NYMEX Natural Gas Future February 2013

Trading Metrics calculated at close of trading on 07-Jun-2012

Day Change Summary
	Previous	Current
	06-Jun-2012	07-Jun-2012	Change	Change %	Previous Week
Open	3.340	3.308	-0.032	-1.0%	3.360
High	3.358	3.321	-0.037	-1.1%	3.420
Low	3.306	3.244	-0.062	-1.9%	3.250
Close	3.327	3.263	-0.064	-1.9%	3.266
Range	0.052	0.077	0.025	48.1%	0.170
ATR	0.086	0.086	0.000	-0.3%	0.000
Volume	1,859	1,516	-343	-18.5%	9,295

Daily Pivots for day following 07-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.507	3.462	3.305
R3	3.430	3.385	3.284
R2	3.353	3.353	3.277
R1	3.308	3.308	3.270	3.292
PP	3.276	3.276	3.276	3.268
S1	3.231	3.231	3.256	3.215
S2	3.199	3.199	3.249
S3	3.122	3.154	3.242
S4	3.045	3.077	3.221

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	3.358	3.244	0.114	3.5%	0.059	1.8%	17%	False	True	2,223
10	3.531	3.244	0.287	8.8%	0.073	2.2%	7%	False	True	2,359

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.008
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.648
2.618	3.523
1.618	3.446
1.000	3.398
0.618	3.369
HIGH	3.321
0.618	3.292
0.500	3.283
0.382	3.273
LOW	3.244
0.618	3.196
1.000	3.167
1.618	3.119
2.618	3.042
4.250	2.917

Fisher Pivots for day following 07-Jun-2012
Pivot	1 day	3 day
R1	3.283	3.301
PP	3.276	3.288
S1	3.270	3.276

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