NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 24-Jul-2012
Day Change Summary
Previous Current
23-Jul-2012 24-Jul-2012 Change Change % Previous Week
Open 3.088 3.110 0.022 0.7% 2.911
High 3.128 3.188 0.060 1.9% 3.095
Low 2.992 3.082 0.090 3.0% 2.744
Close 3.116 3.180 0.064 2.1% 3.083
Range 0.136 0.106 -0.030 -22.1% 0.351
ATR 0.133 0.132 -0.002 -1.5% 0.000
Volume 78,837 59,723 -19,114 -24.2% 242,935
Daily Pivots for day following 24-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.468 3.430 3.238
R3 3.362 3.324 3.209
R2 3.256 3.256 3.199
R1 3.218 3.218 3.190 3.237
PP 3.150 3.150 3.150 3.160
S1 3.112 3.112 3.170 3.131
S2 3.044 3.044 3.161
S3 2.938 3.006 3.151
S4 2.832 2.900 3.122
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 3.188 2.799 0.389 12.2% 0.131 4.1% 98% True False 63,908
10 3.188 2.741 0.447 14.1% 0.128 4.0% 98% True False 53,569
20 3.188 2.735 0.453 14.2% 0.137 4.3% 98% True False 51,758
40 3.188 2.357 0.831 26.1% 0.129 4.1% 99% True False 47,528
60 3.188 2.357 0.831 26.1% 0.124 3.9% 99% True False 43,522
80 3.188 2.300 0.888 27.9% 0.110 3.5% 99% True False 39,189
100 3.188 2.300 0.888 27.9% 0.104 3.3% 99% True False 35,347
120 3.198 2.300 0.898 28.2% 0.106 3.3% 98% False False 33,684
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 0.032
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.639
2.618 3.466
1.618 3.360
1.000 3.294
0.618 3.254
HIGH 3.188
0.618 3.148
0.500 3.135
0.382 3.122
LOW 3.082
0.618 3.016
1.000 2.976
1.618 2.910
2.618 2.804
4.250 2.632
Fisher Pivots for day following 24-Jul-2012
Pivot 1 day 3 day
R1 3.165 3.149
PP 3.150 3.118
S1 3.135 3.087

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

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