NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 13-Apr-2012
Day Change Summary
Previous Current
12-Apr-2012 13-Apr-2012 Change Change % Previous Week
Open 2.102 2.093 -0.009 -0.4% 2.200
High 2.174 2.106 -0.068 -3.1% 2.239
Low 2.081 2.069 -0.012 -0.6% 2.069
Close 2.092 2.084 -0.008 -0.4% 2.084
Range 0.093 0.037 -0.056 -60.2% 0.170
ATR 0.087 0.084 -0.004 -4.1% 0.000
Volume 68,236 120,199 51,963 76.2% 364,867
Daily Pivots for day following 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.197 2.178 2.104
R3 2.160 2.141 2.094
R2 2.123 2.123 2.091
R1 2.104 2.104 2.087 2.095
PP 2.086 2.086 2.086 2.082
S1 2.067 2.067 2.081 2.058
S2 2.049 2.049 2.077
S3 2.012 2.030 2.074
S4 1.975 1.993 2.064
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.641 2.532 2.178
R3 2.471 2.362 2.131
R2 2.301 2.301 2.115
R1 2.192 2.192 2.100 2.162
PP 2.131 2.131 2.131 2.115
S1 2.022 2.022 2.068 1.992
S2 1.961 1.961 2.053
S3 1.791 1.852 2.037
S4 1.621 1.682 1.991
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.239 2.069 0.170 8.2% 0.072 3.5% 9% False True 72,973
10 2.335 2.069 0.266 12.8% 0.073 3.5% 6% False True 60,068
20 2.607 2.069 0.538 25.8% 0.078 3.7% 3% False True 43,644
40 3.040 2.069 0.971 46.6% 0.089 4.3% 2% False True 35,106
60 3.077 2.069 1.008 48.4% 0.108 5.2% 1% False True 32,543
80 3.441 2.069 1.372 65.8% 0.105 5.0% 1% False True 26,641
100 3.851 2.069 1.782 85.5% 0.102 4.9% 1% False True 22,330
120 4.118 2.069 2.049 98.3% 0.099 4.7% 1% False True 19,070
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 2.263
2.618 2.203
1.618 2.166
1.000 2.143
0.618 2.129
HIGH 2.106
0.618 2.092
0.500 2.088
0.382 2.083
LOW 2.069
0.618 2.046
1.000 2.032
1.618 2.009
2.618 1.972
4.250 1.912
Fisher Pivots for day following 13-Apr-2012
Pivot 1 day 3 day
R1 2.088 2.122
PP 2.086 2.109
S1 2.085 2.097

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

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