NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 08-Aug-2012
Day Change Summary
Previous Current
07-Aug-2012 08-Aug-2012 Change Change % Previous Week
Open 2.941 2.981 0.040 1.4% 3.063
High 3.008 3.006 -0.002 -0.1% 3.281
Low 2.890 2.925 0.035 1.2% 2.846
Close 2.982 2.961 -0.021 -0.7% 2.885
Range 0.118 0.081 -0.037 -31.4% 0.435
ATR 0.136 0.132 -0.004 -2.9% 0.000
Volume 45,509 84,859 39,350 86.5% 342,602
Daily Pivots for day following 08-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.207 3.165 3.006
R3 3.126 3.084 2.983
R2 3.045 3.045 2.976
R1 3.003 3.003 2.968 2.984
PP 2.964 2.964 2.964 2.954
S1 2.922 2.922 2.954 2.903
S2 2.883 2.883 2.946
S3 2.802 2.841 2.939
S4 2.721 2.760 2.916
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 4.309 4.032 3.124
R3 3.874 3.597 3.005
R2 3.439 3.439 2.965
R1 3.162 3.162 2.925 3.083
PP 3.004 3.004 3.004 2.965
S1 2.727 2.727 2.845 2.648
S2 2.569 2.569 2.805
S3 2.134 2.292 2.765
S4 1.699 1.857 2.646
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.170 2.809 0.361 12.2% 0.140 4.7% 42% False False 65,745
10 3.281 2.809 0.472 15.9% 0.132 4.5% 32% False False 62,270
20 3.281 2.744 0.537 18.1% 0.129 4.4% 40% False False 57,750
40 3.281 2.357 0.924 31.2% 0.137 4.6% 65% False False 54,256
60 3.281 2.357 0.924 31.2% 0.130 4.4% 65% False False 48,545
80 3.281 2.300 0.981 33.1% 0.119 4.0% 67% False False 44,282
100 3.281 2.300 0.981 33.1% 0.110 3.7% 67% False False 39,588
120 3.281 2.300 0.981 33.1% 0.107 3.6% 67% False False 36,748
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 3.350
2.618 3.218
1.618 3.137
1.000 3.087
0.618 3.056
HIGH 3.006
0.618 2.975
0.500 2.966
0.382 2.956
LOW 2.925
0.618 2.875
1.000 2.844
1.618 2.794
2.618 2.713
4.250 2.581
Fisher Pivots for day following 08-Aug-2012
Pivot 1 day 3 day
R1 2.966 2.944
PP 2.964 2.926
S1 2.963 2.909

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

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