NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 03-Jul-2012
Day Change Summary
Previous Current
02-Jul-2012 03-Jul-2012 Change Change % Previous Week
Open 3.460 3.511 0.051 1.5% 3.453
High 3.490 3.533 0.043 1.2% 3.551
Low 3.445 3.487 0.042 1.2% 3.407
Close 3.477 3.533 0.056 1.6% 3.478
Range 0.045 0.046 0.001 2.2% 0.144
ATR 0.070 0.069 -0.001 -1.4% 0.000
Volume 840 345 -495 -58.9% 6,571
Daily Pivots for day following 03-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.656 3.640 3.558
R3 3.610 3.594 3.546
R2 3.564 3.564 3.541
R1 3.548 3.548 3.537 3.556
PP 3.518 3.518 3.518 3.522
S1 3.502 3.502 3.529 3.510
S2 3.472 3.472 3.525
S3 3.426 3.456 3.520
S4 3.380 3.410 3.508
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.911 3.838 3.557
R3 3.767 3.694 3.518
R2 3.623 3.623 3.504
R1 3.550 3.550 3.491 3.587
PP 3.479 3.479 3.479 3.497
S1 3.406 3.406 3.465 3.443
S2 3.335 3.335 3.452
S3 3.191 3.262 3.438
S4 3.047 3.118 3.399
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.551 3.407 0.144 4.1% 0.067 1.9% 88% False False 1,341
10 3.551 3.331 0.220 6.2% 0.066 1.9% 92% False False 1,102
20 3.551 3.170 0.381 10.8% 0.063 1.8% 95% False False 1,036
40 3.600 3.170 0.430 12.2% 0.063 1.8% 84% False False 1,077
60 3.600 3.072 0.528 14.9% 0.059 1.7% 87% False False 1,009
80 3.600 3.072 0.528 14.9% 0.056 1.6% 87% False False 890
100 3.750 3.072 0.678 19.2% 0.056 1.6% 68% False False 856
120 3.750 3.072 0.678 19.2% 0.061 1.7% 68% False False 846
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.729
2.618 3.653
1.618 3.607
1.000 3.579
0.618 3.561
HIGH 3.533
0.618 3.515
0.500 3.510
0.382 3.505
LOW 3.487
0.618 3.459
1.000 3.441
1.618 3.413
2.618 3.367
4.250 3.292
Fisher Pivots for day following 03-Jul-2012
Pivot 1 day 3 day
R1 3.525 3.516
PP 3.518 3.499
S1 3.510 3.482

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

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