NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 20-Jul-2012
Day Change Summary
Previous Current
19-Jul-2012 20-Jul-2012 Change Change % Previous Week
Open 2.959 3.026 0.067 2.3% 2.911
High 3.026 3.095 0.069 2.3% 3.095
Low 2.929 2.986 0.057 1.9% 2.744
Close 2.995 3.083 0.088 2.9% 3.083
Range 0.097 0.109 0.012 12.4% 0.351
ATR 0.135 0.133 -0.002 -1.4% 0.000
Volume 64,192 81,168 16,976 26.4% 242,935
Daily Pivots for day following 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.382 3.341 3.143
R3 3.273 3.232 3.113
R2 3.164 3.164 3.103
R1 3.123 3.123 3.093 3.144
PP 3.055 3.055 3.055 3.065
S1 3.014 3.014 3.073 3.035
S2 2.946 2.946 3.063
S3 2.837 2.905 3.053
S4 2.728 2.796 3.023
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 4.027 3.906 3.276
R3 3.676 3.555 3.180
R2 3.325 3.325 3.147
R1 3.204 3.204 3.115 3.265
PP 2.974 2.974 2.974 3.004
S1 2.853 2.853 3.051 2.914
S2 2.623 2.623 3.019
S3 2.272 2.502 2.986
S4 1.921 2.151 2.890
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.095 2.744 0.351 11.4% 0.129 4.2% 97% True False 48,587
10 3.095 2.741 0.354 11.5% 0.132 4.3% 97% True False 50,487
20 3.100 2.687 0.413 13.4% 0.136 4.4% 96% False False 49,950
40 3.100 2.357 0.743 24.1% 0.129 4.2% 98% False False 45,993
60 3.100 2.357 0.743 24.1% 0.124 4.0% 98% False False 42,518
80 3.100 2.300 0.800 25.9% 0.110 3.6% 98% False False 37,983
100 3.100 2.300 0.800 25.9% 0.103 3.3% 98% False False 34,335
120 3.198 2.300 0.898 29.1% 0.106 3.5% 87% False False 32,911
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.558
2.618 3.380
1.618 3.271
1.000 3.204
0.618 3.162
HIGH 3.095
0.618 3.053
0.500 3.041
0.382 3.028
LOW 2.986
0.618 2.919
1.000 2.877
1.618 2.810
2.618 2.701
4.250 2.523
Fisher Pivots for day following 20-Jul-2012
Pivot 1 day 3 day
R1 3.069 3.038
PP 3.055 2.992
S1 3.041 2.947

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

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