NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 06-Jul-2012

Day Change Summary
	Previous	Current
	05-Jul-2012	06-Jul-2012	Change	Change %	Previous Week
Open	2.960	3.007	0.047	1.6%	2.855
High	3.014	3.100	0.086	2.9%	3.100
Low	2.944	2.805	-0.139	-4.7%	2.803
Close	2.990	2.825	-0.165	-5.5%	2.825
Range	0.070	0.295	0.225	321.4%	0.297
ATR	0.124	0.136	0.012	9.8%	0.000
Volume	36,802	32,053	-4,749	-12.9%	167,109

Daily Pivots for day following 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.795	3.605	2.987
R3	3.500	3.310	2.906
R2	3.205	3.205	2.879
R1	3.015	3.015	2.852	2.963
PP	2.910	2.910	2.910	2.884
S1	2.720	2.720	2.798	2.668
S2	2.615	2.615	2.771
S3	2.320	2.425	2.744
S4	2.025	2.130	2.663

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.800	3.610	2.988
R3	3.503	3.313	2.907
R2	3.206	3.206	2.879
R1	3.016	3.016	2.852	2.963
PP	2.909	2.909	2.909	2.883
S1	2.719	2.719	2.798	2.666
S2	2.612	2.612	2.771
S3	2.315	2.422	2.743
S4	2.018	2.125	2.662

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.100	2.778	0.322	11.4%	0.139	4.9%	15%	True	False	46,515
10	3.100	2.687	0.413	14.6%	0.140	5.0%	33%	True	False	49,413
20	3.100	2.357	0.743	26.3%	0.138	4.9%	63%	True	False	49,185
40	3.100	2.357	0.743	26.3%	0.126	4.5%	63%	True	False	43,344
60	3.100	2.300	0.800	28.3%	0.112	4.0%	66%	True	False	38,510
80	3.100	2.300	0.800	28.3%	0.103	3.6%	66%	True	False	33,993
100	3.198	2.300	0.898	31.8%	0.102	3.6%	58%	False	False	31,798
120	3.210	2.300	0.910	32.2%	0.109	3.9%	58%	False	False	30,952

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.048
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	4.354
2.618	3.872
1.618	3.577
1.000	3.395
0.618	3.282
HIGH	3.100
0.618	2.987
0.500	2.953
0.382	2.918
LOW	2.805
0.618	2.623
1.000	2.510
1.618	2.328
2.618	2.033
4.250	1.551

Fisher Pivots for day following 06-Jul-2012
Pivot	1 day	3 day
R1	2.953	2.953
PP	2.910	2.910
S1	2.868	2.868

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