NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 30-Jul-2012
Day Change Summary
Previous Current
27-Jul-2012 30-Jul-2012 Change Change % Previous Week
Open 3.105 3.063 -0.042 -1.4% 3.088
High 3.111 3.236 0.125 4.0% 3.188
Low 3.005 3.063 0.058 1.9% 2.992
Close 3.039 3.222 0.183 6.0% 3.039
Range 0.106 0.173 0.067 63.2% 0.196
ATR 0.128 0.133 0.005 3.8% 0.000
Volume 48,326 48,787 461 1.0% 289,455
Daily Pivots for day following 30-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.693 3.630 3.317
R3 3.520 3.457 3.270
R2 3.347 3.347 3.254
R1 3.284 3.284 3.238 3.316
PP 3.174 3.174 3.174 3.189
S1 3.111 3.111 3.206 3.143
S2 3.001 3.001 3.190
S3 2.828 2.938 3.174
S4 2.655 2.765 3.127
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.661 3.546 3.147
R3 3.465 3.350 3.093
R2 3.269 3.269 3.075
R1 3.154 3.154 3.057 3.114
PP 3.073 3.073 3.073 3.053
S1 2.958 2.958 3.021 2.918
S2 2.877 2.877 3.003
S3 2.681 2.762 2.985
S4 2.485 2.566 2.931
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.236 3.005 0.231 7.2% 0.123 3.8% 94% True False 51,881
10 3.236 2.744 0.492 15.3% 0.127 3.9% 97% True False 55,431
20 3.236 2.741 0.495 15.4% 0.133 4.1% 97% True False 50,511
40 3.236 2.357 0.879 27.3% 0.131 4.1% 98% True False 49,282
60 3.236 2.357 0.879 27.3% 0.126 3.9% 98% True False 44,944
80 3.236 2.300 0.936 29.1% 0.113 3.5% 99% True False 40,489
100 3.236 2.300 0.936 29.1% 0.106 3.3% 99% True False 36,483
120 3.236 2.300 0.936 29.1% 0.105 3.3% 99% True False 34,404
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 3.971
2.618 3.689
1.618 3.516
1.000 3.409
0.618 3.343
HIGH 3.236
0.618 3.170
0.500 3.150
0.382 3.129
LOW 3.063
0.618 2.956
1.000 2.890
1.618 2.783
2.618 2.610
4.250 2.328
Fisher Pivots for day following 30-Jul-2012
Pivot 1 day 3 day
R1 3.198 3.188
PP 3.174 3.154
S1 3.150 3.121

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

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