NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 24-Jul-2012
Day Change Summary
Previous Current
23-Jul-2012 24-Jul-2012 Change Change % Previous Week
Open 3.083 3.117 0.034 1.1% 2.875
High 3.130 3.196 0.066 2.1% 3.096
Low 2.991 3.084 0.093 3.1% 2.720
Close 3.117 3.187 0.070 2.2% 3.081
Range 0.139 0.112 -0.027 -19.4% 0.376
ATR 0.145 0.142 -0.002 -1.6% 0.000
Volume 111,260 115,626 4,366 3.9% 671,985
Daily Pivots for day following 24-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.492 3.451 3.249
R3 3.380 3.339 3.218
R2 3.268 3.268 3.208
R1 3.227 3.227 3.197 3.248
PP 3.156 3.156 3.156 3.166
S1 3.115 3.115 3.177 3.136
S2 3.044 3.044 3.166
S3 2.932 3.003 3.156
S4 2.820 2.891 3.125
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 4.094 3.963 3.288
R3 3.718 3.587 3.184
R2 3.342 3.342 3.150
R1 3.211 3.211 3.115 3.277
PP 2.966 2.966 2.966 2.998
S1 2.835 2.835 3.047 2.901
S2 2.590 2.590 3.012
S3 2.214 2.459 2.978
S4 1.838 2.083 2.874
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.196 2.777 0.419 13.1% 0.145 4.6% 98% True False 139,153
10 3.196 2.718 0.478 15.0% 0.141 4.4% 98% True False 129,287
20 3.196 2.659 0.537 16.8% 0.149 4.7% 98% True False 128,294
40 3.196 2.215 0.981 30.8% 0.140 4.4% 99% True False 94,911
60 3.196 2.215 0.981 30.8% 0.133 4.2% 99% True False 75,854
80 3.196 2.175 1.021 32.0% 0.118 3.7% 99% True False 63,106
100 3.196 2.175 1.021 32.0% 0.110 3.4% 99% True False 52,792
120 3.196 2.175 1.021 32.0% 0.111 3.5% 99% True False 46,196
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 0.039
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.672
2.618 3.489
1.618 3.377
1.000 3.308
0.618 3.265
HIGH 3.196
0.618 3.153
0.500 3.140
0.382 3.127
LOW 3.084
0.618 3.015
1.000 2.972
1.618 2.903
2.618 2.791
4.250 2.608
Fisher Pivots for day following 24-Jul-2012
Pivot 1 day 3 day
R1 3.171 3.155
PP 3.156 3.122
S1 3.140 3.090

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

View Archives - Comment on this page... - Back to Index of Symbols