NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 29-May-2012
Day Change Summary
Previous Current
25-May-2012 29-May-2012 Change Change % Previous Week
Open 2.753 2.667 -0.086 -3.1% 2.862
High 2.758 2.668 -0.090 -3.3% 2.866
Low 2.628 2.522 -0.106 -4.0% 2.628
Close 2.678 2.540 -0.138 -5.2% 2.678
Range 0.130 0.146 0.016 12.3% 0.238
ATR 0.116 0.118 0.003 2.5% 0.000
Volume 36,213 31,736 -4,477 -12.4% 184,349
Daily Pivots for day following 29-May-2012
Classic Woodie Camarilla DeMark
R4 3.015 2.923 2.620
R3 2.869 2.777 2.580
R2 2.723 2.723 2.567
R1 2.631 2.631 2.553 2.604
PP 2.577 2.577 2.577 2.563
S1 2.485 2.485 2.527 2.458
S2 2.431 2.431 2.513
S3 2.285 2.339 2.500
S4 2.139 2.193 2.460
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 3.438 3.296 2.809
R3 3.200 3.058 2.743
R2 2.962 2.962 2.722
R1 2.820 2.820 2.700 2.772
PP 2.724 2.724 2.724 2.700
S1 2.582 2.582 2.656 2.534
S2 2.486 2.486 2.634
S3 2.248 2.344 2.613
S4 2.010 2.106 2.547
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.850 2.522 0.328 12.9% 0.129 5.1% 5% False True 33,814
10 2.881 2.522 0.359 14.1% 0.136 5.4% 5% False True 35,968
20 2.881 2.409 0.472 18.6% 0.121 4.8% 28% False False 38,266
40 2.881 2.175 0.706 27.8% 0.099 3.9% 52% False False 31,700
60 2.881 2.175 0.706 27.8% 0.091 3.6% 52% False False 25,075
80 3.137 2.175 0.962 37.9% 0.096 3.8% 38% False False 21,986
100 3.345 2.175 1.170 46.1% 0.104 4.1% 31% False False 19,377
120 3.755 2.175 1.580 62.2% 0.098 3.9% 23% False False 16,590
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.289
2.618 3.050
1.618 2.904
1.000 2.814
0.618 2.758
HIGH 2.668
0.618 2.612
0.500 2.595
0.382 2.578
LOW 2.522
0.618 2.432
1.000 2.376
1.618 2.286
2.618 2.140
4.250 1.902
Fisher Pivots for day following 29-May-2012
Pivot 1 day 3 day
R1 2.595 2.686
PP 2.577 2.637
S1 2.558 2.589

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

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