NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 11-Jun-2012
Day Change Summary
Previous Current
08-Jun-2012 11-Jun-2012 Change Change % Previous Week
Open 2.756 2.771 0.015 0.5% 2.784
High 2.806 2.771 -0.035 -1.2% 2.903
Low 2.720 2.715 -0.005 -0.2% 2.720
Close 2.793 2.729 -0.064 -2.3% 2.793
Range 0.086 0.056 -0.030 -34.9% 0.183
ATR 0.097 0.095 -0.001 -1.4% 0.000
Volume 27,384 22,167 -5,217 -19.1% 79,535
Daily Pivots for day following 11-Jun-2012
Classic Woodie Camarilla DeMark
R4 2.906 2.874 2.760
R3 2.850 2.818 2.744
R2 2.794 2.794 2.739
R1 2.762 2.762 2.734 2.750
PP 2.738 2.738 2.738 2.733
S1 2.706 2.706 2.724 2.694
S2 2.682 2.682 2.719
S3 2.626 2.650 2.714
S4 2.570 2.594 2.698
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.354 3.257 2.894
R3 3.171 3.074 2.843
R2 2.988 2.988 2.827
R1 2.891 2.891 2.810 2.940
PP 2.805 2.805 2.805 2.830
S1 2.708 2.708 2.776 2.757
S2 2.622 2.622 2.759
S3 2.439 2.525 2.743
S4 2.256 2.342 2.692
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.903 2.715 0.188 6.9% 0.082 3.0% 7% False True 17,002
10 2.970 2.715 0.255 9.3% 0.088 3.2% 5% False True 16,339
20 3.190 2.715 0.475 17.4% 0.099 3.6% 3% False True 16,468
40 3.190 2.566 0.624 22.9% 0.086 3.2% 26% False False 14,654
60 3.190 2.566 0.624 22.9% 0.078 2.8% 26% False False 12,120
80 3.364 2.566 0.798 29.2% 0.080 2.9% 20% False False 10,605
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 3.009
2.618 2.918
1.618 2.862
1.000 2.827
0.618 2.806
HIGH 2.771
0.618 2.750
0.500 2.743
0.382 2.736
LOW 2.715
0.618 2.680
1.000 2.659
1.618 2.624
2.618 2.568
4.250 2.477
Fisher Pivots for day following 11-Jun-2012
Pivot 1 day 3 day
R1 2.743 2.788
PP 2.738 2.768
S1 2.734 2.749

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

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