NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 09-Jul-2012
Day Change Summary
Previous Current
06-Jul-2012 09-Jul-2012 Change Change % Previous Week
Open 3.573 3.464 -0.109 -3.1% 3.460
High 3.573 3.508 -0.065 -1.8% 3.573
Low 3.417 3.463 0.046 1.3% 3.417
Close 3.427 3.504 0.077 2.2% 3.427
Range 0.156 0.045 -0.111 -71.2% 0.156
ATR 0.075 0.075 0.000 0.6% 0.000
Volume 1,336 2,209 873 65.3% 3,032
Daily Pivots for day following 09-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.627 3.610 3.529
R3 3.582 3.565 3.516
R2 3.537 3.537 3.512
R1 3.520 3.520 3.508 3.529
PP 3.492 3.492 3.492 3.496
S1 3.475 3.475 3.500 3.484
S2 3.447 3.447 3.496
S3 3.402 3.430 3.492
S4 3.357 3.385 3.479
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 4.5% 0.070 2.0% 56% False False 1,048
10 3.573 3.407 0.166 4.7% 0.069 2.0% 58% False False 1,181
20 3.573 3.170 0.403 11.5% 0.069 2.0% 83% False False 1,139
40 3.600 3.170 0.430 12.3% 0.065 1.9% 78% False False 1,100
60 3.600 3.072 0.528 15.1% 0.061 1.7% 82% False False 1,036
80 3.600 3.072 0.528 15.1% 0.056 1.6% 82% False False 926
100 3.750 3.072 0.678 19.3% 0.057 1.6% 64% False False 884
120 3.750 3.072 0.678 19.3% 0.061 1.8% 64% False False 869
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.699
2.618 3.626
1.618 3.581
1.000 3.553
0.618 3.536
HIGH 3.508
0.618 3.491
0.500 3.486
0.382 3.480
LOW 3.463
0.618 3.435
1.000 3.418
1.618 3.390
2.618 3.345
4.250 3.272
Fisher Pivots for day following 09-Jul-2012
Pivot 1 day 3 day
R1 3.498 3.501
PP 3.492 3.498
S1 3.486 3.495

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

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