NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 14-Jun-2012
Day Change Summary
Previous Current
13-Jun-2012 14-Jun-2012 Change Change % Previous Week
Open 3.201 3.180 -0.021 -0.7% 3.269
High 3.216 3.353 0.137 4.3% 3.354
Low 3.192 3.170 -0.022 -0.7% 3.231
Close 3.194 3.350 0.156 4.9% 3.293
Range 0.024 0.183 0.159 662.5% 0.123
ATR 0.065 0.073 0.008 13.1% 0.000
Volume 1,480 492 -988 -66.8% 3,342
Daily Pivots for day following 14-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.840 3.778 3.451
R3 3.657 3.595 3.400
R2 3.474 3.474 3.384
R1 3.412 3.412 3.367 3.443
PP 3.291 3.291 3.291 3.307
S1 3.229 3.229 3.333 3.260
S2 3.108 3.108 3.316
S3 2.925 3.046 3.300
S4 2.742 2.863 3.249
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.662 3.600 3.361
R3 3.539 3.477 3.327
R2 3.416 3.416 3.316
R1 3.354 3.354 3.304 3.385
PP 3.293 3.293 3.293 3.308
S1 3.231 3.231 3.282 3.262
S2 3.170 3.170 3.270
S3 3.047 3.108 3.259
S4 2.924 2.985 3.225
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.353 3.170 0.183 5.5% 0.072 2.2% 98% True True 823
10 3.354 3.170 0.184 5.5% 0.054 1.6% 98% False True 793
20 3.600 3.170 0.430 12.8% 0.062 1.9% 42% False True 1,052
40 3.600 3.072 0.528 15.8% 0.061 1.8% 53% False False 990
60 3.600 3.072 0.528 15.8% 0.054 1.6% 53% False False 887
80 3.750 3.072 0.678 20.2% 0.055 1.6% 41% False False 840
100 3.750 3.072 0.678 20.2% 0.059 1.8% 41% False False 833
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 0.004
Widest range in 111 trading days
Fibonacci Retracements and Extensions
4.250 4.131
2.618 3.832
1.618 3.649
1.000 3.536
0.618 3.466
HIGH 3.353
0.618 3.283
0.500 3.262
0.382 3.240
LOW 3.170
0.618 3.057
1.000 2.987
1.618 2.874
2.618 2.691
4.250 2.392
Fisher Pivots for day following 14-Jun-2012
Pivot 1 day 3 day
R1 3.321 3.321
PP 3.291 3.291
S1 3.262 3.262

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

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