NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 07-Jun-2012
Day Change Summary
Previous Current
06-Jun-2012 07-Jun-2012 Change Change % Previous Week
Open 2.446 2.421 -0.025 -1.0% 2.616
High 2.487 2.439 -0.048 -1.9% 2.621
Low 2.397 2.263 -0.134 -5.6% 2.313
Close 2.421 2.274 -0.147 -6.1% 2.326
Range 0.090 0.176 0.086 95.6% 0.308
ATR 0.117 0.121 0.004 3.6% 0.000
Volume 130,474 174,232 43,758 33.5% 604,267
Daily Pivots for day following 07-Jun-2012
Classic Woodie Camarilla DeMark
R4 2.853 2.740 2.371
R3 2.677 2.564 2.322
R2 2.501 2.501 2.306
R1 2.388 2.388 2.290 2.357
PP 2.325 2.325 2.325 2.310
S1 2.212 2.212 2.258 2.181
S2 2.149 2.149 2.242
S3 1.973 2.036 2.226
S4 1.797 1.860 2.177
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.344 3.143 2.495
R3 3.036 2.835 2.411
R2 2.728 2.728 2.382
R1 2.527 2.527 2.354 2.474
PP 2.420 2.420 2.420 2.393
S1 2.219 2.219 2.298 2.166
S2 2.112 2.112 2.270
S3 1.804 1.911 2.241
S4 1.496 1.603 2.157
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.487 2.263 0.224 9.9% 0.117 5.1% 5% False True 139,342
10 2.809 2.263 0.546 24.0% 0.123 5.4% 2% False True 134,992
20 2.838 2.263 0.575 25.3% 0.127 5.6% 2% False True 105,493
40 2.838 2.096 0.742 32.6% 0.111 4.9% 24% False False 82,524
60 2.838 2.096 0.742 32.6% 0.100 4.4% 24% False False 66,577
80 3.104 2.096 1.008 44.3% 0.100 4.4% 18% False False 55,123
100 3.128 2.096 1.032 45.4% 0.109 4.8% 17% False False 48,191
120 3.496 2.096 1.400 61.6% 0.105 4.6% 13% False False 41,223
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 3.187
2.618 2.900
1.618 2.724
1.000 2.615
0.618 2.548
HIGH 2.439
0.618 2.372
0.500 2.351
0.382 2.330
LOW 2.263
0.618 2.154
1.000 2.087
1.618 1.978
2.618 1.802
4.250 1.515
Fisher Pivots for day following 07-Jun-2012
Pivot 1 day 3 day
R1 2.351 2.375
PP 2.325 2.341
S1 2.300 2.308

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

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