NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 12-Jun-2012
Day Change Summary
Previous Current
11-Jun-2012 12-Jun-2012 Change Change % Previous Week
Open 2.262 2.206 -0.056 -2.5% 2.330
High 2.285 2.272 -0.013 -0.6% 2.487
Low 2.198 2.173 -0.025 -1.1% 2.231
Close 2.218 2.232 0.014 0.6% 2.299
Range 0.087 0.099 0.012 13.8% 0.256
ATR 0.118 0.117 -0.001 -1.2% 0.000
Volume 111,231 141,607 30,376 27.3% 686,988
Daily Pivots for day following 12-Jun-2012
Classic Woodie Camarilla DeMark
R4 2.523 2.476 2.286
R3 2.424 2.377 2.259
R2 2.325 2.325 2.250
R1 2.278 2.278 2.241 2.302
PP 2.226 2.226 2.226 2.237
S1 2.179 2.179 2.223 2.203
S2 2.127 2.127 2.214
S3 2.028 2.080 2.205
S4 1.929 1.981 2.178
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 2.173 0.314 14.1% 0.109 4.9% 19% False True 138,087
10 2.508 2.173 0.335 15.0% 0.110 4.9% 18% False True 140,334
20 2.838 2.173 0.665 29.8% 0.126 5.7% 9% False True 113,455
40 2.838 2.096 0.742 33.2% 0.114 5.1% 18% False False 85,372
60 2.838 2.096 0.742 33.2% 0.101 4.5% 18% False False 71,673
80 3.104 2.096 1.008 45.2% 0.100 4.5% 13% False False 59,044
100 3.128 2.096 1.032 46.2% 0.108 4.8% 13% False False 51,581
120 3.496 2.096 1.400 62.7% 0.106 4.8% 10% False False 44,353
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.693
2.618 2.531
1.618 2.432
1.000 2.371
0.618 2.333
HIGH 2.272
0.618 2.234
0.500 2.223
0.382 2.211
LOW 2.173
0.618 2.112
1.000 2.074
1.618 2.013
2.618 1.914
4.250 1.752
Fisher Pivots for day following 12-Jun-2012
Pivot 1 day 3 day
R1 2.229 2.248
PP 2.226 2.243
S1 2.223 2.237

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

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