NYMEX Natural Gas Future September 2012


Trading Metrics calculated at close of trading on 08-Aug-2012
Day Change Summary
Previous Current
07-Aug-2012 08-Aug-2012 Change Change % Previous Week
Open 2.919 2.959 0.040 1.4% 3.030
High 2.995 2.987 -0.008 -0.3% 3.277
Low 2.882 2.897 0.015 0.5% 2.840
Close 2.964 2.933 -0.031 -1.0% 2.877
Range 0.113 0.090 -0.023 -20.4% 0.437
ATR 0.142 0.138 -0.004 -2.6% 0.000
Volume 147,265 137,379 -9,886 -6.7% 761,836
Daily Pivots for day following 08-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.209 3.161 2.983
R3 3.119 3.071 2.958
R2 3.029 3.029 2.950
R1 2.981 2.981 2.941 2.960
PP 2.939 2.939 2.939 2.929
S1 2.891 2.891 2.925 2.870
S2 2.849 2.849 2.917
S3 2.759 2.801 2.908
S4 2.669 2.711 2.884
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 3.171 2.801 0.370 12.6% 0.143 4.9% 36% False False 134,040
10 3.277 2.801 0.476 16.2% 0.138 4.7% 28% False False 137,709
20 3.277 2.707 0.570 19.4% 0.138 4.7% 40% False False 111,686
40 3.277 2.260 1.017 34.7% 0.145 5.0% 66% False False 85,284
60 3.277 2.259 1.018 34.7% 0.136 4.6% 66% False False 70,919
80 3.277 2.222 1.055 36.0% 0.125 4.3% 67% False False 60,163
100 3.277 2.222 1.055 36.0% 0.114 3.9% 67% False False 50,989
120 3.277 2.222 1.055 36.0% 0.110 3.7% 67% False False 44,538
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 3.370
2.618 3.223
1.618 3.133
1.000 3.077
0.618 3.043
HIGH 2.987
0.618 2.953
0.500 2.942
0.382 2.931
LOW 2.897
0.618 2.841
1.000 2.807
1.618 2.751
2.618 2.661
4.250 2.515
Fisher Pivots for day following 08-Aug-2012
Pivot 1 day 3 day
R1 2.942 2.921
PP 2.939 2.910
S1 2.936 2.898

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

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