NYMEX Natural Gas Future February 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 3.486 3.567 0.081 2.3% 3.364
High 3.520 3.612 0.092 2.6% 3.470
Low 3.443 3.462 0.019 0.6% 3.344
Close 3.515 3.490 -0.025 -0.7% 3.440
Range 0.077 0.150 0.073 94.8% 0.126
ATR 0.089 0.094 0.004 4.9% 0.000
Volume 3,025 2,645 -380 -12.6% 14,981
Daily Pivots for day following 27-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.971 3.881 3.573
R3 3.821 3.731 3.531
R2 3.671 3.671 3.518
R1 3.581 3.581 3.504 3.551
PP 3.521 3.521 3.521 3.507
S1 3.431 3.431 3.476 3.401
S2 3.371 3.371 3.463
S3 3.221 3.281 3.449
S4 3.071 3.131 3.408
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.796 3.744 3.509
R3 3.670 3.618 3.475
R2 3.544 3.544 3.463
R1 3.492 3.492 3.452 3.518
PP 3.418 3.418 3.418 3.431
S1 3.366 3.366 3.428 3.392
S2 3.292 3.292 3.417
S3 3.166 3.240 3.405
S4 3.040 3.114 3.371
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.612 3.360 0.252 7.2% 0.097 2.8% 52% True False 3,096
10 3.612 3.150 0.462 13.2% 0.104 3.0% 74% True False 3,206
20 3.612 3.150 0.462 13.2% 0.085 2.4% 74% True False 2,699
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 0.021
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4.250
2.618 4.005
1.618 3.855
1.000 3.762
0.618 3.705
HIGH 3.612
0.618 3.555
0.500 3.537
0.382 3.519
LOW 3.462
0.618 3.369
1.000 3.312
1.618 3.219
2.618 3.069
4.250 2.825
Fisher Pivots for day following 27-Jun-2012
Pivot 1 day 3 day
R1 3.537 3.520
PP 3.521 3.510
S1 3.506 3.500

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

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