NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 26-Jun-2012
Day Change Summary
Previous Current
25-Jun-2012 26-Jun-2012 Change Change % Previous Week
Open 3.465 3.466 0.001 0.0% 3.322
High 3.500 3.506 0.006 0.2% 3.445
Low 3.411 3.428 0.017 0.5% 3.295
Close 3.449 3.502 0.053 1.5% 3.427
Range 0.089 0.078 -0.011 -12.4% 0.150
ATR 0.097 0.096 -0.001 -1.4% 0.000
Volume 14,941 15,728 787 5.3% 110,659
Daily Pivots for day following 26-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.713 3.685 3.545
R3 3.635 3.607 3.523
R2 3.557 3.557 3.516
R1 3.529 3.529 3.509 3.543
PP 3.479 3.479 3.479 3.486
S1 3.451 3.451 3.495 3.465
S2 3.401 3.401 3.488
S3 3.323 3.373 3.481
S4 3.245 3.295 3.459
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.839 3.783 3.510
R3 3.689 3.633 3.468
R2 3.539 3.539 3.455
R1 3.483 3.483 3.441 3.511
PP 3.389 3.389 3.389 3.403
S1 3.333 3.333 3.413 3.361
S2 3.239 3.239 3.400
S3 3.089 3.183 3.386
S4 2.939 3.033 3.345
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.506 3.340 0.166 4.7% 0.093 2.7% 98% True False 19,591
10 3.506 3.114 0.392 11.2% 0.106 3.0% 99% True False 20,796
20 3.506 3.114 0.392 11.2% 0.094 2.7% 99% True False 18,198
40 3.620 3.114 0.506 14.4% 0.090 2.6% 77% False False 17,050
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.022
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 3.838
2.618 3.710
1.618 3.632
1.000 3.584
0.618 3.554
HIGH 3.506
0.618 3.476
0.500 3.467
0.382 3.458
LOW 3.428
0.618 3.380
1.000 3.350
1.618 3.302
2.618 3.224
4.250 3.097
Fisher Pivots for day following 26-Jun-2012
Pivot 1 day 3 day
R1 3.490 3.476
PP 3.479 3.449
S1 3.467 3.423

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

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