NYMEX Natural Gas Future September 2012


Trading Metrics calculated at close of trading on 20-Jun-2012
Day Change Summary
Previous Current
19-Jun-2012 20-Jun-2012 Change Change % Previous Week
Open 2.720 2.622 -0.098 -3.6% 2.347
High 2.731 2.736 0.005 0.2% 2.635
Low 2.563 2.568 0.005 0.2% 2.259
Close 2.604 2.584 -0.020 -0.8% 2.551
Range 0.168 0.168 0.000 0.0% 0.376
ATR 0.130 0.133 0.003 2.1% 0.000
Volume 55,235 50,547 -4,688 -8.5% 400,882
Daily Pivots for day following 20-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.133 3.027 2.676
R3 2.965 2.859 2.630
R2 2.797 2.797 2.615
R1 2.691 2.691 2.599 2.660
PP 2.629 2.629 2.629 2.614
S1 2.523 2.523 2.569 2.492
S2 2.461 2.461 2.553
S3 2.293 2.355 2.538
S4 2.125 2.187 2.492
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.610 3.456 2.758
R3 3.234 3.080 2.654
R2 2.858 2.858 2.620
R1 2.704 2.704 2.585 2.781
PP 2.482 2.482 2.482 2.520
S1 2.328 2.328 2.517 2.405
S2 2.106 2.106 2.482
S3 1.730 1.952 2.448
S4 1.354 1.576 2.344
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.736 2.260 0.476 18.4% 0.195 7.6% 68% True False 63,075
10 2.736 2.259 0.477 18.5% 0.145 5.6% 68% True False 70,746
20 2.875 2.259 0.616 23.8% 0.127 4.9% 53% False False 54,392
40 2.912 2.259 0.653 25.3% 0.122 4.7% 50% False False 42,679
60 2.912 2.222 0.690 26.7% 0.102 4.0% 52% False False 34,310
80 2.912 2.222 0.690 26.7% 0.095 3.7% 52% False False 28,416
100 3.167 2.222 0.945 36.6% 0.100 3.9% 38% False False 25,015
120 3.410 2.222 1.188 46.0% 0.105 4.1% 30% False False 22,104
Crabel Price Patterns
NR False
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 0.022
Fibonacci Retracements and Extensions
4.250 3.450
2.618 3.176
1.618 3.008
1.000 2.904
0.618 2.840
HIGH 2.736
0.618 2.672
0.500 2.652
0.382 2.632
LOW 2.568
0.618 2.464
1.000 2.400
1.618 2.296
2.618 2.128
4.250 1.854
Fisher Pivots for day following 20-Jun-2012
Pivot 1 day 3 day
R1 2.652 2.635
PP 2.629 2.618
S1 2.607 2.601

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

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