NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 05-Jun-2012
Day Change Summary
Previous Current
04-Jun-2012 05-Jun-2012 Change Change % Previous Week
Open 3.269 3.343 0.074 2.3% 3.330
High 3.322 3.346 0.024 0.7% 3.395
Low 3.269 3.316 0.047 1.4% 3.257
Close 3.316 3.331 0.015 0.5% 3.275
Range 0.053 0.030 -0.023 -43.4% 0.138
ATR 0.072 0.069 -0.003 -4.2% 0.000
Volume 938 415 -523 -55.8% 5,078
Daily Pivots for day following 05-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.421 3.406 3.348
R3 3.391 3.376 3.339
R2 3.361 3.361 3.337
R1 3.346 3.346 3.334 3.339
PP 3.331 3.331 3.331 3.327
S1 3.316 3.316 3.328 3.309
S2 3.301 3.301 3.326
S3 3.271 3.286 3.323
S4 3.241 3.256 3.315
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.723 3.637 3.351
R3 3.585 3.499 3.313
R2 3.447 3.447 3.300
R1 3.361 3.361 3.288 3.335
PP 3.309 3.309 3.309 3.296
S1 3.223 3.223 3.262 3.197
S2 3.171 3.171 3.250
S3 3.033 3.085 3.237
S4 2.895 2.947 3.199
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.382 3.257 0.125 3.8% 0.059 1.8% 59% False False 998
10 3.525 3.257 0.268 8.0% 0.057 1.7% 28% False False 1,103
20 3.600 3.257 0.343 10.3% 0.064 1.9% 22% False False 1,119
40 3.600 3.072 0.528 15.9% 0.057 1.7% 49% False False 996
60 3.600 3.072 0.528 15.9% 0.054 1.6% 49% False False 841
80 3.750 3.072 0.678 20.4% 0.054 1.6% 38% False False 811
100 3.750 3.072 0.678 20.4% 0.060 1.8% 38% False False 808
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 0.003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.474
2.618 3.425
1.618 3.395
1.000 3.376
0.618 3.365
HIGH 3.346
0.618 3.335
0.500 3.331
0.382 3.327
LOW 3.316
0.618 3.297
1.000 3.286
1.618 3.267
2.618 3.237
4.250 3.189
Fisher Pivots for day following 05-Jun-2012
Pivot 1 day 3 day
R1 3.331 3.322
PP 3.331 3.312
S1 3.331 3.303

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

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