NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 19-Jun-2012
Day Change Summary
Previous Current
18-Jun-2012 19-Jun-2012 Change Change % Previous Week
Open 2.467 2.654 0.187 7.6% 2.262
High 2.658 2.671 0.013 0.5% 2.557
Low 2.459 2.506 0.047 1.9% 2.168
Close 2.658 2.545 -0.113 -4.3% 2.467
Range 0.199 0.165 -0.034 -17.1% 0.389
ATR 0.134 0.136 0.002 1.7% 0.000
Volume 168,225 142,456 -25,769 -15.3% 759,620
Daily Pivots for day following 19-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.069 2.972 2.636
R3 2.904 2.807 2.590
R2 2.739 2.739 2.575
R1 2.642 2.642 2.560 2.608
PP 2.574 2.574 2.574 2.557
S1 2.477 2.477 2.530 2.443
S2 2.409 2.409 2.515
S3 2.244 2.312 2.500
S4 2.079 2.147 2.454
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.564 3.405 2.681
R3 3.175 3.016 2.574
R2 2.786 2.786 2.538
R1 2.627 2.627 2.503 2.707
PP 2.397 2.397 2.397 2.437
S1 2.238 2.238 2.431 2.318
S2 2.008 2.008 2.396
S3 1.619 1.849 2.360
S4 1.230 1.460 2.253
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.671 2.168 0.503 19.8% 0.177 7.0% 75% True False 163,492
10 2.671 2.168 0.503 19.8% 0.143 5.6% 75% True False 150,789
20 2.809 2.168 0.641 25.2% 0.133 5.2% 59% False False 136,912
40 2.838 2.166 0.672 26.4% 0.129 5.1% 56% False False 100,200
60 2.838 2.096 0.742 29.2% 0.109 4.3% 61% False False 83,628
80 3.006 2.096 0.910 35.8% 0.103 4.1% 49% False False 68,126
100 3.124 2.096 1.028 40.4% 0.107 4.2% 44% False False 58,758
120 3.417 2.096 1.321 51.9% 0.111 4.3% 34% False False 51,035
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 0.026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.372
2.618 3.103
1.618 2.938
1.000 2.836
0.618 2.773
HIGH 2.671
0.618 2.608
0.500 2.589
0.382 2.569
LOW 2.506
0.618 2.404
1.000 2.341
1.618 2.239
2.618 2.074
4.250 1.805
Fisher Pivots for day following 19-Jun-2012
Pivot 1 day 3 day
R1 2.589 2.558
PP 2.574 2.553
S1 2.560 2.549

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

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