NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 14-May-2012
Day Change Summary
Previous Current
11-May-2012 14-May-2012 Change Change % Previous Week
Open 2.615 2.630 0.015 0.6% 2.451
High 2.671 2.657 -0.014 -0.5% 2.671
Low 2.594 2.550 -0.044 -1.7% 2.431
Close 2.641 2.562 -0.079 -3.0% 2.641
Range 0.077 0.107 0.030 39.0% 0.240
ATR 0.096 0.097 0.001 0.8% 0.000
Volume 40,616 65,171 24,555 60.5% 202,775
Daily Pivots for day following 14-May-2012
Classic Woodie Camarilla DeMark
R4 2.911 2.843 2.621
R3 2.804 2.736 2.591
R2 2.697 2.697 2.582
R1 2.629 2.629 2.572 2.610
PP 2.590 2.590 2.590 2.580
S1 2.522 2.522 2.552 2.503
S2 2.483 2.483 2.542
S3 2.376 2.415 2.533
S4 2.269 2.308 2.503
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 9.4% 0.111 4.3% 55% False False 47,064
10 2.671 2.409 0.262 10.2% 0.105 4.1% 58% False False 40,563
20 2.671 2.175 0.496 19.4% 0.095 3.7% 78% False False 32,857
40 2.759 2.175 0.584 22.8% 0.084 3.3% 66% False False 25,357
60 3.137 2.175 0.962 37.5% 0.087 3.4% 40% False False 20,561
80 3.148 2.175 0.973 38.0% 0.100 3.9% 40% False False 18,892
100 3.522 2.175 1.347 52.6% 0.098 3.8% 29% False False 16,016
120 3.927 2.175 1.752 68.4% 0.095 3.7% 22% False False 13,756
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.025
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.112
2.618 2.937
1.618 2.830
1.000 2.764
0.618 2.723
HIGH 2.657
0.618 2.616
0.500 2.604
0.382 2.591
LOW 2.550
0.618 2.484
1.000 2.443
1.618 2.377
2.618 2.270
4.250 2.095
Fisher Pivots for day following 14-May-2012
Pivot 1 day 3 day
R1 2.604 2.611
PP 2.590 2.594
S1 2.576 2.578

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

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