NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 04-Jun-2012
Day Change Summary
Previous Current
01-Jun-2012 04-Jun-2012 Change Change % Previous Week
Open 3.271 3.238 -0.033 -1.0% 3.380
High 3.278 3.312 0.034 1.0% 3.405
Low 3.228 3.227 -0.001 0.0% 3.228
Close 3.244 3.293 0.049 1.5% 3.244
Range 0.050 0.085 0.035 70.0% 0.177
ATR 0.090 0.089 0.000 -0.4% 0.000
Volume 22,058 17,840 -4,218 -19.1% 63,290
Daily Pivots for day following 04-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.532 3.498 3.340
R3 3.447 3.413 3.316
R2 3.362 3.362 3.309
R1 3.328 3.328 3.301 3.345
PP 3.277 3.277 3.277 3.286
S1 3.243 3.243 3.285 3.260
S2 3.192 3.192 3.277
S3 3.107 3.158 3.270
S4 3.022 3.073 3.246
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.823 3.711 3.341
R3 3.646 3.534 3.293
R2 3.469 3.469 3.276
R1 3.357 3.357 3.260 3.325
PP 3.292 3.292 3.292 3.276
S1 3.180 3.180 3.228 3.148
S2 3.115 3.115 3.212
S3 2.938 3.003 3.195
S4 2.761 2.826 3.147
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.405 3.227 0.178 5.4% 0.090 2.7% 37% False True 16,226
10 3.607 3.227 0.380 11.5% 0.090 2.7% 17% False True 19,791
20 3.620 3.227 0.393 11.9% 0.089 2.7% 17% False True 16,432
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.673
2.618 3.535
1.618 3.450
1.000 3.397
0.618 3.365
HIGH 3.312
0.618 3.280
0.500 3.270
0.382 3.259
LOW 3.227
0.618 3.174
1.000 3.142
1.618 3.089
2.618 3.004
4.250 2.866
Fisher Pivots for day following 04-Jun-2012
Pivot 1 day 3 day
R1 3.285 3.295
PP 3.277 3.294
S1 3.270 3.294

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

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