NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 10-Jul-2012
Day Change Summary
Previous Current
09-Jul-2012 10-Jul-2012 Change Change % Previous Week
Open 3.054 3.123 0.069 2.3% 3.077
High 3.136 3.156 0.020 0.6% 3.321
Low 3.053 3.005 -0.048 -1.6% 3.028
Close 3.127 3.010 -0.117 -3.7% 3.051
Range 0.083 0.151 0.068 81.9% 0.293
ATR 0.118 0.121 0.002 2.0% 0.000
Volume 42,969 24,559 -18,410 -42.8% 102,444
Daily Pivots for day following 10-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.510 3.411 3.093
R3 3.359 3.260 3.052
R2 3.208 3.208 3.038
R1 3.109 3.109 3.024 3.083
PP 3.057 3.057 3.057 3.044
S1 2.958 2.958 2.996 2.932
S2 2.906 2.906 2.982
S3 2.755 2.807 2.968
S4 2.604 2.656 2.927
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 4.012 3.825 3.212
R3 3.719 3.532 3.132
R2 3.426 3.426 3.105
R1 3.239 3.239 3.078 3.186
PP 3.133 3.133 3.133 3.107
S1 2.946 2.946 3.024 2.893
S2 2.840 2.840 2.997
S3 2.547 2.653 2.970
S4 2.254 2.360 2.890
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.321 3.005 0.316 10.5% 0.136 4.5% 2% False True 26,373
10 3.321 2.973 0.348 11.6% 0.129 4.3% 11% False False 27,838
20 3.321 2.650 0.671 22.3% 0.125 4.2% 54% False False 25,886
40 3.321 2.650 0.671 22.3% 0.112 3.7% 54% False False 21,177
60 3.321 2.566 0.755 25.1% 0.099 3.3% 59% False False 18,398
80 3.321 2.566 0.755 25.1% 0.090 3.0% 59% False False 15,562
100 3.364 2.566 0.798 26.5% 0.089 2.9% 56% False False 13,661
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.041
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.798
2.618 3.551
1.618 3.400
1.000 3.307
0.618 3.249
HIGH 3.156
0.618 3.098
0.500 3.081
0.382 3.063
LOW 3.005
0.618 2.912
1.000 2.854
1.618 2.761
2.618 2.610
4.250 2.363
Fisher Pivots for day following 10-Jul-2012
Pivot 1 day 3 day
R1 3.081 3.163
PP 3.057 3.112
S1 3.034 3.061

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

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