back to Index of Symbols