NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 03-Jul-2012

Day Change Summary
	Previous	Current
	02-Jul-2012	03-Jul-2012	Change	Change %	Previous Week
Open	2.804	2.844	0.040	1.4%	2.707
High	2.855	2.902	0.047	1.6%	2.975
Low	2.742	2.786	0.044	1.6%	2.659
Close	2.836	2.895	0.059	2.1%	2.770
Range	0.113	0.116	0.003	2.7%	0.316
ATR	0.138	0.137	-0.002	-1.2%	0.000
Volume	87,618	100,709	13,091	14.9%	715,595

Daily Pivots for day following 03-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.209	3.168	2.959
R3	3.093	3.052	2.927
R2	2.977	2.977	2.916
R1	2.936	2.936	2.906	2.957
PP	2.861	2.861	2.861	2.871
S1	2.820	2.820	2.884	2.841
S2	2.745	2.745	2.874
S3	2.629	2.704	2.863
S4	2.513	2.588	2.831

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	10.9%	0.150	5.2%	75%	False	False	145,592
10	2.975	2.538	0.437	15.1%	0.140	4.8%	82%	False	False	114,406
20	2.975	2.215	0.760	26.3%	0.140	4.8%	89%	False	False	91,146
40	2.975	2.215	0.760	26.3%	0.131	4.5%	89%	False	False	65,518
60	2.975	2.175	0.800	27.6%	0.115	4.0%	90%	False	False	53,006
80	2.975	2.175	0.800	27.6%	0.106	3.7%	90%	False	False	43,395
100	3.137	2.175	0.962	33.2%	0.103	3.6%	75%	False	False	36,887
120	3.148	2.175	0.973	33.6%	0.110	3.8%	74%	False	False	32,822

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.045
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.395
2.618	3.206
1.618	3.090
1.000	3.018
0.618	2.974
HIGH	2.902
0.618	2.858
0.500	2.844
0.382	2.830
LOW	2.786
0.618	2.714
1.000	2.670
1.618	2.598
2.618	2.482
4.250	2.293

Fisher Pivots for day following 03-Jul-2012
Pivot	1 day	3 day
R1	2.878	2.866
PP	2.861	2.838
S1	2.844	2.809

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