NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 11-May-2012
Day Change Summary
Previous Current
10-May-2012 11-May-2012 Change Change % Previous Week
Open 2.604 2.615 0.011 0.4% 2.451
High 2.663 2.671 0.008 0.3% 2.671
Low 2.561 2.594 0.033 1.3% 2.431
Close 2.628 2.641 0.013 0.5% 2.641
Range 0.102 0.077 -0.025 -24.5% 0.240
ATR 0.098 0.096 -0.001 -1.5% 0.000
Volume 51,631 40,616 -11,015 -21.3% 202,775
Daily Pivots for day following 11-May-2012
Classic Woodie Camarilla DeMark
R4 2.866 2.831 2.683
R3 2.789 2.754 2.662
R2 2.712 2.712 2.655
R1 2.677 2.677 2.648 2.695
PP 2.635 2.635 2.635 2.644
S1 2.600 2.600 2.634 2.618
S2 2.558 2.558 2.627
S3 2.481 2.523 2.620
S4 2.404 2.446 2.599
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 3.301 3.211 2.773
R3 3.061 2.971 2.707
R2 2.821 2.821 2.685
R1 2.731 2.731 2.663 2.776
PP 2.581 2.581 2.581 2.604
S1 2.491 2.491 2.619 2.536
S2 2.341 2.341 2.597
S3 2.101 2.251 2.575
S4 1.861 2.011 2.509
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.671 2.431 0.240 9.1% 0.103 3.9% 88% True False 40,555
10 2.671 2.332 0.339 12.8% 0.111 4.2% 91% True False 36,166
20 2.671 2.175 0.496 18.8% 0.092 3.5% 94% True False 30,958
40 2.759 2.175 0.584 22.1% 0.083 3.1% 80% False False 24,165
60 3.137 2.175 0.962 36.4% 0.087 3.3% 48% False False 19,651
80 3.148 2.175 0.973 36.8% 0.100 3.8% 48% False False 18,161
100 3.522 2.175 1.347 51.0% 0.097 3.7% 35% False False 15,375
120 3.927 2.175 1.752 66.3% 0.094 3.6% 27% False False 13,236
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.026
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2.998
2.618 2.873
1.618 2.796
1.000 2.748
0.618 2.719
HIGH 2.671
0.618 2.642
0.500 2.633
0.382 2.623
LOW 2.594
0.618 2.546
1.000 2.517
1.618 2.469
2.618 2.392
4.250 2.267
Fisher Pivots for day following 11-May-2012
Pivot 1 day 3 day
R1 2.638 2.631
PP 2.635 2.622
S1 2.633 2.612

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

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