NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 15-Jun-2012

Day Change Summary
	Previous	Current
	14-Jun-2012	15-Jun-2012	Change	Change %	Previous Week
Open	2.381	2.701	0.320	13.4%	2.465
High	2.694	2.720	0.026	1.0%	2.720
Low	2.357	2.613	0.256	10.9%	2.357
Close	2.667	2.635	-0.032	-1.2%	2.635
Range	0.337	0.107	-0.230	-68.2%	0.363
ATR	0.121	0.120	-0.001	-0.8%	0.000
Volume	39,117	80,411	41,294	105.6%	258,167

Daily Pivots for day following 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.977	2.913	2.694
R3	2.870	2.806	2.664
R2	2.763	2.763	2.655
R1	2.699	2.699	2.645	2.678
PP	2.656	2.656	2.656	2.645
S1	2.592	2.592	2.625	2.571
S2	2.549	2.549	2.615
S3	2.442	2.485	2.606
S4	2.335	2.378	2.576

Weekly Pivots for week ending 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.660	3.510	2.835
R3	3.297	3.147	2.735
R2	2.934	2.934	2.702
R1	2.784	2.784	2.668	2.859
PP	2.571	2.571	2.571	2.608
S1	2.421	2.421	2.602	2.496
S2	2.208	2.208	2.568
S3	1.845	2.058	2.535
S4	1.482	1.695	2.435

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.720	2.357	0.363	13.8%	0.134	5.1%	77%	True	False	51,633
10	2.720	2.357	0.363	13.8%	0.118	4.5%	77%	True	False	44,752
20	2.976	2.357	0.619	23.5%	0.118	4.5%	45%	False	False	41,628
40	2.976	2.300	0.676	25.7%	0.110	4.2%	50%	False	False	36,993
60	2.976	2.300	0.676	25.7%	0.096	3.6%	50%	False	False	31,922
80	3.198	2.300	0.898	34.1%	0.094	3.6%	37%	False	False	29,106
100	3.210	2.300	0.910	34.5%	0.101	3.8%	37%	False	False	28,707

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	True
Stretch	0.022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.175
2.618	3.000
1.618	2.893
1.000	2.827
0.618	2.786
HIGH	2.720
0.618	2.679
0.500	2.667
0.382	2.654
LOW	2.613
0.618	2.547
1.000	2.506
1.618	2.440
2.618	2.333
4.250	2.158

Fisher Pivots for day following 15-Jun-2012
Pivot	1 day	3 day
R1	2.667	2.603
PP	2.656	2.571
S1	2.646	2.539

Download as Excel Spreadsheet

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

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