NYMEX Natural Gas Future January 2013

Trading Metrics calculated at close of trading on 27-Jun-2012

Day Change Summary
	Previous	Current
	26-Jun-2012	27-Jun-2012	Change	Change %	Previous Week
Open	3.466	3.512	0.046	1.3%	3.322
High	3.506	3.605	0.099	2.8%	3.445
Low	3.428	3.444	0.016	0.5%	3.295
Close	3.502	3.476	-0.026	-0.7%	3.427
Range	0.078	0.161	0.083	106.4%	0.150
ATR	0.096	0.100	0.005	4.9%	0.000
Volume	15,728	14,473	-1,255	-8.0%	110,659

Daily Pivots for day following 27-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.991	3.895	3.565
R3	3.830	3.734	3.520
R2	3.669	3.669	3.506
R1	3.573	3.573	3.491	3.541
PP	3.508	3.508	3.508	3.492
S1	3.412	3.412	3.461	3.380
S2	3.347	3.347	3.446
S3	3.186	3.251	3.432
S4	3.025	3.090	3.387

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	3.605	3.340	0.265	7.6%	0.105	3.0%	51%	True	False	18,484
10	3.605	3.114	0.491	14.1%	0.118	3.4%	74%	True	False	20,447
20	3.605	3.114	0.491	14.1%	0.098	2.8%	74%	True	False	18,320
40	3.620	3.114	0.506	14.6%	0.093	2.7%	72%	False	False	17,126

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.029
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	4.289
2.618	4.026
1.618	3.865
1.000	3.766
0.618	3.704
HIGH	3.605
0.618	3.543
0.500	3.525
0.382	3.506
LOW	3.444
0.618	3.345
1.000	3.283
1.618	3.184
2.618	3.023
4.250	2.760

Fisher Pivots for day following 27-Jun-2012
Pivot	1 day	3 day
R1	3.525	3.508
PP	3.508	3.497
S1	3.492	3.487

Download as Excel Spreadsheet

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

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