NYMEX Natural Gas Future September 2012


Trading Metrics calculated at close of trading on 03-Jul-2012
Day Change Summary
Previous Current
02-Jul-2012 03-Jul-2012 Change Change % Previous Week
Open 2.800 2.850 0.050 1.8% 2.730
High 2.861 2.913 0.052 1.8% 2.978
Low 2.756 2.794 0.038 1.4% 2.673
Close 2.832 2.911 0.079 2.8% 2.833
Range 0.105 0.119 0.014 13.3% 0.305
ATR 0.135 0.134 -0.001 -0.9% 0.000
Volume 75,073 41,564 -33,509 -44.6% 277,130
Daily Pivots for day following 03-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.230 3.189 2.976
R3 3.111 3.070 2.944
R2 2.992 2.992 2.933
R1 2.951 2.951 2.922 2.972
PP 2.873 2.873 2.873 2.883
S1 2.832 2.832 2.900 2.853
S2 2.754 2.754 2.889
S3 2.635 2.713 2.878
S4 2.516 2.594 2.846
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.743 3.593 3.001
R3 3.438 3.288 2.917
R2 3.133 3.133 2.889
R1 2.983 2.983 2.861 3.058
PP 2.828 2.828 2.828 2.866
S1 2.678 2.678 2.805 2.753
S2 2.523 2.523 2.777
S3 2.218 2.373 2.749
S4 1.913 2.068 2.665
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.978 2.673 0.305 10.5% 0.147 5.0% 78% False False 62,795
10 2.978 2.568 0.410 14.1% 0.138 4.7% 84% False False 53,927
20 2.978 2.259 0.719 24.7% 0.137 4.7% 91% False False 62,039
40 2.978 2.259 0.719 24.7% 0.128 4.4% 91% False False 48,893
60 2.978 2.222 0.756 26.0% 0.112 3.8% 91% False False 40,220
80 2.978 2.222 0.756 26.0% 0.102 3.5% 91% False False 33,244
100 3.143 2.222 0.921 31.6% 0.100 3.4% 75% False False 28,890
120 3.170 2.222 0.948 32.6% 0.107 3.7% 73% False False 25,847
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 0.046
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.419
2.618 3.225
1.618 3.106
1.000 3.032
0.618 2.987
HIGH 2.913
0.618 2.868
0.500 2.854
0.382 2.839
LOW 2.794
0.618 2.720
1.000 2.675
1.618 2.601
2.618 2.482
4.250 2.288
Fisher Pivots for day following 03-Jul-2012
Pivot 1 day 3 day
R1 2.892 2.881
PP 2.873 2.851
S1 2.854 2.821

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

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