NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 08-Jun-2012
Day Change Summary
Previous Current
07-Jun-2012 08-Jun-2012 Change Change % Previous Week
Open 3.310 3.216 -0.094 -2.8% 3.238
High 3.330 3.280 -0.050 -1.5% 3.338
Low 3.223 3.193 -0.030 -0.9% 3.193
Close 3.242 3.264 0.022 0.7% 3.264
Range 0.107 0.087 -0.020 -18.7% 0.145
ATR 0.088 0.088 0.000 0.0% 0.000
Volume 10,972 23,605 12,633 115.1% 73,538
Daily Pivots for day following 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.507 3.472 3.312
R3 3.420 3.385 3.288
R2 3.333 3.333 3.280
R1 3.298 3.298 3.272 3.316
PP 3.246 3.246 3.246 3.254
S1 3.211 3.211 3.256 3.229
S2 3.159 3.159 3.248
S3 3.072 3.124 3.240
S4 2.985 3.037 3.216
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.700 3.627 3.344
R3 3.555 3.482 3.304
R2 3.410 3.410 3.291
R1 3.337 3.337 3.277 3.374
PP 3.265 3.265 3.265 3.283
S1 3.192 3.192 3.251 3.229
S2 3.120 3.120 3.237
S3 2.975 3.047 3.224
S4 2.830 2.902 3.184
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.338 3.193 0.145 4.4% 0.082 2.5% 49% False True 14,707
10 3.471 3.193 0.278 8.5% 0.086 2.6% 26% False True 15,559
20 3.620 3.193 0.427 13.1% 0.089 2.7% 17% False True 16,746
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 False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.650
2.618 3.508
1.618 3.421
1.000 3.367
0.618 3.334
HIGH 3.280
0.618 3.247
0.500 3.237
0.382 3.226
LOW 3.193
0.618 3.139
1.000 3.106
1.618 3.052
2.618 2.965
4.250 2.823
Fisher Pivots for day following 08-Jun-2012
Pivot 1 day 3 day
R1 3.255 3.266
PP 3.246 3.265
S1 3.237 3.265

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

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