NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 21-Jun-2012

Day Change Summary
	Previous	Current
	20-Jun-2012	21-Jun-2012	Change	Change %	Previous Week
Open	2.622	2.594	-0.028	-1.1%	2.347
High	2.736	2.700	-0.036	-1.3%	2.635
Low	2.568	2.570	0.002	0.1%	2.259
Close	2.584	2.645	0.061	2.4%	2.551
Range	0.168	0.130	-0.038	-22.6%	0.376
ATR	0.133	0.133	0.000	-0.2%	0.000
Volume	50,547	38,177	-12,370	-24.5%	400,882

Daily Pivots for day following 21-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.028	2.967	2.717
R3	2.898	2.837	2.681
R2	2.768	2.768	2.669
R1	2.707	2.707	2.657	2.738
PP	2.638	2.638	2.638	2.654
S1	2.577	2.577	2.633	2.608
S2	2.508	2.508	2.621
S3	2.378	2.447	2.609
S4	2.248	2.317	2.574

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	2.526	0.210	7.9%	0.151	5.7%	57%	False	False	56,071
10	2.736	2.259	0.477	18.0%	0.141	5.3%	81%	False	False	68,806
20	2.873	2.259	0.614	23.2%	0.128	4.8%	63%	False	False	54,556
40	2.912	2.259	0.653	24.7%	0.122	4.6%	59%	False	False	43,221
60	2.912	2.222	0.690	26.1%	0.104	3.9%	61%	False	False	34,793
80	2.912	2.222	0.690	26.1%	0.096	3.6%	61%	False	False	28,780
100	3.143	2.222	0.921	34.8%	0.100	3.8%	46%	False	False	25,335
120	3.401	2.222	1.179	44.6%	0.105	4.0%	36%	False	False	22,401

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.253
2.618	3.040
1.618	2.910
1.000	2.830
0.618	2.780
HIGH	2.700
0.618	2.650
0.500	2.635
0.382	2.620
LOW	2.570
0.618	2.490
1.000	2.440
1.618	2.360
2.618	2.230
4.250	2.018

Fisher Pivots for day following 21-Jun-2012
Pivot	1 day	3 day
R1	2.642	2.650
PP	2.638	2.648
S1	2.635	2.647

Download as Excel Spreadsheet

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

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