NYMEX Natural Gas Future February 2013


Trading Metrics calculated at close of trading on 04-Jun-2012
Day Change Summary
Previous Current
01-Jun-2012 04-Jun-2012 Change Change % Previous Week
Open 3.269 3.255 -0.014 -0.4% 3.360
High 3.281 3.329 0.048 1.5% 3.420
Low 3.250 3.255 0.005 0.2% 3.250
Close 3.266 3.313 0.047 1.4% 3.266
Range 0.031 0.074 0.043 138.7% 0.170
ATR 0.000 0.091 0.091 0.000
Volume 2,475 3,993 1,518 61.3% 9,295
Daily Pivots for day following 04-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.521 3.491 3.354
R3 3.447 3.417 3.333
R2 3.373 3.373 3.327
R1 3.343 3.343 3.320 3.358
PP 3.299 3.299 3.299 3.307
S1 3.269 3.269 3.306 3.284
S2 3.225 3.225 3.299
S3 3.151 3.195 3.293
S4 3.077 3.121 3.272
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 3.420 3.250 0.170 5.1% 0.080 2.4% 37% False False 2,657
10 3.608 3.250 0.358 10.8% 0.080 2.4% 18% False False 3,035
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.644
2.618 3.523
1.618 3.449
1.000 3.403
0.618 3.375
HIGH 3.329
0.618 3.301
0.500 3.292
0.382 3.283
LOW 3.255
0.618 3.209
1.000 3.181
1.618 3.135
2.618 3.061
4.250 2.941
Fisher Pivots for day following 04-Jun-2012
Pivot 1 day 3 day
R1 3.306 3.317
PP 3.299 3.316
S1 3.292 3.314

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

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