NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 12-Jul-2012
Day Change Summary
Previous Current
11-Jul-2012 12-Jul-2012 Change Change % Previous Week
Open 3.018 3.069 0.051 1.7% 3.077
High 3.098 3.142 0.044 1.4% 3.321
Low 2.996 2.986 -0.010 -0.3% 3.028
Close 3.094 3.112 0.018 0.6% 3.051
Range 0.102 0.156 0.054 52.9% 0.293
ATR 0.119 0.122 0.003 2.2% 0.000
Volume 31,847 25,195 -6,652 -20.9% 102,444
Daily Pivots for day following 12-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.548 3.486 3.198
R3 3.392 3.330 3.155
R2 3.236 3.236 3.141
R1 3.174 3.174 3.126 3.205
PP 3.080 3.080 3.080 3.096
S1 3.018 3.018 3.098 3.049
S2 2.924 2.924 3.083
S3 2.768 2.862 3.069
S4 2.612 2.706 3.026
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 2.986 0.335 10.8% 0.156 5.0% 38% False True 29,215
10 3.321 2.973 0.348 11.2% 0.129 4.1% 40% False False 29,338
20 3.321 2.650 0.671 21.6% 0.132 4.2% 69% False False 26,094
40 3.321 2.650 0.671 21.6% 0.113 3.6% 69% False False 21,709
60 3.321 2.566 0.755 24.3% 0.102 3.3% 72% False False 19,062
80 3.321 2.566 0.755 24.3% 0.091 2.9% 72% False False 16,140
100 3.361 2.566 0.795 25.5% 0.089 2.9% 69% False False 14,054
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.042
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.805
2.618 3.550
1.618 3.394
1.000 3.298
0.618 3.238
HIGH 3.142
0.618 3.082
0.500 3.064
0.382 3.046
LOW 2.986
0.618 2.890
1.000 2.830
1.618 2.734
2.618 2.578
4.250 2.323
Fisher Pivots for day following 12-Jul-2012
Pivot 1 day 3 day
R1 3.096 3.098
PP 3.080 3.085
S1 3.064 3.071

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

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