NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 02-Jul-2012

Day Change Summary
	Previous	Current
	29-Jun-2012	02-Jul-2012	Change	Change %	Previous Week
Open	2.761	2.804	0.043	1.6%	2.707
High	2.832	2.855	0.023	0.8%	2.975
Low	2.716	2.742	0.026	1.0%	2.659
Close	2.770	2.836	0.066	2.4%	2.770
Range	0.116	0.113	-0.003	-2.6%	0.316
ATR	0.140	0.138	-0.002	-1.4%	0.000
Volume	141,539	87,618	-53,921	-38.1%	715,595

Daily Pivots for day following 02-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.150	3.106	2.898
R3	3.037	2.993	2.867
R2	2.924	2.924	2.857
R1	2.880	2.880	2.846	2.902
PP	2.811	2.811	2.811	2.822
S1	2.767	2.767	2.826	2.789
S2	2.698	2.698	2.815
S3	2.585	2.654	2.805
S4	2.472	2.541	2.774

Weekly Pivots for week ending 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.749	3.576	2.944
R3	3.433	3.260	2.857
R2	3.117	3.117	2.828
R1	2.944	2.944	2.799	3.031
PP	2.801	2.801	2.801	2.845
S1	2.628	2.628	2.741	2.715
S2	2.485	2.485	2.712
S3	2.169	2.312	2.683
S4	1.853	1.996	2.596

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.975	2.659	0.316	11.1%	0.154	5.4%	56%	False	False	145,235
10	2.975	2.536	0.439	15.5%	0.146	5.1%	68%	False	False	110,944
20	2.975	2.215	0.760	26.8%	0.139	4.9%	82%	False	False	87,720
40	2.975	2.215	0.760	26.8%	0.130	4.6%	82%	False	False	63,816
60	2.975	2.175	0.800	28.2%	0.115	4.0%	83%	False	False	51,712
80	2.975	2.175	0.800	28.2%	0.105	3.7%	83%	False	False	42,305
100	3.137	2.175	0.962	33.9%	0.104	3.7%	69%	False	False	36,072
120	3.232	2.175	1.057	37.3%	0.111	3.9%	63%	False	False	32,051

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.042
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.335
2.618	3.151
1.618	3.038
1.000	2.968
0.618	2.925
HIGH	2.855
0.618	2.812
0.500	2.799
0.382	2.785
LOW	2.742
0.618	2.672
1.000	2.629
1.618	2.559
2.618	2.446
4.250	2.262

Fisher Pivots for day following 02-Jul-2012
Pivot	1 day	3 day
R1	2.824	2.810
PP	2.811	2.783
S1	2.799	2.757

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