NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 21-May-2012
Day Change Summary
Previous Current
18-May-2012 21-May-2012 Change Change % Previous Week
Open 3.557 3.601 0.044 1.2% 3.486
High 3.620 3.607 -0.013 -0.4% 3.620
Low 3.545 3.489 -0.056 -1.6% 3.411
Close 3.609 3.495 -0.114 -3.2% 3.609
Range 0.075 0.118 0.043 57.3% 0.209
ATR 0.082 0.084 0.003 3.4% 0.000
Volume 15,829 32,917 17,088 108.0% 65,124
Daily Pivots for day following 21-May-2012
Classic Woodie Camarilla DeMark
R4 3.884 3.808 3.560
R3 3.766 3.690 3.527
R2 3.648 3.648 3.517
R1 3.572 3.572 3.506 3.551
PP 3.530 3.530 3.530 3.520
S1 3.454 3.454 3.484 3.433
S2 3.412 3.412 3.473
S3 3.294 3.336 3.463
S4 3.176 3.218 3.430
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 4.174 4.100 3.724
R3 3.965 3.891 3.666
R2 3.756 3.756 3.647
R1 3.682 3.682 3.628 3.719
PP 3.547 3.547 3.547 3.565
S1 3.473 3.473 3.590 3.510
S2 3.338 3.338 3.571
S3 3.129 3.264 3.552
S4 2.920 3.055 3.494
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.620 3.411 0.209 6.0% 0.097 2.8% 40% False False 17,172
10 3.620 3.359 0.261 7.5% 0.093 2.7% 52% False False 15,431
20 3.620 3.107 0.513 14.7% 0.087 2.5% 76% False False 14,680
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 0.020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.109
2.618 3.916
1.618 3.798
1.000 3.725
0.618 3.680
HIGH 3.607
0.618 3.562
0.500 3.548
0.382 3.534
LOW 3.489
0.618 3.416
1.000 3.371
1.618 3.298
2.618 3.180
4.250 2.988
Fisher Pivots for day following 21-May-2012
Pivot 1 day 3 day
R1 3.548 3.555
PP 3.530 3.535
S1 3.513 3.515

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

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