NYMEX Natural Gas Future February 2013


Trading Metrics calculated at close of trading on 01-Jun-2012
Day Change Summary
Previous Current
31-May-2012 01-Jun-2012 Change Change % Previous Week
Open 3.260 3.269 0.009 0.3% 3.360
High 3.384 3.281 -0.103 -3.0% 3.420
Low 3.260 3.250 -0.010 -0.3% 3.250
Close 3.326 3.266 -0.060 -1.8% 3.266
Range 0.124 0.031 -0.093 -75.0% 0.170
ATR
Volume 2,354 2,475 121 5.1% 9,295
Daily Pivots for day following 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.359 3.343 3.283
R3 3.328 3.312 3.275
R2 3.297 3.297 3.272
R1 3.281 3.281 3.269 3.274
PP 3.266 3.266 3.266 3.262
S1 3.250 3.250 3.263 3.243
S2 3.235 3.235 3.260
S3 3.204 3.219 3.257
S4 3.173 3.188 3.249
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.822 3.714 3.360
R3 3.652 3.544 3.313
R2 3.482 3.482 3.297
R1 3.374 3.374 3.282 3.343
PP 3.312 3.312 3.312 3.297
S1 3.204 3.204 3.250 3.173
S2 3.142 3.142 3.235
S3 2.972 3.034 3.219
S4 2.802 2.864 3.173
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.471 3.250 0.221 6.8% 0.079 2.4% 7% False True 2,355
10 3.623 3.250 0.373 11.4% 0.079 2.4% 4% False True 2,929
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 0.007
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 3.413
2.618 3.362
1.618 3.331
1.000 3.312
0.618 3.300
HIGH 3.281
0.618 3.269
0.500 3.266
0.382 3.262
LOW 3.250
0.618 3.231
1.000 3.219
1.618 3.200
2.618 3.169
4.250 3.118
Fisher Pivots for day following 01-Jun-2012
Pivot 1 day 3 day
R1 3.266 3.317
PP 3.266 3.300
S1 3.266 3.283

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

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