NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 22-Jun-2012
Day Change Summary
Previous Current
21-Jun-2012 22-Jun-2012 Change Change % Previous Week
Open 2.525 2.582 0.057 2.3% 2.467
High 2.638 2.664 0.026 1.0% 2.679
Low 2.505 2.542 0.037 1.5% 2.459
Close 2.582 2.625 0.043 1.7% 2.625
Range 0.133 0.122 -0.011 -8.3% 0.220
ATR 0.138 0.137 -0.001 -0.8% 0.000
Volume 172,399 126,186 -46,213 -26.8% 754,369
Daily Pivots for day following 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 2.976 2.923 2.692
R3 2.854 2.801 2.659
R2 2.732 2.732 2.647
R1 2.679 2.679 2.636 2.706
PP 2.610 2.610 2.610 2.624
S1 2.557 2.557 2.614 2.584
S2 2.488 2.488 2.603
S3 2.366 2.435 2.591
S4 2.244 2.313 2.558
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.248 3.156 2.746
R3 3.028 2.936 2.686
R2 2.808 2.808 2.665
R1 2.716 2.716 2.645 2.762
PP 2.588 2.588 2.588 2.611
S1 2.496 2.496 2.605 2.542
S2 2.368 2.368 2.585
S3 2.148 2.276 2.565
S4 1.928 2.056 2.504
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.679 2.459 0.220 8.4% 0.159 6.1% 75% False False 150,873
10 2.679 2.168 0.511 19.5% 0.150 5.7% 89% False False 151,398
20 2.716 2.168 0.548 20.9% 0.135 5.2% 83% False False 145,777
40 2.838 2.168 0.670 25.5% 0.130 5.0% 68% False False 106,863
60 2.838 2.096 0.742 28.3% 0.113 4.3% 71% False False 89,796
80 2.838 2.096 0.742 28.3% 0.104 4.0% 71% False False 73,218
100 3.104 2.096 1.008 38.4% 0.107 4.1% 52% False False 62,758
120 3.368 2.096 1.272 48.5% 0.112 4.3% 42% False False 54,658
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.027
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.183
2.618 2.983
1.618 2.861
1.000 2.786
0.618 2.739
HIGH 2.664
0.618 2.617
0.500 2.603
0.382 2.589
LOW 2.542
0.618 2.467
1.000 2.420
1.618 2.345
2.618 2.223
4.250 2.024
Fisher Pivots for day following 22-Jun-2012
Pivot 1 day 3 day
R1 2.618 2.614
PP 2.610 2.602
S1 2.603 2.591

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

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