NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 16-Apr-2012
Day Change Summary
Previous Current
13-Apr-2012 16-Apr-2012 Change Change % Previous Week
Open 2.301 2.288 -0.013 -0.6% 2.402
High 2.306 2.319 0.013 0.6% 2.450
Low 2.274 2.273 -0.001 0.0% 2.274
Close 2.287 2.305 0.018 0.8% 2.287
Range 0.032 0.046 0.014 43.8% 0.176
ATR 0.079 0.077 -0.002 -3.0% 0.000
Volume 35,046 27,190 -7,856 -22.4% 133,697
Daily Pivots for day following 16-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.437 2.417 2.330
R3 2.391 2.371 2.318
R2 2.345 2.345 2.313
R1 2.325 2.325 2.309 2.335
PP 2.299 2.299 2.299 2.304
S1 2.279 2.279 2.301 2.289
S2 2.253 2.253 2.297
S3 2.207 2.233 2.292
S4 2.161 2.187 2.280
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.865 2.752 2.384
R3 2.689 2.576 2.335
R2 2.513 2.513 2.319
R1 2.400 2.400 2.303 2.369
PP 2.337 2.337 2.337 2.321
S1 2.224 2.224 2.271 2.193
S2 2.161 2.161 2.255
S3 1.985 2.048 2.239
S4 1.809 1.872 2.190
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.450 2.273 0.177 7.7% 0.062 2.7% 18% False True 27,556
10 2.550 2.273 0.277 12.0% 0.068 3.0% 12% False True 25,116
20 2.759 2.273 0.486 21.1% 0.073 3.2% 7% False True 17,857
40 3.137 2.273 0.864 37.5% 0.083 3.6% 4% False True 14,413
60 3.148 2.273 0.875 38.0% 0.101 4.4% 4% False True 14,237
80 3.522 2.273 1.249 54.2% 0.098 4.3% 3% False True 11,805
100 3.927 2.273 1.654 71.8% 0.094 4.1% 2% False True 9,936
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.515
2.618 2.439
1.618 2.393
1.000 2.365
0.618 2.347
HIGH 2.319
0.618 2.301
0.500 2.296
0.382 2.291
LOW 2.273
0.618 2.245
1.000 2.227
1.618 2.199
2.618 2.153
4.250 2.078
Fisher Pivots for day following 16-Apr-2012
Pivot 1 day 3 day
R1 2.302 2.329
PP 2.299 2.321
S1 2.296 2.313

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

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