NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 15-May-2012
Day Change Summary
Previous Current
14-May-2012 15-May-2012 Change Change % Previous Week
Open 3.528 3.441 -0.087 -2.5% 3.402
High 3.528 3.509 -0.019 -0.5% 3.562
Low 3.452 3.441 -0.011 -0.3% 3.398
Close 3.463 3.502 0.039 1.1% 3.525
Range 0.076 0.068 -0.008 -10.5% 0.164
ATR 0.063 0.063 0.000 0.6% 0.000
Volume 1,018 1,051 33 3.2% 4,631
Daily Pivots for day following 15-May-2012
Classic Woodie Camarilla DeMark
R4 3.688 3.663 3.539
R3 3.620 3.595 3.521
R2 3.552 3.552 3.514
R1 3.527 3.527 3.508 3.540
PP 3.484 3.484 3.484 3.490
S1 3.459 3.459 3.496 3.472
S2 3.416 3.416 3.490
S3 3.348 3.391 3.483
S4 3.280 3.323 3.465
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 3.987 3.920 3.615
R3 3.823 3.756 3.570
R2 3.659 3.659 3.555
R1 3.592 3.592 3.540 3.626
PP 3.495 3.495 3.495 3.512
S1 3.428 3.428 3.510 3.462
S2 3.331 3.331 3.495
S3 3.167 3.264 3.480
S4 3.003 3.100 3.435
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.562 3.441 0.121 3.5% 0.061 1.7% 50% False True 1,107
10 3.562 3.329 0.233 6.7% 0.061 1.7% 74% False False 982
20 3.562 3.072 0.490 14.0% 0.058 1.7% 88% False False 923
40 3.562 3.072 0.490 14.0% 0.049 1.4% 88% False False 794
60 3.750 3.072 0.678 19.4% 0.053 1.5% 63% False False 764
80 3.750 3.072 0.678 19.4% 0.059 1.7% 63% False False 774
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 True
Bull Hook False
Stretch 0.004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.798
2.618 3.687
1.618 3.619
1.000 3.577
0.618 3.551
HIGH 3.509
0.618 3.483
0.500 3.475
0.382 3.467
LOW 3.441
0.618 3.399
1.000 3.373
1.618 3.331
2.618 3.263
4.250 3.152
Fisher Pivots for day following 15-May-2012
Pivot 1 day 3 day
R1 3.493 3.502
PP 3.484 3.502
S1 3.475 3.502

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

View Archives - Comment on this page... - Back to Index of Symbols