NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 31-May-2012
Day Change Summary
Previous Current
30-May-2012 31-May-2012 Change Change % Previous Week
Open 3.331 3.258 -0.073 -2.2% 3.545
High 3.331 3.382 0.051 1.5% 3.545
Low 3.268 3.257 -0.011 -0.3% 3.373
Close 3.273 3.328 0.055 1.7% 3.416
Range 0.063 0.125 0.062 98.4% 0.172
ATR 0.070 0.074 0.004 5.6% 0.000
Volume 1,243 1,263 20 1.6% 6,065
Daily Pivots for day following 31-May-2012
Classic Woodie Camarilla DeMark
R4 3.697 3.638 3.397
R3 3.572 3.513 3.362
R2 3.447 3.447 3.351
R1 3.388 3.388 3.339 3.418
PP 3.322 3.322 3.322 3.337
S1 3.263 3.263 3.317 3.293
S2 3.197 3.197 3.305
S3 3.072 3.138 3.294
S4 2.947 3.013 3.259
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 3.961 3.860 3.511
R3 3.789 3.688 3.463
R2 3.617 3.617 3.448
R1 3.516 3.516 3.432 3.481
PP 3.445 3.445 3.445 3.427
S1 3.344 3.344 3.400 3.309
S2 3.273 3.273 3.384
S3 3.101 3.172 3.369
S4 2.929 3.000 3.321
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.466 3.257 0.209 6.3% 0.070 2.1% 34% False True 1,216
10 3.600 3.257 0.343 10.3% 0.070 2.1% 21% False True 1,311
20 3.600 3.257 0.343 10.3% 0.065 1.9% 21% False True 1,148
40 3.600 3.072 0.528 15.9% 0.057 1.7% 48% False False 1,001
60 3.600 3.072 0.528 15.9% 0.055 1.6% 48% False False 827
80 3.750 3.072 0.678 20.4% 0.055 1.7% 38% False False 793
100 3.851 3.072 0.779 23.4% 0.061 1.8% 33% False False 790
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.005
Widest range in 82 trading days
Fibonacci Retracements and Extensions
4.250 3.913
2.618 3.709
1.618 3.584
1.000 3.507
0.618 3.459
HIGH 3.382
0.618 3.334
0.500 3.320
0.382 3.305
LOW 3.257
0.618 3.180
1.000 3.132
1.618 3.055
2.618 2.930
4.250 2.726
Fisher Pivots for day following 31-May-2012
Pivot 1 day 3 day
R1 3.325 3.327
PP 3.322 3.327
S1 3.320 3.326

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

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