NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 08-Jun-2012
Day Change Summary
Previous Current
07-Jun-2012 08-Jun-2012 Change Change % Previous Week
Open 2.468 2.328 -0.140 -5.7% 2.407
High 2.493 2.366 -0.127 -5.1% 2.534
Low 2.318 2.283 -0.035 -1.5% 2.283
Close 2.327 2.344 0.017 0.7% 2.344
Range 0.175 0.083 -0.092 -52.6% 0.251
ATR 0.118 0.115 -0.002 -2.1% 0.000
Volume 56,298 74,917 18,619 33.1% 244,838
Daily Pivots for day following 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 2.580 2.545 2.390
R3 2.497 2.462 2.367
R2 2.414 2.414 2.359
R1 2.379 2.379 2.352 2.397
PP 2.331 2.331 2.331 2.340
S1 2.296 2.296 2.336 2.314
S2 2.248 2.248 2.329
S3 2.165 2.213 2.321
S4 2.082 2.130 2.298
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.140 2.993 2.482
R3 2.889 2.742 2.413
R2 2.638 2.638 2.390
R1 2.491 2.491 2.367 2.439
PP 2.387 2.387 2.387 2.361
S1 2.240 2.240 2.321 2.188
S2 2.136 2.136 2.298
S3 1.885 1.989 2.275
S4 1.634 1.738 2.206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.534 2.283 0.251 10.7% 0.110 4.7% 24% False True 48,967
10 2.758 2.283 0.475 20.3% 0.116 4.9% 13% False True 44,146
20 2.881 2.283 0.598 25.5% 0.121 5.2% 10% False True 41,949
40 2.881 2.175 0.706 30.1% 0.106 4.5% 24% False False 36,314
60 2.881 2.175 0.706 30.1% 0.096 4.1% 24% False False 29,656
80 3.137 2.175 0.962 41.0% 0.096 4.1% 18% False False 24,933
100 3.148 2.175 0.973 41.5% 0.104 4.4% 17% False False 22,613
120 3.522 2.175 1.347 57.5% 0.101 4.3% 13% False False 19,481
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.027
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 2.719
2.618 2.583
1.618 2.500
1.000 2.449
0.618 2.417
HIGH 2.366
0.618 2.334
0.500 2.325
0.382 2.315
LOW 2.283
0.618 2.232
1.000 2.200
1.618 2.149
2.618 2.066
4.250 1.930
Fisher Pivots for day following 08-Jun-2012
Pivot 1 day 3 day
R1 2.338 2.409
PP 2.331 2.387
S1 2.325 2.366

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

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