NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 11-Jun-2012
Day Change Summary
Previous Current
08-Jun-2012 11-Jun-2012 Change Change % Previous Week
Open 3.216 3.240 0.024 0.7% 3.238
High 3.280 3.247 -0.033 -1.0% 3.338
Low 3.193 3.193 0.000 0.0% 3.193
Close 3.264 3.204 -0.060 -1.8% 3.264
Range 0.087 0.054 -0.033 -37.9% 0.145
ATR 0.088 0.086 -0.001 -1.4% 0.000
Volume 23,605 17,878 -5,727 -24.3% 73,538
Daily Pivots for day following 11-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.377 3.344 3.234
R3 3.323 3.290 3.219
R2 3.269 3.269 3.214
R1 3.236 3.236 3.209 3.226
PP 3.215 3.215 3.215 3.209
S1 3.182 3.182 3.199 3.172
S2 3.161 3.161 3.194
S3 3.107 3.128 3.189
S4 3.053 3.074 3.174
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 4.5% 0.076 2.4% 8% False True 14,715
10 3.405 3.193 0.212 6.6% 0.083 2.6% 5% False True 15,470
20 3.620 3.193 0.427 13.3% 0.088 2.7% 3% False True 16,830
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Bull Hook False
Stretch 0.017
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.477
2.618 3.388
1.618 3.334
1.000 3.301
0.618 3.280
HIGH 3.247
0.618 3.226
0.500 3.220
0.382 3.214
LOW 3.193
0.618 3.160
1.000 3.139
1.618 3.106
2.618 3.052
4.250 2.964
Fisher Pivots for day following 11-Jun-2012
Pivot 1 day 3 day
R1 3.220 3.262
PP 3.215 3.242
S1 3.209 3.223

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

View Archives - Comment on this page... - Back to Index of Symbols