NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 22-May-2012
Day Change Summary
Previous Current
21-May-2012 22-May-2012 Change Change % Previous Week
Open 2.862 2.764 -0.098 -3.4% 2.630
High 2.866 2.841 -0.025 -0.9% 2.881
Low 2.717 2.701 -0.016 -0.6% 2.524
Close 2.734 2.817 0.083 3.0% 2.866
Range 0.149 0.140 -0.009 -6.0% 0.357
ATR 0.112 0.114 0.002 1.8% 0.000
Volume 47,015 34,294 -12,721 -27.1% 208,769
Daily Pivots for day following 22-May-2012
Classic Woodie Camarilla DeMark
R4 3.206 3.152 2.894
R3 3.066 3.012 2.856
R2 2.926 2.926 2.843
R1 2.872 2.872 2.830 2.899
PP 2.786 2.786 2.786 2.800
S1 2.732 2.732 2.804 2.759
S2 2.646 2.646 2.791
S3 2.506 2.592 2.779
S4 2.366 2.452 2.740
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 3.828 3.704 3.062
R3 3.471 3.347 2.964
R2 3.114 3.114 2.931
R1 2.990 2.990 2.899 3.052
PP 2.757 2.757 2.757 2.788
S1 2.633 2.633 2.833 2.695
S2 2.400 2.400 2.801
S3 2.043 2.276 2.768
S4 1.686 1.919 2.670
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.881 2.620 0.261 9.3% 0.147 5.2% 75% False False 37,873
10 2.881 2.524 0.357 12.7% 0.124 4.4% 82% False False 43,229
20 2.881 2.242 0.639 22.7% 0.122 4.3% 90% False False 36,799
40 2.881 2.175 0.706 25.1% 0.094 3.3% 91% False False 29,593
60 2.921 2.175 0.746 26.5% 0.089 3.2% 86% False False 23,442
80 3.148 2.175 0.973 34.5% 0.097 3.4% 66% False False 20,905
100 3.393 2.175 1.218 43.2% 0.102 3.6% 53% False False 18,142
120 3.893 2.175 1.718 61.0% 0.097 3.4% 37% False False 15,544
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.032
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.436
2.618 3.208
1.618 3.068
1.000 2.981
0.618 2.928
HIGH 2.841
0.618 2.788
0.500 2.771
0.382 2.754
LOW 2.701
0.618 2.614
1.000 2.561
1.618 2.474
2.618 2.334
4.250 2.106
Fisher Pivots for day following 22-May-2012
Pivot 1 day 3 day
R1 2.802 2.808
PP 2.786 2.800
S1 2.771 2.791

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

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