NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 29-May-2012
Day Change Summary
Previous Current
25-May-2012 29-May-2012 Change Change % Previous Week
Open 3.471 3.380 -0.091 -2.6% 3.601
High 3.471 3.405 -0.066 -1.9% 3.607
Low 3.385 3.309 -0.076 -2.2% 3.385
Close 3.430 3.327 -0.103 -3.0% 3.430
Range 0.086 0.096 0.010 11.6% 0.222
ATR 0.085 0.087 0.003 3.0% 0.000
Volume 18,766 14,151 -4,615 -24.6% 116,785
Daily Pivots for day following 29-May-2012
Classic Woodie Camarilla DeMark
R4 3.635 3.577 3.380
R3 3.539 3.481 3.353
R2 3.443 3.443 3.345
R1 3.385 3.385 3.336 3.366
PP 3.347 3.347 3.347 3.338
S1 3.289 3.289 3.318 3.270
S2 3.251 3.251 3.309
S3 3.155 3.193 3.301
S4 3.059 3.097 3.274
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 4.140 4.007 3.552
R3 3.918 3.785 3.491
R2 3.696 3.696 3.471
R1 3.563 3.563 3.450 3.519
PP 3.474 3.474 3.474 3.452
S1 3.341 3.341 3.410 3.297
S2 3.252 3.252 3.389
S3 3.030 3.119 3.369
S4 2.808 2.897 3.308
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.570 3.309 0.261 7.8% 0.086 2.6% 7% False True 19,603
10 3.620 3.309 0.311 9.3% 0.092 2.8% 6% False True 18,388
20 3.620 3.281 0.339 10.2% 0.087 2.6% 14% False False 15,902
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 0.011
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.813
2.618 3.656
1.618 3.560
1.000 3.501
0.618 3.464
HIGH 3.405
0.618 3.368
0.500 3.357
0.382 3.346
LOW 3.309
0.618 3.250
1.000 3.213
1.618 3.154
2.618 3.058
4.250 2.901
Fisher Pivots for day following 29-May-2012
Pivot 1 day 3 day
R1 3.357 3.424
PP 3.347 3.391
S1 3.337 3.359

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

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