NYMEX Natural Gas Future September 2012


Trading Metrics calculated at close of trading on 28-Jun-2012
Day Change Summary
Previous Current
27-Jun-2012 28-Jun-2012 Change Change % Previous Week
Open 2.833 2.779 -0.054 -1.9% 2.533
High 2.978 2.860 -0.118 -4.0% 2.736
Low 2.772 2.673 -0.099 -3.6% 2.533
Close 2.809 2.734 -0.075 -2.7% 2.695
Range 0.206 0.187 -0.019 -9.2% 0.203
ATR 0.135 0.139 0.004 2.7% 0.000
Volume 47,386 83,646 36,260 76.5% 256,930
Daily Pivots for day following 28-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.317 3.212 2.837
R3 3.130 3.025 2.785
R2 2.943 2.943 2.768
R1 2.838 2.838 2.751 2.797
PP 2.756 2.756 2.756 2.735
S1 2.651 2.651 2.717 2.610
S2 2.569 2.569 2.700
S3 2.382 2.464 2.683
S4 2.195 2.277 2.631
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 2.603 0.375 13.7% 0.148 5.4% 35% False False 53,522
10 2.978 2.526 0.452 16.5% 0.150 5.5% 46% False False 54,796
20 2.978 2.259 0.719 26.3% 0.135 4.9% 66% False False 59,844
40 2.978 2.259 0.719 26.3% 0.126 4.6% 66% False False 46,755
60 2.978 2.222 0.756 27.7% 0.109 4.0% 68% False False 37,987
80 2.978 2.222 0.756 27.7% 0.101 3.7% 68% False False 31,510
100 3.143 2.222 0.921 33.7% 0.101 3.7% 56% False False 27,404
120 3.335 2.222 1.113 40.7% 0.107 3.9% 46% False False 24,480
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 0.036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.655
2.618 3.350
1.618 3.163
1.000 3.047
0.618 2.976
HIGH 2.860
0.618 2.789
0.500 2.767
0.382 2.744
LOW 2.673
0.618 2.557
1.000 2.486
1.618 2.370
2.618 2.183
4.250 1.878
Fisher Pivots for day following 28-Jun-2012
Pivot 1 day 3 day
R1 2.767 2.826
PP 2.756 2.795
S1 2.745 2.765

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

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