NYMEX Natural Gas Future September 2012


Trading Metrics calculated at close of trading on 06-Jun-2012
Day Change Summary
Previous Current
05-Jun-2012 06-Jun-2012 Change Change % Previous Week
Open 2.526 2.545 0.019 0.8% 2.702
High 2.565 2.579 0.014 0.5% 2.704
Low 2.478 2.494 0.016 0.6% 2.425
Close 2.540 2.521 -0.019 -0.7% 2.437
Range 0.087 0.085 -0.002 -2.3% 0.279
ATR 0.113 0.111 -0.002 -1.8% 0.000
Volume 40,189 44,591 4,402 11.0% 148,815
Daily Pivots for day following 06-Jun-2012
Classic Woodie Camarilla DeMark
R4 2.786 2.739 2.568
R3 2.701 2.654 2.544
R2 2.616 2.616 2.537
R1 2.569 2.569 2.529 2.550
PP 2.531 2.531 2.531 2.522
S1 2.484 2.484 2.513 2.465
S2 2.446 2.446 2.505
S3 2.361 2.399 2.498
S4 2.276 2.314 2.474
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.359 3.177 2.590
R3 3.080 2.898 2.514
R2 2.801 2.801 2.488
R1 2.619 2.619 2.463 2.571
PP 2.522 2.522 2.522 2.498
S1 2.340 2.340 2.411 2.292
S2 2.243 2.243 2.386
S3 1.964 2.061 2.360
S4 1.685 1.782 2.284
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.600 2.420 0.180 7.1% 0.100 4.0% 56% False False 43,326
10 2.875 2.420 0.455 18.0% 0.110 4.3% 22% False False 38,038
20 2.912 2.420 0.492 19.5% 0.115 4.5% 21% False False 36,554
40 2.912 2.222 0.690 27.4% 0.099 3.9% 43% False False 30,011
60 2.912 2.222 0.690 27.4% 0.091 3.6% 43% False False 24,129
80 3.143 2.222 0.921 36.5% 0.091 3.6% 32% False False 21,002
100 3.170 2.222 0.948 37.6% 0.101 4.0% 32% False False 18,897
120 3.536 2.222 1.314 52.1% 0.098 3.9% 23% False False 16,429
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.940
2.618 2.802
1.618 2.717
1.000 2.664
0.618 2.632
HIGH 2.579
0.618 2.547
0.500 2.537
0.382 2.526
LOW 2.494
0.618 2.441
1.000 2.409
1.618 2.356
2.618 2.271
4.250 2.133
Fisher Pivots for day following 06-Jun-2012
Pivot 1 day 3 day
R1 2.537 2.514
PP 2.531 2.507
S1 2.526 2.500

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

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