NYMEX Natural Gas Future December 2012

Trading Metrics calculated at close of trading on 31-Jul-2012

Day Change Summary
	Previous	Current
	30-Jul-2012	31-Jul-2012	Change	Change %	Previous Week
Open	3.494	3.610	0.116	3.3%	3.450
High	3.605	3.631	0.026	0.7%	3.535
Low	3.489	3.535	0.046	1.3%	3.385
Close	3.602	3.579	-0.023	-0.6%	3.468
Range	0.116	0.096	-0.020	-17.2%	0.150
ATR	0.104	0.103	-0.001	-0.5%	0.000
Volume	15,192	19,663	4,471	29.4%	95,573

Daily Pivots for day following 31-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.870	3.820	3.632
R3	3.774	3.724	3.605
R2	3.678	3.678	3.597
R1	3.628	3.628	3.588	3.605
PP	3.582	3.582	3.582	3.570
S1	3.532	3.532	3.570	3.509
S2	3.486	3.486	3.561
S3	3.390	3.436	3.553
S4	3.294	3.340	3.526

Weekly Pivots for week ending 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.913	3.840	3.551
R3	3.763	3.690	3.509
R2	3.613	3.613	3.496
R1	3.540	3.540	3.482	3.577
PP	3.463	3.463	3.463	3.481
S1	3.390	3.390	3.454	3.427
S2	3.313	3.313	3.441
S3	3.163	3.240	3.427
S4	3.013	3.090	3.386

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.631	3.437	0.194	5.4%	0.094	2.6%	73%	True	False	17,680
10	3.631	3.296	0.335	9.4%	0.095	2.6%	84%	True	False	18,840
20	3.631	3.250	0.381	10.6%	0.105	2.9%	86%	True	False	16,066
40	3.631	2.962	0.669	18.7%	0.105	2.9%	92%	True	False	15,715
60	3.631	2.962	0.669	18.7%	0.101	2.8%	92%	True	False	14,294
80	3.631	2.909	0.722	20.2%	0.092	2.6%	93%	True	False	13,130

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	True
Stretch	0.015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.039
2.618	3.882
1.618	3.786
1.000	3.727
0.618	3.690
HIGH	3.631
0.618	3.594
0.500	3.583
0.382	3.572
LOW	3.535
0.618	3.476
1.000	3.439
1.618	3.380
2.618	3.284
4.250	3.127

Fisher Pivots for day following 31-Jul-2012
Pivot	1 day	3 day
R1	3.583	3.564
PP	3.582	3.549
S1	3.580	3.534

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