NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 25-May-2012
Day Change Summary
Previous Current
24-May-2012 25-May-2012 Change Change % Previous Week
Open 2.729 2.642 -0.087 -3.2% 2.722
High 2.750 2.654 -0.096 -3.5% 2.750
Low 2.628 2.523 -0.105 -4.0% 2.523
Close 2.647 2.550 -0.097 -3.7% 2.550
Range 0.122 0.131 0.009 7.4% 0.227
ATR 0.123 0.123 0.001 0.5% 0.000
Volume 109,368 81,903 -27,465 -25.1% 606,055
Daily Pivots for day following 25-May-2012
Classic Woodie Camarilla DeMark
R4 2.969 2.890 2.622
R3 2.838 2.759 2.586
R2 2.707 2.707 2.574
R1 2.628 2.628 2.562 2.602
PP 2.576 2.576 2.576 2.563
S1 2.497 2.497 2.538 2.471
S2 2.445 2.445 2.526
S3 2.314 2.366 2.514
S4 2.183 2.235 2.478
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 3.289 3.146 2.675
R3 3.062 2.919 2.612
R2 2.835 2.835 2.592
R1 2.692 2.692 2.571 2.650
PP 2.608 2.608 2.608 2.587
S1 2.465 2.465 2.529 2.423
S2 2.381 2.381 2.508
S3 2.154 2.238 2.488
S4 1.927 2.011 2.425
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.750 2.523 0.227 8.9% 0.138 5.4% 12% False True 121,211
10 2.759 2.387 0.372 14.6% 0.140 5.5% 44% False False 128,502
20 2.759 2.150 0.609 23.9% 0.131 5.1% 66% False False 135,023
40 2.759 1.982 0.777 30.5% 0.104 4.1% 73% False False 106,095
60 2.759 1.982 0.777 30.5% 0.097 3.8% 73% False False 80,288
80 3.040 1.982 1.058 41.5% 0.103 4.0% 54% False False 66,735
100 3.310 1.982 1.328 52.1% 0.110 4.3% 43% False False 57,364
120 3.734 1.982 1.752 68.7% 0.106 4.2% 32% False False 48,593
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.211
2.618 2.997
1.618 2.866
1.000 2.785
0.618 2.735
HIGH 2.654
0.618 2.604
0.500 2.589
0.382 2.573
LOW 2.523
0.618 2.442
1.000 2.392
1.618 2.311
2.618 2.180
4.250 1.966
Fisher Pivots for day following 25-May-2012
Pivot 1 day 3 day
R1 2.589 2.637
PP 2.576 2.608
S1 2.563 2.579

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

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