NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 20-Jun-2012
Day Change Summary
Previous Current
19-Jun-2012 20-Jun-2012 Change Change % Previous Week
Open 2.654 2.559 -0.095 -3.6% 2.262
High 2.671 2.679 0.008 0.3% 2.557
Low 2.506 2.503 -0.003 -0.1% 2.168
Close 2.545 2.519 -0.026 -1.0% 2.467
Range 0.165 0.176 0.011 6.7% 0.389
ATR 0.136 0.139 0.003 2.1% 0.000
Volume 142,456 145,103 2,647 1.9% 759,620
Daily Pivots for day following 20-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.095 2.983 2.616
R3 2.919 2.807 2.567
R2 2.743 2.743 2.551
R1 2.631 2.631 2.535 2.599
PP 2.567 2.567 2.567 2.551
S1 2.455 2.455 2.503 2.423
S2 2.391 2.391 2.487
S3 2.215 2.279 2.471
S4 2.039 2.103 2.422
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 2.679 2.168 0.511 20.3% 0.203 8.1% 69% True False 169,111
10 2.679 2.168 0.511 20.3% 0.152 6.0% 69% True False 152,252
20 2.809 2.168 0.641 25.4% 0.134 5.3% 55% False False 139,616
40 2.838 2.166 0.672 26.7% 0.132 5.2% 53% False False 101,888
60 2.838 2.096 0.742 29.5% 0.111 4.4% 57% False False 85,816
80 2.890 2.096 0.794 31.5% 0.104 4.1% 53% False False 69,837
100 3.124 2.096 1.028 40.8% 0.107 4.3% 41% False False 60,053
120 3.375 2.096 1.279 50.8% 0.112 4.4% 33% False False 52,230
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.427
2.618 3.140
1.618 2.964
1.000 2.855
0.618 2.788
HIGH 2.679
0.618 2.612
0.500 2.591
0.382 2.570
LOW 2.503
0.618 2.394
1.000 2.327
1.618 2.218
2.618 2.042
4.250 1.755
Fisher Pivots for day following 20-Jun-2012
Pivot 1 day 3 day
R1 2.591 2.569
PP 2.567 2.552
S1 2.543 2.536

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

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