NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 31-May-2012
Day Change Summary
Previous Current
30-May-2012 31-May-2012 Change Change % Previous Week
Open 3.333 3.247 -0.086 -2.6% 3.601
High 3.333 3.363 0.030 0.9% 3.607
Low 3.248 3.229 -0.019 -0.6% 3.385
Close 3.257 3.305 0.048 1.5% 3.430
Range 0.085 0.134 0.049 57.6% 0.222
ATR 0.087 0.091 0.003 3.8% 0.000
Volume 12,027 15,054 3,027 25.2% 116,785
Daily Pivots for day following 31-May-2012
Classic Woodie Camarilla DeMark
R4 3.701 3.637 3.379
R3 3.567 3.503 3.342
R2 3.433 3.433 3.330
R1 3.369 3.369 3.317 3.401
PP 3.299 3.299 3.299 3.315
S1 3.235 3.235 3.293 3.267
S2 3.165 3.165 3.280
S3 3.031 3.101 3.268
S4 2.897 2.967 3.231
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 3.538 3.229 0.309 9.3% 0.098 3.0% 25% False True 16,601
10 3.620 3.229 0.391 11.8% 0.097 2.9% 19% False True 19,334
20 3.620 3.229 0.391 11.8% 0.090 2.7% 19% False True 15,754
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 3.933
2.618 3.714
1.618 3.580
1.000 3.497
0.618 3.446
HIGH 3.363
0.618 3.312
0.500 3.296
0.382 3.280
LOW 3.229
0.618 3.146
1.000 3.095
1.618 3.012
2.618 2.878
4.250 2.660
Fisher Pivots for day following 31-May-2012
Pivot 1 day 3 day
R1 3.302 3.317
PP 3.299 3.313
S1 3.296 3.309

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

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