NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 10-Jul-2012
Day Change Summary
Previous Current
09-Jul-2012 10-Jul-2012 Change Change % Previous Week
Open 2.781 2.880 0.099 3.6% 2.804
High 2.896 2.915 0.019 0.7% 3.060
Low 2.776 2.734 -0.042 -1.5% 2.742
Close 2.883 2.737 -0.146 -5.1% 2.788
Range 0.120 0.181 0.061 50.8% 0.318
ATR 0.143 0.146 0.003 1.9% 0.000
Volume 109,965 137,559 27,594 25.1% 386,924
Daily Pivots for day following 10-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.338 3.219 2.837
R3 3.157 3.038 2.787
R2 2.976 2.976 2.770
R1 2.857 2.857 2.754 2.826
PP 2.795 2.795 2.795 2.780
S1 2.676 2.676 2.720 2.645
S2 2.614 2.614 2.704
S3 2.433 2.495 2.687
S4 2.252 2.314 2.637
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.817 3.621 2.963
R3 3.499 3.303 2.875
R2 3.181 3.181 2.846
R1 2.985 2.985 2.817 2.924
PP 2.863 2.863 2.863 2.833
S1 2.667 2.667 2.759 2.606
S2 2.545 2.545 2.730
S3 2.227 2.349 2.701
S4 1.909 2.031 2.613
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.060 2.734 0.326 11.9% 0.159 5.8% 1% False True 109,366
10 3.060 2.659 0.401 14.7% 0.157 5.7% 19% False False 127,300
20 3.060 2.215 0.845 30.9% 0.153 5.6% 62% False False 101,629
40 3.060 2.215 0.845 30.9% 0.137 5.0% 62% False False 72,417
60 3.060 2.175 0.885 32.3% 0.122 4.5% 64% False False 58,598
80 3.060 2.175 0.885 32.3% 0.110 4.0% 64% False False 48,291
100 3.137 2.175 0.962 35.1% 0.107 3.9% 58% False False 40,757
120 3.148 2.175 0.973 35.5% 0.112 4.1% 58% False False 36,246
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.048
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.684
2.618 3.389
1.618 3.208
1.000 3.096
0.618 3.027
HIGH 2.915
0.618 2.846
0.500 2.825
0.382 2.803
LOW 2.734
0.618 2.622
1.000 2.553
1.618 2.441
2.618 2.260
4.250 1.965
Fisher Pivots for day following 10-Jul-2012
Pivot 1 day 3 day
R1 2.825 2.897
PP 2.795 2.844
S1 2.766 2.790

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

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