NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 06-Jul-2012
Day Change Summary
Previous Current
05-Jul-2012 06-Jul-2012 Change Change % Previous Week
Open 3.570 3.573 0.003 0.1% 3.460
High 3.570 3.573 0.003 0.1% 3.573
Low 3.510 3.417 -0.093 -2.6% 3.417
Close 3.547 3.427 -0.120 -3.4% 3.427
Range 0.060 0.156 0.096 160.0% 0.156
ATR 0.068 0.075 0.006 9.2% 0.000
Volume 511 1,336 825 161.4% 3,032
Daily Pivots for day following 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.940 3.840 3.513
R3 3.784 3.684 3.470
R2 3.628 3.628 3.456
R1 3.528 3.528 3.441 3.500
PP 3.472 3.472 3.472 3.459
S1 3.372 3.372 3.413 3.344
S2 3.316 3.316 3.398
S3 3.160 3.216 3.384
S4 3.004 3.060 3.341
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.940 3.840 3.513
R3 3.784 3.684 3.470
R2 3.628 3.628 3.456
R1 3.528 3.528 3.441 3.500
PP 3.472 3.472 3.472 3.459
S1 3.372 3.372 3.413 3.344
S2 3.316 3.316 3.398
S3 3.160 3.216 3.384
S4 3.004 3.060 3.341
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.573 3.417 0.156 4.6% 0.073 2.1% 6% True True 1,159
10 3.573 3.331 0.242 7.1% 0.073 2.1% 40% True False 1,051
20 3.573 3.170 0.403 11.8% 0.070 2.0% 64% True False 1,062
40 3.600 3.170 0.430 12.5% 0.065 1.9% 60% False False 1,067
60 3.600 3.072 0.528 15.4% 0.061 1.8% 67% False False 1,016
80 3.600 3.072 0.528 15.4% 0.057 1.7% 67% False False 905
100 3.750 3.072 0.678 19.8% 0.057 1.7% 52% False False 866
120 3.750 3.072 0.678 19.8% 0.062 1.8% 52% False False 855
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 0.009
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 4.236
2.618 3.981
1.618 3.825
1.000 3.729
0.618 3.669
HIGH 3.573
0.618 3.513
0.500 3.495
0.382 3.477
LOW 3.417
0.618 3.321
1.000 3.261
1.618 3.165
2.618 3.009
4.250 2.754
Fisher Pivots for day following 06-Jul-2012
Pivot 1 day 3 day
R1 3.495 3.495
PP 3.472 3.472
S1 3.450 3.450

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

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