NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 27-Jun-2012
Day Change Summary
Previous Current
26-Jun-2012 27-Jun-2012 Change Change % Previous Week
Open 2.669 2.787 0.118 4.4% 2.467
High 2.786 2.946 0.160 5.7% 2.679
Low 2.648 2.730 0.082 3.1% 2.459
Close 2.767 2.774 0.007 0.3% 2.625
Range 0.138 0.216 0.078 56.5% 0.220
ATR 0.135 0.141 0.006 4.3% 0.000
Volume 70,233 11,722 -58,511 -83.3% 754,369
Daily Pivots for day following 27-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.465 3.335 2.893
R3 3.249 3.119 2.833
R2 3.033 3.033 2.814
R1 2.903 2.903 2.794 2.860
PP 2.817 2.817 2.817 2.795
S1 2.687 2.687 2.754 2.644
S2 2.601 2.601 2.734
S3 2.385 2.471 2.715
S4 2.169 2.255 2.655
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 2.946 2.505 0.441 15.9% 0.139 5.0% 61% True False 93,906
10 2.946 2.168 0.778 28.0% 0.171 6.2% 78% True False 131,509
20 2.946 2.168 0.778 28.0% 0.137 4.9% 78% True False 135,248
40 2.946 2.168 0.778 28.0% 0.133 4.8% 78% True False 106,735
60 2.946 2.096 0.850 30.6% 0.116 4.2% 80% True False 90,882
80 2.946 2.096 0.850 30.6% 0.106 3.8% 80% True False 74,539
100 3.104 2.096 1.008 36.3% 0.107 3.9% 67% False False 63,740
120 3.327 2.096 1.231 44.4% 0.113 4.1% 55% False False 55,961
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 3.864
2.618 3.511
1.618 3.295
1.000 3.162
0.618 3.079
HIGH 2.946
0.618 2.863
0.500 2.838
0.382 2.813
LOW 2.730
0.618 2.597
1.000 2.514
1.618 2.381
2.618 2.165
4.250 1.812
Fisher Pivots for day following 27-Jun-2012
Pivot 1 day 3 day
R1 2.838 2.795
PP 2.817 2.788
S1 2.795 2.781

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

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