NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 08-May-2012
Day Change Summary
Previous Current
07-May-2012 08-May-2012 Change Change % Previous Week
Open 2.370 2.407 0.037 1.6% 2.304
High 2.452 2.544 0.092 3.8% 2.482
Low 2.366 2.362 -0.004 -0.2% 2.258
Close 2.422 2.475 0.053 2.2% 2.371
Range 0.086 0.182 0.096 111.6% 0.224
ATR 0.096 0.102 0.006 6.4% 0.000
Volume 43,825 46,617 2,792 6.4% 266,600
Daily Pivots for day following 08-May-2012
Classic Woodie Camarilla DeMark
R4 3.006 2.923 2.575
R3 2.824 2.741 2.525
R2 2.642 2.642 2.508
R1 2.559 2.559 2.492 2.601
PP 2.460 2.460 2.460 2.481
S1 2.377 2.377 2.458 2.419
S2 2.278 2.278 2.442
S3 2.096 2.195 2.425
S4 1.914 2.013 2.375
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 3.042 2.931 2.494
R3 2.818 2.707 2.433
R2 2.594 2.594 2.412
R1 2.483 2.483 2.392 2.539
PP 2.370 2.370 2.370 2.398
S1 2.259 2.259 2.350 2.315
S2 2.146 2.146 2.330
S3 1.922 2.035 2.309
S4 1.698 1.811 2.248
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.544 2.338 0.206 8.3% 0.128 5.2% 67% True False 51,623
10 2.544 2.166 0.378 15.3% 0.128 5.2% 82% True False 53,379
20 2.544 2.096 0.448 18.1% 0.094 3.8% 85% True False 59,541
40 2.705 2.096 0.609 24.6% 0.088 3.5% 62% False False 45,527
60 3.104 2.096 1.008 40.7% 0.090 3.6% 38% False False 37,267
80 3.128 2.096 1.032 41.7% 0.104 4.2% 37% False False 33,054
100 3.496 2.096 1.400 56.6% 0.101 4.1% 27% False False 27,565
120 3.901 2.096 1.805 72.9% 0.098 4.0% 21% False False 23,562
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 0.026
Widest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 3.318
2.618 3.020
1.618 2.838
1.000 2.726
0.618 2.656
HIGH 2.544
0.618 2.474
0.500 2.453
0.382 2.432
LOW 2.362
0.618 2.250
1.000 2.180
1.618 2.068
2.618 1.886
4.250 1.589
Fisher Pivots for day following 08-May-2012
Pivot 1 day 3 day
R1 2.468 2.467
PP 2.460 2.458
S1 2.453 2.450

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

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