NYMEX Natural Gas Future December 2012


Trading Metrics calculated at close of trading on 07-Jun-2012
Day Change Summary
Previous Current
06-Jun-2012 07-Jun-2012 Change Change % Previous Week
Open 3.157 3.157 0.000 0.0% 3.230
High 3.193 3.180 -0.013 -0.4% 3.260
Low 3.124 3.067 -0.057 -1.8% 3.077
Close 3.160 3.090 -0.070 -2.2% 3.090
Range 0.069 0.113 0.044 63.8% 0.183
ATR 0.089 0.091 0.002 1.9% 0.000
Volume 6,269 9,030 2,761 44.0% 46,501
Daily Pivots for day following 07-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.451 3.384 3.152
R3 3.338 3.271 3.121
R2 3.225 3.225 3.111
R1 3.158 3.158 3.100 3.135
PP 3.112 3.112 3.112 3.101
S1 3.045 3.045 3.080 3.022
S2 2.999 2.999 3.069
S3 2.886 2.932 3.059
S4 2.773 2.819 3.028
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.691 3.574 3.191
R3 3.508 3.391 3.140
R2 3.325 3.325 3.124
R1 3.208 3.208 3.107 3.175
PP 3.142 3.142 3.142 3.126
S1 3.025 3.025 3.073 2.992
S2 2.959 2.959 3.056
S3 2.776 2.842 3.040
S4 2.593 2.659 2.989
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.193 3.067 0.126 4.1% 0.082 2.6% 18% False True 11,025
10 3.398 3.067 0.331 10.7% 0.092 3.0% 7% False True 10,770
20 3.479 3.067 0.412 13.3% 0.093 3.0% 6% False True 11,573
40 3.479 2.909 0.570 18.4% 0.082 2.7% 32% False False 10,417
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.660
2.618 3.476
1.618 3.363
1.000 3.293
0.618 3.250
HIGH 3.180
0.618 3.137
0.500 3.124
0.382 3.110
LOW 3.067
0.618 2.997
1.000 2.954
1.618 2.884
2.618 2.771
4.250 2.587
Fisher Pivots for day following 07-Jun-2012
Pivot 1 day 3 day
R1 3.124 3.130
PP 3.112 3.117
S1 3.101 3.103

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

View Archives - Comment on this page... - Back to Index of Symbols