NYMEX Natural Gas Future December 2012


Trading Metrics calculated at close of trading on 06-Jul-2012
Day Change Summary
Previous Current
05-Jul-2012 06-Jul-2012 Change Change % Previous Week
Open 3.434 3.490 0.056 1.6% 3.343
High 3.485 3.526 0.041 1.2% 3.526
Low 3.404 3.282 -0.122 -3.6% 3.282
Close 3.448 3.299 -0.149 -4.3% 3.299
Range 0.081 0.244 0.163 201.2% 0.244
ATR 0.102 0.113 0.010 9.9% 0.000
Volume 7,920 10,534 2,614 33.0% 52,009
Daily Pivots for day following 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 4.101 3.944 3.433
R3 3.857 3.700 3.366
R2 3.613 3.613 3.344
R1 3.456 3.456 3.321 3.413
PP 3.369 3.369 3.369 3.347
S1 3.212 3.212 3.277 3.169
S2 3.125 3.125 3.254
S3 2.881 2.968 3.232
S4 2.637 2.724 3.165
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 4.101 3.944 3.433
R3 3.857 3.700 3.366
R2 3.613 3.613 3.344
R1 3.456 3.456 3.321 3.413
PP 3.369 3.369 3.369 3.347
S1 3.212 3.212 3.277 3.169
S2 3.125 3.125 3.254
S3 2.881 2.968 3.232
S4 2.637 2.724 3.165
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.526 3.275 0.251 7.6% 0.118 3.6% 10% True False 15,514
10 3.526 3.198 0.328 9.9% 0.120 3.6% 31% True False 15,957
20 3.526 2.962 0.564 17.1% 0.113 3.4% 60% True False 15,699
40 3.526 2.962 0.564 17.1% 0.103 3.1% 60% True False 13,636
60 3.526 2.909 0.617 18.7% 0.092 2.8% 63% True False 12,178
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 4.563
2.618 4.165
1.618 3.921
1.000 3.770
0.618 3.677
HIGH 3.526
0.618 3.433
0.500 3.404
0.382 3.375
LOW 3.282
0.618 3.131
1.000 3.038
1.618 2.887
2.618 2.643
4.250 2.245
Fisher Pivots for day following 06-Jul-2012
Pivot 1 day 3 day
R1 3.404 3.404
PP 3.369 3.369
S1 3.334 3.334

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.