NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 16-Jul-2012
Day Change Summary
Previous Current
13-Jul-2012 16-Jul-2012 Change Change % Previous Week
Open 3.096 3.113 0.017 0.5% 3.054
High 3.145 3.135 -0.010 -0.3% 3.156
Low 3.080 3.023 -0.057 -1.9% 2.986
Close 3.113 3.040 -0.073 -2.3% 3.113
Range 0.065 0.112 0.047 72.3% 0.170
ATR 0.118 0.117 0.000 -0.4% 0.000
Volume 36,238 20,747 -15,491 -42.7% 160,808
Daily Pivots for day following 16-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.402 3.333 3.102
R3 3.290 3.221 3.071
R2 3.178 3.178 3.061
R1 3.109 3.109 3.050 3.088
PP 3.066 3.066 3.066 3.055
S1 2.997 2.997 3.030 2.976
S2 2.954 2.954 3.019
S3 2.842 2.885 3.009
S4 2.730 2.773 2.978
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.595 3.524 3.207
R3 3.425 3.354 3.160
R2 3.255 3.255 3.144
R1 3.184 3.184 3.129 3.220
PP 3.085 3.085 3.085 3.103
S1 3.014 3.014 3.097 3.050
S2 2.915 2.915 3.082
S3 2.745 2.844 3.066
S4 2.575 2.674 3.020
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.156 2.986 0.170 5.6% 0.117 3.9% 32% False False 27,717
10 3.321 2.986 0.335 11.0% 0.121 4.0% 16% False False 28,399
20 3.321 2.872 0.449 14.8% 0.122 4.0% 37% False False 25,940
40 3.321 2.650 0.671 22.1% 0.111 3.7% 58% False False 22,481
60 3.321 2.566 0.755 24.8% 0.104 3.4% 63% False False 19,762
80 3.321 2.566 0.755 24.8% 0.092 3.0% 63% False False 16,738
100 3.361 2.566 0.795 26.2% 0.089 2.9% 60% False False 14,515
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.611
2.618 3.428
1.618 3.316
1.000 3.247
0.618 3.204
HIGH 3.135
0.618 3.092
0.500 3.079
0.382 3.066
LOW 3.023
0.618 2.954
1.000 2.911
1.618 2.842
2.618 2.730
4.250 2.547
Fisher Pivots for day following 16-Jul-2012
Pivot 1 day 3 day
R1 3.079 3.066
PP 3.066 3.057
S1 3.053 3.049

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

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