NYMEX Natural Gas Future September 2012


Trading Metrics calculated at close of trading on 09-Jul-2012
Day Change Summary
Previous Current
06-Jul-2012 09-Jul-2012 Change Change % Previous Week
Open 2.966 2.781 -0.185 -6.2% 2.800
High 3.065 2.894 -0.171 -5.6% 3.065
Low 2.764 2.780 0.016 0.6% 2.756
Close 2.786 2.876 0.090 3.2% 2.786
Range 0.301 0.114 -0.187 -62.1% 0.309
ATR 0.142 0.140 -0.002 -1.4% 0.000
Volume 39,006 80,152 41,146 105.5% 201,024
Daily Pivots for day following 09-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.192 3.148 2.939
R3 3.078 3.034 2.907
R2 2.964 2.964 2.897
R1 2.920 2.920 2.886 2.942
PP 2.850 2.850 2.850 2.861
S1 2.806 2.806 2.866 2.828
S2 2.736 2.736 2.855
S3 2.622 2.692 2.845
S4 2.508 2.578 2.813
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.796 3.600 2.956
R3 3.487 3.291 2.871
R2 3.178 3.178 2.843
R1 2.982 2.982 2.814 2.926
PP 2.869 2.869 2.869 2.841
S1 2.673 2.673 2.758 2.617
S2 2.560 2.560 2.729
S3 2.251 2.364 2.701
S4 1.942 2.055 2.616
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.065 2.756 0.309 10.7% 0.143 5.0% 39% False False 56,235
10 3.065 2.673 0.392 13.6% 0.145 5.0% 52% False False 55,830
20 3.065 2.259 0.806 28.0% 0.145 5.1% 77% False False 60,805
40 3.065 2.259 0.806 28.0% 0.132 4.6% 77% False False 50,086
60 3.065 2.222 0.843 29.3% 0.116 4.0% 78% False False 42,075
80 3.065 2.222 0.843 29.3% 0.105 3.6% 78% False False 34,739
100 3.143 2.222 0.921 32.0% 0.103 3.6% 71% False False 30,180
120 3.170 2.222 0.948 33.0% 0.109 3.8% 69% False False 26,932
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.045
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.379
2.618 3.192
1.618 3.078
1.000 3.008
0.618 2.964
HIGH 2.894
0.618 2.850
0.500 2.837
0.382 2.824
LOW 2.780
0.618 2.710
1.000 2.666
1.618 2.596
2.618 2.482
4.250 2.296
Fisher Pivots for day following 09-Jul-2012
Pivot 1 day 3 day
R1 2.863 2.915
PP 2.850 2.902
S1 2.837 2.889

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

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