NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 23-Apr-2012
Day Change Summary
Previous Current
20-Apr-2012 23-Apr-2012 Change Change % Previous Week
Open 2.191 2.213 0.022 1.0% 2.288
High 2.212 2.287 0.075 3.4% 2.319
Low 2.175 2.195 0.020 0.9% 2.175
Close 2.211 2.270 0.059 2.7% 2.211
Range 0.037 0.092 0.055 148.6% 0.144
ATR 0.069 0.071 0.002 2.3% 0.000
Volume 26,407 20,032 -6,375 -24.1% 115,243
Daily Pivots for day following 23-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.527 2.490 2.321
R3 2.435 2.398 2.295
R2 2.343 2.343 2.287
R1 2.306 2.306 2.278 2.325
PP 2.251 2.251 2.251 2.260
S1 2.214 2.214 2.262 2.233
S2 2.159 2.159 2.253
S3 2.067 2.122 2.245
S4 1.975 2.030 2.219
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.667 2.583 2.290
R3 2.523 2.439 2.251
R2 2.379 2.379 2.237
R1 2.295 2.295 2.224 2.265
PP 2.235 2.235 2.235 2.220
S1 2.151 2.151 2.198 2.121
S2 2.091 2.091 2.185
S3 1.947 2.007 2.171
S4 1.803 1.863 2.132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.304 2.175 0.129 5.7% 0.056 2.5% 74% False False 21,617
10 2.450 2.175 0.275 12.1% 0.059 2.6% 35% False False 24,586
20 2.690 2.175 0.515 22.7% 0.068 3.0% 18% False False 20,792
40 3.040 2.175 0.865 38.1% 0.075 3.3% 11% False False 15,931
60 3.148 2.175 0.973 42.9% 0.090 4.0% 10% False False 15,187
80 3.449 2.175 1.274 56.1% 0.098 4.3% 7% False False 13,017
100 3.893 2.175 1.718 75.7% 0.092 4.1% 6% False False 10,927
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 0.013
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 2.678
2.618 2.528
1.618 2.436
1.000 2.379
0.618 2.344
HIGH 2.287
0.618 2.252
0.500 2.241
0.382 2.230
LOW 2.195
0.618 2.138
1.000 2.103
1.618 2.046
2.618 1.954
4.250 1.804
Fisher Pivots for day following 23-Apr-2012
Pivot 1 day 3 day
R1 2.260 2.257
PP 2.251 2.244
S1 2.241 2.231

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

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