NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 13-Jun-2012

Day Change Summary
	Previous	Current
	12-Jun-2012	13-Jun-2012	Change	Change %	Previous Week
Open	2.250	2.268	0.018	0.8%	2.407
High	2.322	2.282	-0.040	-1.7%	2.534
Low	2.217	2.232	0.015	0.7%	2.283
Close	2.287	2.236	-0.051	-2.2%	2.344
Range	0.105	0.050	-0.055	-52.4%	0.251
ATR	0.114	0.109	-0.004	-3.7%	0.000
Volume	51,361	75,543	24,182	47.1%	244,838

Daily Pivots for day following 13-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.400	2.368	2.264
R3	2.350	2.318	2.250
R2	2.300	2.300	2.245
R1	2.268	2.268	2.241	2.259
PP	2.250	2.250	2.250	2.246
S1	2.218	2.218	2.231	2.209
S2	2.200	2.200	2.227
S3	2.150	2.168	2.222
S4	2.100	2.118	2.209

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	2.493	2.217	0.276	12.3%	0.099	4.4%	7%	False	False	64,775
10	2.553	2.217	0.336	15.0%	0.100	4.5%	6%	False	False	52,732
20	2.881	2.217	0.664	29.7%	0.118	5.3%	3%	False	False	44,516
40	2.881	2.175	0.706	31.6%	0.108	4.8%	9%	False	False	39,141
60	2.881	2.175	0.706	31.6%	0.096	4.3%	9%	False	False	32,198
80	3.134	2.175	0.959	42.9%	0.094	4.2%	6%	False	False	26,825
100	3.148	2.175	0.973	43.5%	0.103	4.6%	6%	False	False	24,321
120	3.522	2.175	1.347	60.2%	0.102	4.5%	5%	False	False	21,050

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.030
Narrowest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	2.495
2.618	2.413
1.618	2.363
1.000	2.332
0.618	2.313
HIGH	2.282
0.618	2.263
0.500	2.257
0.382	2.251
LOW	2.232
0.618	2.201
1.000	2.182
1.618	2.151
2.618	2.101
4.250	2.020

Fisher Pivots for day following 13-Jun-2012
Pivot	1 day	3 day
R1	2.257	2.272
PP	2.250	2.260
S1	2.243	2.248

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols