NYMEX Natural Gas Future December 2012


Trading Metrics calculated at close of trading on 07-Aug-2012
Day Change Summary
Previous Current
06-Aug-2012 07-Aug-2012 Change Change % Previous Week
Open 3.250 3.340 0.090 2.8% 3.494
High 3.349 3.427 0.078 2.3% 3.631
Low 3.205 3.288 0.083 2.6% 3.240
Close 3.323 3.409 0.086 2.6% 3.277
Range 0.144 0.139 -0.005 -3.5% 0.391
ATR 0.114 0.116 0.002 1.6% 0.000
Volume 26,681 17,388 -9,293 -34.8% 121,900
Daily Pivots for day following 07-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.792 3.739 3.485
R3 3.653 3.600 3.447
R2 3.514 3.514 3.434
R1 3.461 3.461 3.422 3.488
PP 3.375 3.375 3.375 3.388
S1 3.322 3.322 3.396 3.349
S2 3.236 3.236 3.384
S3 3.097 3.183 3.371
S4 2.958 3.044 3.333
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 4.556 4.307 3.492
R3 4.165 3.916 3.385
R2 3.774 3.774 3.349
R1 3.525 3.525 3.313 3.454
PP 3.383 3.383 3.383 3.347
S1 3.134 3.134 3.241 3.063
S2 2.992 2.992 3.205
S3 2.601 2.743 3.169
S4 2.210 2.352 3.062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.594 3.205 0.389 11.4% 0.142 4.2% 52% False False 26,222
10 3.631 3.205 0.426 12.5% 0.118 3.5% 48% False False 21,951
20 3.631 3.205 0.426 12.5% 0.109 3.2% 48% False False 19,569
40 3.631 2.962 0.669 19.6% 0.113 3.3% 67% False False 17,643
60 3.631 2.962 0.669 19.6% 0.106 3.1% 67% False False 15,627
80 3.631 2.909 0.722 21.2% 0.098 2.9% 69% False False 14,123
100 3.631 2.909 0.722 21.2% 0.091 2.7% 69% False False 12,688
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 0.019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.018
2.618 3.791
1.618 3.652
1.000 3.566
0.618 3.513
HIGH 3.427
0.618 3.374
0.500 3.358
0.382 3.341
LOW 3.288
0.618 3.202
1.000 3.149
1.618 3.063
2.618 2.924
4.250 2.697
Fisher Pivots for day following 07-Aug-2012
Pivot 1 day 3 day
R1 3.392 3.378
PP 3.375 3.347
S1 3.358 3.316

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

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