NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 05-Jun-2012
Day Change Summary
Previous Current
04-Jun-2012 05-Jun-2012 Change Change % Previous Week
Open 3.238 3.304 0.066 2.0% 3.380
High 3.312 3.331 0.019 0.6% 3.405
Low 3.227 3.260 0.033 1.0% 3.228
Close 3.293 3.314 0.021 0.6% 3.244
Range 0.085 0.071 -0.014 -16.5% 0.177
ATR 0.089 0.088 -0.001 -1.5% 0.000
Volume 17,840 10,249 -7,591 -42.6% 63,290
Daily Pivots for day following 05-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.515 3.485 3.353
R3 3.444 3.414 3.334
R2 3.373 3.373 3.327
R1 3.343 3.343 3.321 3.358
PP 3.302 3.302 3.302 3.309
S1 3.272 3.272 3.307 3.287
S2 3.231 3.231 3.301
S3 3.160 3.201 3.294
S4 3.089 3.130 3.275
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 3.363 3.227 0.136 4.1% 0.085 2.6% 64% False False 15,445
10 3.570 3.227 0.343 10.4% 0.085 2.6% 25% False False 17,524
20 3.620 3.227 0.393 11.9% 0.089 2.7% 22% False False 16,478
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.633
2.618 3.517
1.618 3.446
1.000 3.402
0.618 3.375
HIGH 3.331
0.618 3.304
0.500 3.296
0.382 3.287
LOW 3.260
0.618 3.216
1.000 3.189
1.618 3.145
2.618 3.074
4.250 2.958
Fisher Pivots for day following 05-Jun-2012
Pivot 1 day 3 day
R1 3.308 3.302
PP 3.302 3.291
S1 3.296 3.279

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

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