NYMEX Natural Gas Future September 2012


Trading Metrics calculated at close of trading on 27-Jun-2012
Day Change Summary
Previous Current
26-Jun-2012 27-Jun-2012 Change Change % Previous Week
Open 2.729 2.833 0.104 3.8% 2.533
High 2.836 2.978 0.142 5.0% 2.736
Low 2.706 2.772 0.066 2.4% 2.533
Close 2.821 2.809 -0.012 -0.4% 2.695
Range 0.130 0.206 0.076 58.5% 0.203
ATR 0.130 0.135 0.005 4.2% 0.000
Volume 44,572 47,386 2,814 6.3% 256,930
Daily Pivots for day following 27-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.471 3.346 2.922
R3 3.265 3.140 2.866
R2 3.059 3.059 2.847
R1 2.934 2.934 2.828 2.894
PP 2.853 2.853 2.853 2.833
S1 2.728 2.728 2.790 2.688
S2 2.647 2.647 2.771
S3 2.441 2.522 2.752
S4 2.235 2.316 2.696
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.264 3.182 2.807
R3 3.061 2.979 2.751
R2 2.858 2.858 2.732
R1 2.776 2.776 2.714 2.817
PP 2.655 2.655 2.655 2.675
S1 2.573 2.573 2.676 2.614
S2 2.452 2.452 2.658
S3 2.249 2.370 2.639
S4 2.046 2.167 2.583
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.978 2.570 0.408 14.5% 0.137 4.9% 59% True False 44,428
10 2.978 2.260 0.718 25.6% 0.166 5.9% 76% True False 53,751
20 2.978 2.259 0.719 25.6% 0.132 4.7% 76% True False 57,312
40 2.978 2.259 0.719 25.6% 0.125 4.4% 76% True False 45,573
60 2.978 2.222 0.756 26.9% 0.107 3.8% 78% True False 36,843
80 2.978 2.222 0.756 26.9% 0.099 3.5% 78% True False 30,606
100 3.143 2.222 0.921 32.8% 0.100 3.6% 64% False False 26,731
120 3.356 2.222 1.134 40.4% 0.106 3.8% 52% False False 23,823
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 0.030
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 3.854
2.618 3.517
1.618 3.311
1.000 3.184
0.618 3.105
HIGH 2.978
0.618 2.899
0.500 2.875
0.382 2.851
LOW 2.772
0.618 2.645
1.000 2.566
1.618 2.439
2.618 2.233
4.250 1.897
Fisher Pivots for day following 27-Jun-2012
Pivot 1 day 3 day
R1 2.875 2.840
PP 2.853 2.829
S1 2.831 2.819

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

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