NYMEX Natural Gas Future September 2012


Trading Metrics calculated at close of trading on 06-Aug-2012
Day Change Summary
Previous Current
03-Aug-2012 06-Aug-2012 Change Change % Previous Week
Open 2.918 2.841 -0.077 -2.6% 3.030
High 2.955 2.938 -0.017 -0.6% 3.277
Low 2.840 2.801 -0.039 -1.4% 2.840
Close 2.877 2.908 0.031 1.1% 2.877
Range 0.115 0.137 0.022 19.1% 0.437
ATR 0.145 0.144 -0.001 -0.4% 0.000
Volume 106,758 99,442 -7,316 -6.9% 761,836
Daily Pivots for day following 06-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.293 3.238 2.983
R3 3.156 3.101 2.946
R2 3.019 3.019 2.933
R1 2.964 2.964 2.921 2.992
PP 2.882 2.882 2.882 2.896
S1 2.827 2.827 2.895 2.855
S2 2.745 2.745 2.883
S3 2.608 2.690 2.870
S4 2.471 2.553 2.833
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 4.309 4.030 3.117
R3 3.872 3.593 2.997
R2 3.435 3.435 2.957
R1 3.156 3.156 2.917 3.077
PP 2.998 2.998 2.998 2.959
S1 2.719 2.719 2.837 2.640
S2 2.561 2.561 2.797
S3 2.124 2.282 2.757
S4 1.687 1.845 2.637
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.277 2.801 0.476 16.4% 0.150 5.2% 22% False True 143,400
10 3.277 2.801 0.476 16.4% 0.142 4.9% 22% False True 129,052
20 3.277 2.706 0.571 19.6% 0.144 5.0% 35% False False 103,012
40 3.277 2.259 1.018 35.0% 0.145 5.0% 64% False False 81,909
60 3.277 2.259 1.018 35.0% 0.136 4.7% 64% False False 67,728
80 3.277 2.222 1.055 36.3% 0.123 4.2% 65% False False 57,310
100 3.277 2.222 1.055 36.3% 0.113 3.9% 65% False False 48,393
120 3.277 2.222 1.055 36.3% 0.110 3.8% 65% False False 42,319
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 0.026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.520
2.618 3.297
1.618 3.160
1.000 3.075
0.618 3.023
HIGH 2.938
0.618 2.886
0.500 2.870
0.382 2.853
LOW 2.801
0.618 2.716
1.000 2.664
1.618 2.579
2.618 2.442
4.250 2.219
Fisher Pivots for day following 06-Aug-2012
Pivot 1 day 3 day
R1 2.895 2.986
PP 2.882 2.960
S1 2.870 2.934

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

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