NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 26-Jun-2012
Day Change Summary
Previous Current
25-Jun-2012 26-Jun-2012 Change Change % Previous Week
Open 3.453 3.431 -0.022 -0.6% 3.340
High 3.453 3.481 0.028 0.8% 3.425
Low 3.422 3.420 -0.002 -0.1% 3.331
Close 3.434 3.478 0.044 1.3% 3.409
Range 0.031 0.061 0.030 96.8% 0.094
ATR 0.070 0.069 -0.001 -0.9% 0.000
Volume 596 455 -141 -23.7% 5,889
Daily Pivots for day following 26-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.643 3.621 3.512
R3 3.582 3.560 3.495
R2 3.521 3.521 3.489
R1 3.499 3.499 3.484 3.510
PP 3.460 3.460 3.460 3.465
S1 3.438 3.438 3.472 3.449
S2 3.399 3.399 3.467
S3 3.338 3.377 3.461
S4 3.277 3.316 3.444
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.670 3.634 3.461
R3 3.576 3.540 3.435
R2 3.482 3.482 3.426
R1 3.446 3.446 3.418 3.464
PP 3.388 3.388 3.388 3.398
S1 3.352 3.352 3.400 3.370
S2 3.294 3.294 3.392
S3 3.200 3.258 3.383
S4 3.106 3.164 3.357
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.481 3.331 0.150 4.3% 0.065 1.9% 98% True False 864
10 3.481 3.170 0.311 8.9% 0.070 2.0% 99% True False 1,054
20 3.481 3.170 0.311 8.9% 0.061 1.8% 99% True False 950
40 3.600 3.170 0.430 12.4% 0.061 1.8% 72% False False 1,030
60 3.600 3.072 0.528 15.2% 0.057 1.6% 77% False False 973
80 3.600 3.072 0.528 15.2% 0.055 1.6% 77% False False 838
100 3.750 3.072 0.678 19.5% 0.056 1.6% 60% False False 807
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.740
2.618 3.641
1.618 3.580
1.000 3.542
0.618 3.519
HIGH 3.481
0.618 3.458
0.500 3.451
0.382 3.443
LOW 3.420
0.618 3.382
1.000 3.359
1.618 3.321
2.618 3.260
4.250 3.161
Fisher Pivots for day following 26-Jun-2012
Pivot 1 day 3 day
R1 3.469 3.454
PP 3.460 3.430
S1 3.451 3.406

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

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