NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 18-Jul-2012
Day Change Summary
Previous Current
17-Jul-2012 18-Jul-2012 Change Change % Previous Week
Open 2.816 2.791 -0.025 -0.9% 2.781
High 2.846 3.020 0.174 6.1% 2.920
Low 2.720 2.777 0.057 2.1% 2.718
Close 2.825 2.973 0.148 5.2% 2.874
Range 0.126 0.243 0.117 92.9% 0.202
ATR 0.143 0.150 0.007 5.0% 0.000
Volume 103,543 178,486 74,943 72.4% 641,528
Daily Pivots for day following 18-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.652 3.556 3.107
R3 3.409 3.313 3.040
R2 3.166 3.166 3.018
R1 3.070 3.070 2.995 3.118
PP 2.923 2.923 2.923 2.948
S1 2.827 2.827 2.951 2.875
S2 2.680 2.680 2.928
S3 2.437 2.584 2.906
S4 2.194 2.341 2.839
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.443 3.361 2.985
R3 3.241 3.159 2.930
R2 3.039 3.039 2.911
R1 2.957 2.957 2.893 2.998
PP 2.837 2.837 2.837 2.858
S1 2.755 2.755 2.855 2.796
S2 2.635 2.635 2.837
S3 2.433 2.553 2.818
S4 2.231 2.351 2.763
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.020 2.720 0.300 10.1% 0.157 5.3% 84% True False 133,901
10 3.060 2.718 0.342 11.5% 0.161 5.4% 75% False False 122,171
20 3.060 2.538 0.522 17.6% 0.151 5.1% 83% False False 118,288
40 3.060 2.215 0.845 28.4% 0.140 4.7% 90% False False 85,413
60 3.060 2.215 0.845 28.4% 0.132 4.5% 90% False False 69,270
80 3.060 2.175 0.885 29.8% 0.116 3.9% 90% False False 57,150
100 3.060 2.175 0.885 29.8% 0.109 3.7% 90% False False 47,934
120 3.148 2.175 0.973 32.7% 0.111 3.7% 82% False False 42,228
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.039
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.053
2.618 3.656
1.618 3.413
1.000 3.263
0.618 3.170
HIGH 3.020
0.618 2.927
0.500 2.899
0.382 2.870
LOW 2.777
0.618 2.627
1.000 2.534
1.618 2.384
2.618 2.141
4.250 1.744
Fisher Pivots for day following 18-Jul-2012
Pivot 1 day 3 day
R1 2.948 2.939
PP 2.923 2.904
S1 2.899 2.870

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

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