NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 15-May-2012
Day Change Summary
Previous Current
14-May-2012 15-May-2012 Change Change % Previous Week
Open 2.572 2.493 -0.079 -3.1% 2.370
High 2.603 2.592 -0.011 -0.4% 2.613
Low 2.491 2.458 -0.033 -1.3% 2.362
Close 2.505 2.568 0.063 2.5% 2.589
Range 0.112 0.134 0.022 19.6% 0.251
ATR 0.102 0.104 0.002 2.2% 0.000
Volume 80,922 55,878 -25,044 -30.9% 319,593
Daily Pivots for day following 15-May-2012
Classic Woodie Camarilla DeMark
R4 2.941 2.889 2.642
R3 2.807 2.755 2.605
R2 2.673 2.673 2.593
R1 2.621 2.621 2.580 2.647
PP 2.539 2.539 2.539 2.553
S1 2.487 2.487 2.556 2.513
S2 2.405 2.405 2.543
S3 2.271 2.353 2.531
S4 2.137 2.219 2.494
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 3.274 3.183 2.727
R3 3.023 2.932 2.658
R2 2.772 2.772 2.635
R1 2.681 2.681 2.612 2.727
PP 2.521 2.521 2.521 2.544
S1 2.430 2.430 2.566 2.476
S2 2.270 2.270 2.543
S3 2.019 2.179 2.520
S4 1.768 1.928 2.451
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.613 2.458 0.155 6.0% 0.107 4.2% 71% False True 73,190
10 2.613 2.338 0.275 10.7% 0.117 4.6% 84% False False 62,406
20 2.613 2.096 0.517 20.1% 0.106 4.1% 91% False False 57,978
40 2.682 2.096 0.586 22.8% 0.089 3.5% 81% False False 51,734
60 3.097 2.096 1.001 39.0% 0.090 3.5% 47% False False 41,470
80 3.128 2.096 1.032 40.2% 0.104 4.0% 46% False False 36,617
100 3.496 2.096 1.400 54.5% 0.103 4.0% 34% False False 31,066
120 3.901 2.096 1.805 70.3% 0.099 3.9% 26% False False 26,493
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.162
2.618 2.943
1.618 2.809
1.000 2.726
0.618 2.675
HIGH 2.592
0.618 2.541
0.500 2.525
0.382 2.509
LOW 2.458
0.618 2.375
1.000 2.324
1.618 2.241
2.618 2.107
4.250 1.889
Fisher Pivots for day following 15-May-2012
Pivot 1 day 3 day
R1 2.554 2.557
PP 2.539 2.546
S1 2.525 2.536

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

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