NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 24-Jul-2012
Day Change Summary
Previous Current
23-Jul-2012 24-Jul-2012 Change Change % Previous Week
Open 3.225 3.225 0.000 0.0% 3.113
High 3.255 3.301 0.046 1.4% 3.234
Low 3.144 3.206 0.062 2.0% 2.968
Close 3.233 3.299 0.066 2.0% 3.219
Range 0.111 0.095 -0.016 -14.4% 0.266
ATR 0.116 0.114 -0.001 -1.3% 0.000
Volume 55,281 26,646 -28,635 -51.8% 135,807
Daily Pivots for day following 24-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.554 3.521 3.351
R3 3.459 3.426 3.325
R2 3.364 3.364 3.316
R1 3.331 3.331 3.308 3.348
PP 3.269 3.269 3.269 3.277
S1 3.236 3.236 3.290 3.253
S2 3.174 3.174 3.282
S3 3.079 3.141 3.273
S4 2.984 3.046 3.247
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.938 3.845 3.365
R3 3.672 3.579 3.292
R2 3.406 3.406 3.268
R1 3.313 3.313 3.243 3.360
PP 3.140 3.140 3.140 3.164
S1 3.047 3.047 3.195 3.094
S2 2.874 2.874 3.170
S3 2.608 2.781 3.146
S4 2.342 2.515 3.073
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.301 3.021 0.280 8.5% 0.111 3.4% 99% True False 35,450
10 3.301 2.968 0.333 10.1% 0.109 3.3% 99% True False 31,101
20 3.321 2.968 0.353 10.7% 0.119 3.6% 94% False False 29,469
40 3.321 2.650 0.671 20.3% 0.112 3.4% 97% False False 24,803
60 3.321 2.650 0.671 20.3% 0.108 3.3% 97% False False 21,840
80 3.321 2.566 0.755 22.9% 0.095 2.9% 97% False False 18,895
100 3.321 2.566 0.755 22.9% 0.089 2.7% 97% False False 16,240
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.705
2.618 3.550
1.618 3.455
1.000 3.396
0.618 3.360
HIGH 3.301
0.618 3.265
0.500 3.254
0.382 3.242
LOW 3.206
0.618 3.147
1.000 3.111
1.618 3.052
2.618 2.957
4.250 2.802
Fisher Pivots for day following 24-Jul-2012
Pivot 1 day 3 day
R1 3.284 3.272
PP 3.269 3.245
S1 3.254 3.218

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

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