NYMEX Natural Gas Future September 2012


Trading Metrics calculated at close of trading on 10-Aug-2012
Day Change Summary
Previous Current
09-Aug-2012 10-Aug-2012 Change Change % Previous Week
Open 2.931 2.931 0.000 0.0% 2.841
High 3.120 2.943 -0.177 -5.7% 3.120
Low 2.876 2.760 -0.116 -4.0% 2.760
Close 2.945 2.770 -0.175 -5.9% 2.770
Range 0.244 0.183 -0.061 -25.0% 0.360
ATR 0.146 0.149 0.003 1.9% 0.000
Volume 275,222 178,097 -97,125 -35.3% 837,405
Daily Pivots for day following 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.373 3.255 2.871
R3 3.190 3.072 2.820
R2 3.007 3.007 2.804
R1 2.889 2.889 2.787 2.857
PP 2.824 2.824 2.824 2.808
S1 2.706 2.706 2.753 2.674
S2 2.641 2.641 2.736
S3 2.458 2.523 2.720
S4 2.275 2.340 2.669
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.963 3.727 2.968
R3 3.603 3.367 2.869
R2 3.243 3.243 2.836
R1 3.007 3.007 2.803 2.945
PP 2.883 2.883 2.883 2.853
S1 2.647 2.647 2.737 2.585
S2 2.523 2.523 2.704
S3 2.163 2.287 2.671
S4 1.803 1.927 2.572
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.120 2.760 0.360 13.0% 0.153 5.5% 3% False True 167,481
10 3.277 2.760 0.517 18.7% 0.158 5.7% 2% False True 159,924
20 3.277 2.711 0.566 20.4% 0.146 5.3% 10% False False 127,042
40 3.277 2.526 0.751 27.1% 0.146 5.3% 32% False False 92,341
60 3.277 2.259 1.018 36.8% 0.139 5.0% 50% False False 77,704
80 3.277 2.222 1.055 38.1% 0.129 4.7% 52% False False 65,498
100 3.277 2.222 1.055 38.1% 0.116 4.2% 52% False False 55,387
120 3.277 2.222 1.055 38.1% 0.111 4.0% 52% False False 48,074
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 0.031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.721
2.618 3.422
1.618 3.239
1.000 3.126
0.618 3.056
HIGH 2.943
0.618 2.873
0.500 2.852
0.382 2.830
LOW 2.760
0.618 2.647
1.000 2.577
1.618 2.464
2.618 2.281
4.250 1.982
Fisher Pivots for day following 10-Aug-2012
Pivot 1 day 3 day
R1 2.852 2.940
PP 2.824 2.883
S1 2.797 2.827

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

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