NYMEX Natural Gas Future December 2012


Trading Metrics calculated at close of trading on 08-Aug-2012
Day Change Summary
Previous Current
07-Aug-2012 08-Aug-2012 Change Change % Previous Week
Open 3.340 3.408 0.068 2.0% 3.494
High 3.427 3.433 0.006 0.2% 3.631
Low 3.288 3.379 0.091 2.8% 3.240
Close 3.409 3.425 0.016 0.5% 3.277
Range 0.139 0.054 -0.085 -61.2% 0.391
ATR 0.116 0.111 -0.004 -3.8% 0.000
Volume 17,388 28,453 11,065 63.6% 121,900
Daily Pivots for day following 08-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.574 3.554 3.455
R3 3.520 3.500 3.440
R2 3.466 3.466 3.435
R1 3.446 3.446 3.430 3.456
PP 3.412 3.412 3.412 3.418
S1 3.392 3.392 3.420 3.402
S2 3.358 3.358 3.415
S3 3.304 3.338 3.410
S4 3.250 3.284 3.395
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 3.530 3.205 0.325 9.5% 0.132 3.9% 68% False False 27,448
10 3.631 3.205 0.426 12.4% 0.114 3.3% 52% False False 23,150
20 3.631 3.205 0.426 12.4% 0.107 3.1% 52% False False 20,089
40 3.631 2.962 0.669 19.5% 0.112 3.3% 69% False False 17,909
60 3.631 2.962 0.669 19.5% 0.105 3.1% 69% False False 15,916
80 3.631 2.909 0.722 21.1% 0.098 2.9% 71% False False 14,368
100 3.631 2.909 0.722 21.1% 0.091 2.7% 71% False False 12,846
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 39 trading days
Fibonacci Retracements and Extensions
4.250 3.663
2.618 3.574
1.618 3.520
1.000 3.487
0.618 3.466
HIGH 3.433
0.618 3.412
0.500 3.406
0.382 3.400
LOW 3.379
0.618 3.346
1.000 3.325
1.618 3.292
2.618 3.238
4.250 3.150
Fisher Pivots for day following 08-Aug-2012
Pivot 1 day 3 day
R1 3.419 3.390
PP 3.412 3.354
S1 3.406 3.319

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

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