NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 16-Aug-2012
Day Change Summary
Previous Current
15-Aug-2012 16-Aug-2012 Change Change % Previous Week
Open 3.065 2.994 -0.071 -2.3% 2.988
High 3.065 3.070 0.005 0.2% 3.300
Low 2.973 2.925 -0.048 -1.6% 2.948
Close 2.981 2.949 -0.032 -1.1% 3.027
Range 0.092 0.145 0.053 57.6% 0.352
ATR 0.118 0.120 0.002 1.6% 0.000
Volume 51,397 44,007 -7,390 -14.4% 393,919
Daily Pivots for day following 16-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.416 3.328 3.029
R3 3.271 3.183 2.989
R2 3.126 3.126 2.976
R1 3.038 3.038 2.962 3.010
PP 2.981 2.981 2.981 2.967
S1 2.893 2.893 2.936 2.865
S2 2.836 2.836 2.922
S3 2.691 2.748 2.909
S4 2.546 2.603 2.869
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 3.155 2.925 0.230 7.8% 0.107 3.6% 10% False True 80,547
10 3.300 2.925 0.375 12.7% 0.117 4.0% 6% False True 72,121
20 3.407 2.925 0.482 16.3% 0.119 4.0% 5% False True 55,105
40 3.407 2.920 0.487 16.5% 0.119 4.0% 6% False False 40,944
60 3.407 2.650 0.757 25.7% 0.114 3.9% 39% False False 33,707
80 3.407 2.634 0.773 26.2% 0.110 3.7% 41% False False 29,093
100 3.407 2.566 0.841 28.5% 0.099 3.4% 46% False False 25,047
120 3.407 2.566 0.841 28.5% 0.094 3.2% 46% False False 21,780
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.686
2.618 3.450
1.618 3.305
1.000 3.215
0.618 3.160
HIGH 3.070
0.618 3.015
0.500 2.998
0.382 2.980
LOW 2.925
0.618 2.835
1.000 2.780
1.618 2.690
2.618 2.545
4.250 2.309
Fisher Pivots for day following 16-Aug-2012
Pivot 1 day 3 day
R1 2.998 3.003
PP 2.981 2.985
S1 2.965 2.967

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

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