NYMEX Natural Gas Future September 2012


Trading Metrics calculated at close of trading on 11-Jul-2012
Day Change Summary
Previous Current
10-Jul-2012 11-Jul-2012 Change Change % Previous Week
Open 2.873 2.734 -0.139 -4.8% 2.800
High 2.909 2.845 -0.064 -2.2% 3.065
Low 2.726 2.706 -0.020 -0.7% 2.756
Close 2.728 2.837 0.109 4.0% 2.786
Range 0.183 0.139 -0.044 -24.0% 0.309
ATR 0.143 0.143 0.000 -0.2% 0.000
Volume 51,378 59,801 8,423 16.4% 201,024
Daily Pivots for day following 11-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.213 3.164 2.913
R3 3.074 3.025 2.875
R2 2.935 2.935 2.862
R1 2.886 2.886 2.850 2.911
PP 2.796 2.796 2.796 2.808
S1 2.747 2.747 2.824 2.772
S2 2.657 2.657 2.812
S3 2.518 2.608 2.799
S4 2.379 2.469 2.761
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 2.706 0.359 12.7% 0.162 5.7% 36% False True 55,143
10 3.065 2.673 0.392 13.8% 0.155 5.4% 42% False False 58,969
20 3.065 2.260 0.805 28.4% 0.152 5.4% 72% False False 58,882
40 3.065 2.259 0.806 28.4% 0.135 4.8% 72% False False 50,535
60 3.065 2.222 0.843 29.7% 0.120 4.2% 73% False False 42,989
80 3.065 2.222 0.843 29.7% 0.107 3.8% 73% False False 35,815
100 3.143 2.222 0.921 32.5% 0.104 3.7% 67% False False 31,109
120 3.170 2.222 0.948 33.4% 0.110 3.9% 65% False False 27,701
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 0.046
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.436
2.618 3.209
1.618 3.070
1.000 2.984
0.618 2.931
HIGH 2.845
0.618 2.792
0.500 2.776
0.382 2.759
LOW 2.706
0.618 2.620
1.000 2.567
1.618 2.481
2.618 2.342
4.250 2.115
Fisher Pivots for day following 11-Jul-2012
Pivot 1 day 3 day
R1 2.817 2.827
PP 2.796 2.817
S1 2.776 2.808

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

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