NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 27-Jul-2012
Day Change Summary
Previous Current
26-Jul-2012 27-Jul-2012 Change Change % Previous Week
Open 3.062 3.103 0.041 1.3% 3.083
High 3.129 3.110 -0.019 -0.6% 3.196
Low 3.018 2.990 -0.028 -0.9% 2.990
Close 3.105 3.010 -0.095 -3.1% 3.010
Range 0.111 0.120 0.009 8.1% 0.206
ATR 0.141 0.139 -0.001 -1.1% 0.000
Volume 64,611 11,078 -53,533 -82.9% 398,123
Daily Pivots for day following 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.397 3.323 3.076
R3 3.277 3.203 3.043
R2 3.157 3.157 3.032
R1 3.083 3.083 3.021 3.060
PP 3.037 3.037 3.037 3.025
S1 2.963 2.963 2.999 2.940
S2 2.917 2.917 2.988
S3 2.797 2.843 2.977
S4 2.677 2.723 2.944
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.683 3.553 3.123
R3 3.477 3.347 3.067
R2 3.271 3.271 3.048
R1 3.141 3.141 3.029 3.103
PP 3.065 3.065 3.065 3.047
S1 2.935 2.935 2.991 2.897
S2 2.859 2.859 2.972
S3 2.653 2.729 2.953
S4 2.447 2.523 2.897
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.196 2.990 0.206 6.8% 0.122 4.1% 10% False True 79,624
10 3.196 2.720 0.476 15.8% 0.135 4.5% 61% False False 107,010
20 3.196 2.716 0.480 15.9% 0.140 4.6% 61% False False 112,004
40 3.196 2.215 0.981 32.6% 0.139 4.6% 81% False False 96,511
60 3.196 2.215 0.981 32.6% 0.133 4.4% 81% False False 77,344
80 3.196 2.175 1.021 33.9% 0.120 4.0% 82% False False 64,489
100 3.196 2.175 1.021 33.9% 0.111 3.7% 82% False False 54,206
120 3.196 2.175 1.021 33.9% 0.110 3.7% 82% False False 47,179
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 0.032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.620
2.618 3.424
1.618 3.304
1.000 3.230
0.618 3.184
HIGH 3.110
0.618 3.064
0.500 3.050
0.382 3.036
LOW 2.990
0.618 2.916
1.000 2.870
1.618 2.796
2.618 2.676
4.250 2.480
Fisher Pivots for day following 27-Jul-2012
Pivot 1 day 3 day
R1 3.050 3.084
PP 3.037 3.059
S1 3.023 3.035

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

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