NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 14-Aug-2012
Day Change Summary
Previous Current
13-Aug-2012 14-Aug-2012 Change Change % Previous Week
Open 3.003 2.992 -0.011 -0.4% 2.988
High 3.044 3.080 0.036 1.2% 3.300
Low 2.980 2.983 0.003 0.1% 2.948
Close 2.988 3.066 0.078 2.6% 3.027
Range 0.064 0.097 0.033 51.6% 0.352
ATR 0.122 0.120 -0.002 -1.4% 0.000
Volume 97,893 78,965 -18,928 -19.3% 393,919
Daily Pivots for day following 14-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.334 3.297 3.119
R3 3.237 3.200 3.093
R2 3.140 3.140 3.084
R1 3.103 3.103 3.075 3.122
PP 3.043 3.043 3.043 3.052
S1 3.006 3.006 3.057 3.025
S2 2.946 2.946 3.048
S3 2.849 2.909 3.039
S4 2.752 2.812 3.013
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 4.148 3.939 3.221
R3 3.796 3.587 3.124
R2 3.444 3.444 3.092
R1 3.235 3.235 3.059 3.340
PP 3.092 3.092 3.092 3.144
S1 2.883 2.883 2.995 2.988
S2 2.740 2.740 2.962
S3 2.388 2.531 2.930
S4 2.036 2.179 2.833
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.300 2.980 0.320 10.4% 0.112 3.6% 27% False False 99,175
10 3.368 2.948 0.420 13.7% 0.129 4.2% 28% False False 72,718
20 3.407 2.948 0.459 15.0% 0.120 3.9% 26% False False 53,025
40 3.407 2.886 0.521 17.0% 0.120 3.9% 35% False False 39,547
60 3.407 2.650 0.757 24.7% 0.114 3.7% 55% False False 32,698
80 3.407 2.566 0.841 27.4% 0.109 3.5% 59% False False 28,167
100 3.407 2.566 0.841 27.4% 0.098 3.2% 59% False False 24,161
120 3.407 2.566 0.841 27.4% 0.094 3.1% 59% False False 21,057
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.492
2.618 3.334
1.618 3.237
1.000 3.177
0.618 3.140
HIGH 3.080
0.618 3.043
0.500 3.032
0.382 3.020
LOW 2.983
0.618 2.923
1.000 2.886
1.618 2.826
2.618 2.729
4.250 2.571
Fisher Pivots for day following 14-Aug-2012
Pivot 1 day 3 day
R1 3.055 3.068
PP 3.043 3.067
S1 3.032 3.067

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

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