NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 08-Jun-2012
Day Change Summary
Previous Current
07-Jun-2012 08-Jun-2012 Change Change % Previous Week
Open 2.421 2.276 -0.145 -6.0% 2.330
High 2.439 2.323 -0.116 -4.8% 2.487
Low 2.263 2.231 -0.032 -1.4% 2.231
Close 2.274 2.299 0.025 1.1% 2.299
Range 0.176 0.092 -0.084 -47.7% 0.256
ATR 0.121 0.119 -0.002 -1.7% 0.000
Volume 174,232 132,892 -41,340 -23.7% 686,988
Daily Pivots for day following 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 2.560 2.522 2.350
R3 2.468 2.430 2.324
R2 2.376 2.376 2.316
R1 2.338 2.338 2.307 2.357
PP 2.284 2.284 2.284 2.294
S1 2.246 2.246 2.291 2.265
S2 2.192 2.192 2.282
S3 2.100 2.154 2.274
S4 2.008 2.062 2.248
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.107 2.959 2.440
R3 2.851 2.703 2.369
R2 2.595 2.595 2.346
R1 2.447 2.447 2.322 2.393
PP 2.339 2.339 2.339 2.312
S1 2.191 2.191 2.276 2.137
S2 2.083 2.083 2.252
S3 1.827 1.935 2.229
S4 1.571 1.679 2.158
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.487 2.231 0.256 11.1% 0.115 5.0% 27% False True 137,397
10 2.716 2.231 0.485 21.1% 0.120 5.2% 14% False True 140,156
20 2.838 2.231 0.607 26.4% 0.126 5.5% 11% False True 108,357
40 2.838 2.096 0.742 32.3% 0.112 4.9% 27% False False 83,799
60 2.838 2.096 0.742 32.3% 0.100 4.4% 27% False False 68,384
80 3.104 2.096 1.008 43.8% 0.100 4.4% 20% False False 56,456
100 3.128 2.096 1.032 44.9% 0.108 4.7% 20% False False 49,366
120 3.496 2.096 1.400 60.9% 0.106 4.6% 15% False False 42,297
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.714
2.618 2.564
1.618 2.472
1.000 2.415
0.618 2.380
HIGH 2.323
0.618 2.288
0.500 2.277
0.382 2.266
LOW 2.231
0.618 2.174
1.000 2.139
1.618 2.082
2.618 1.990
4.250 1.840
Fisher Pivots for day following 08-Jun-2012
Pivot 1 day 3 day
R1 2.292 2.359
PP 2.284 2.339
S1 2.277 2.319

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

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