NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 28-Jun-2012

Day Change Summary
	Previous	Current
	27-Jun-2012	28-Jun-2012	Change	Change %	Previous Week
Open	2.817	2.765	-0.052	-1.8%	2.508
High	2.975	2.846	-0.129	-4.3%	2.709
Low	2.755	2.659	-0.096	-3.5%	2.508
Close	2.798	2.722	-0.076	-2.7%	2.668
Range	0.220	0.187	-0.033	-15.0%	0.201
ATR	0.139	0.142	0.003	2.5%	0.000
Volume	230,318	167,779	-62,539	-27.2%	380,062

Daily Pivots for day following 28-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.303	3.200	2.825
R3	3.116	3.013	2.773
R2	2.929	2.929	2.756
R1	2.826	2.826	2.739	2.784
PP	2.742	2.742	2.742	2.722
S1	2.639	2.639	2.705	2.597
S2	2.555	2.555	2.688
S3	2.368	2.452	2.671
S4	2.181	2.265	2.619

Weekly Pivots for week ending 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.231	3.151	2.779
R3	3.030	2.950	2.723
R2	2.829	2.829	2.705
R1	2.749	2.749	2.686	2.789
PP	2.628	2.628	2.628	2.649
S1	2.548	2.548	2.650	2.588
S2	2.427	2.427	2.631
S3	2.226	2.347	2.613
S4	2.025	2.146	2.557

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.975	2.577	0.398	14.6%	0.151	5.5%	36%	False	False	131,472
10	2.975	2.489	0.486	17.9%	0.152	5.6%	48%	False	False	105,953
20	2.975	2.215	0.760	27.9%	0.138	5.1%	67%	False	False	81,017
40	2.975	2.215	0.760	27.9%	0.130	4.8%	67%	False	False	60,014
60	2.975	2.175	0.800	29.4%	0.113	4.2%	68%	False	False	48,651
80	2.975	2.175	0.800	29.4%	0.104	3.8%	68%	False	False	39,756
100	3.137	2.175	0.962	35.3%	0.104	3.8%	57%	False	False	34,214
120	3.330	2.175	1.155	42.4%	0.110	4.0%	47%	False	False	30,213

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.035
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.641
2.618	3.336
1.618	3.149
1.000	3.033
0.618	2.962
HIGH	2.846
0.618	2.775
0.500	2.753
0.382	2.730
LOW	2.659
0.618	2.543
1.000	2.472
1.618	2.356
2.618	2.169
4.250	1.864

Fisher Pivots for day following 28-Jun-2012
Pivot	1 day	3 day
R1	2.753	2.817
PP	2.742	2.785
S1	2.732	2.754

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