NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 09-Jul-2012

Day Change Summary
	Previous	Current
	06-Jul-2012	09-Jul-2012	Change	Change %	Previous Week
Open	3.007	2.828	-0.179	-6.0%	2.855
High	3.100	2.925	-0.175	-5.6%	3.100
Low	2.805	2.824	0.019	0.7%	2.803
Close	2.825	2.908	0.083	2.9%	2.825
Range	0.295	0.101	-0.194	-65.8%	0.297
ATR	0.136	0.134	-0.003	-1.9%	0.000
Volume	32,053	70,205	38,152	119.0%	167,109

Daily Pivots for day following 09-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.189	3.149	2.964
R3	3.088	3.048	2.936
R2	2.987	2.987	2.927
R1	2.947	2.947	2.917	2.967
PP	2.886	2.886	2.886	2.896
S1	2.846	2.846	2.899	2.866
S2	2.785	2.785	2.889
S3	2.684	2.745	2.880
S4	2.583	2.644	2.852

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	2.803	0.297	10.2%	0.137	4.7%	35%	False	False	47,462
10	3.100	2.735	0.365	12.6%	0.139	4.8%	47%	False	False	49,620
20	3.100	2.357	0.743	25.6%	0.139	4.8%	74%	False	False	50,451
40	3.100	2.357	0.743	25.6%	0.127	4.4%	74%	False	False	43,841
60	3.100	2.300	0.800	27.5%	0.112	3.9%	76%	False	False	39,255
80	3.100	2.300	0.800	27.5%	0.103	3.5%	76%	False	False	34,552
100	3.198	2.300	0.898	30.9%	0.102	3.5%	68%	False	False	32,231
120	3.210	2.300	0.910	31.3%	0.109	3.7%	67%	False	False	31,401

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.045
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.354
2.618	3.189
1.618	3.088
1.000	3.026
0.618	2.987
HIGH	2.925
0.618	2.886
0.500	2.875
0.382	2.863
LOW	2.824
0.618	2.762
1.000	2.723
1.618	2.661
2.618	2.560
4.250	2.395

Fisher Pivots for day following 09-Jul-2012
Pivot	1 day	3 day
R1	2.897	2.953
PP	2.886	2.938
S1	2.875	2.923

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