NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 11-Jun-2012
Day Change Summary
Previous Current
08-Jun-2012 11-Jun-2012 Change Change % Previous Week
Open 2.328 2.305 -0.023 -1.0% 2.407
High 2.366 2.327 -0.039 -1.6% 2.534
Low 2.283 2.245 -0.038 -1.7% 2.283
Close 2.344 2.263 -0.081 -3.5% 2.344
Range 0.083 0.082 -0.001 -1.2% 0.251
ATR 0.115 0.114 -0.001 -1.0% 0.000
Volume 74,917 65,758 -9,159 -12.2% 244,838
Daily Pivots for day following 11-Jun-2012
Classic Woodie Camarilla DeMark
R4 2.524 2.476 2.308
R3 2.442 2.394 2.286
R2 2.360 2.360 2.278
R1 2.312 2.312 2.271 2.295
PP 2.278 2.278 2.278 2.270
S1 2.230 2.230 2.255 2.213
S2 2.196 2.196 2.248
S3 2.114 2.148 2.240
S4 2.032 2.066 2.218
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 2.245 0.289 12.8% 0.103 4.5% 6% False True 53,729
10 2.668 2.245 0.423 18.7% 0.111 4.9% 4% False True 47,101
20 2.881 2.245 0.636 28.1% 0.122 5.4% 3% False True 43,206
40 2.881 2.175 0.706 31.2% 0.107 4.7% 12% False False 37,082
60 2.881 2.175 0.706 31.2% 0.096 4.2% 12% False False 30,512
80 3.137 2.175 0.962 42.5% 0.095 4.2% 9% False False 25,540
100 3.148 2.175 0.973 43.0% 0.104 4.6% 9% False False 23,170
120 3.522 2.175 1.347 59.5% 0.101 4.5% 7% False False 20,013
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 0.029
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 2.676
2.618 2.542
1.618 2.460
1.000 2.409
0.618 2.378
HIGH 2.327
0.618 2.296
0.500 2.286
0.382 2.276
LOW 2.245
0.618 2.194
1.000 2.163
1.618 2.112
2.618 2.030
4.250 1.897
Fisher Pivots for day following 11-Jun-2012
Pivot 1 day 3 day
R1 2.286 2.369
PP 2.278 2.334
S1 2.271 2.298

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

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