NYMEX Natural Gas Future February 2013


Trading Metrics calculated at close of trading on 15-Jun-2012
Day Change Summary
Previous Current
14-Jun-2012 15-Jun-2012 Change Change % Previous Week
Open 3.171 3.356 0.185 5.8% 3.242
High 3.373 3.390 0.017 0.5% 3.390
Low 3.150 3.313 0.163 5.2% 3.150
Close 3.364 3.338 -0.026 -0.8% 3.338
Range 0.223 0.077 -0.146 -65.5% 0.240
ATR 0.092 0.091 -0.001 -1.2% 0.000
Volume 1,667 4,618 2,951 177.0% 12,270
Daily Pivots for day following 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.578 3.535 3.380
R3 3.501 3.458 3.359
R2 3.424 3.424 3.352
R1 3.381 3.381 3.345 3.364
PP 3.347 3.347 3.347 3.339
S1 3.304 3.304 3.331 3.287
S2 3.270 3.270 3.324
S3 3.193 3.227 3.317
S4 3.116 3.150 3.296
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 4.013 3.915 3.470
R3 3.773 3.675 3.404
R2 3.533 3.533 3.382
R1 3.435 3.435 3.360 3.484
PP 3.293 3.293 3.293 3.317
S1 3.195 3.195 3.316 3.244
S2 3.053 3.053 3.294
S3 2.813 2.955 3.272
S4 2.573 2.715 3.206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.390 3.150 0.240 7.2% 0.093 2.8% 78% True False 2,454
10 3.390 3.150 0.240 7.2% 0.081 2.4% 78% True False 2,337
20 3.623 3.150 0.473 14.2% 0.080 2.4% 40% False False 2,633
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.717
2.618 3.592
1.618 3.515
1.000 3.467
0.618 3.438
HIGH 3.390
0.618 3.361
0.500 3.352
0.382 3.342
LOW 3.313
0.618 3.265
1.000 3.236
1.618 3.188
2.618 3.111
4.250 2.986
Fisher Pivots for day following 15-Jun-2012
Pivot 1 day 3 day
R1 3.352 3.315
PP 3.347 3.293
S1 3.343 3.270

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

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