NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 10-Jul-2012
Day Change Summary
Previous Current
09-Jul-2012 10-Jul-2012 Change Change % Previous Week
Open 3.464 3.515 0.051 1.5% 3.460
High 3.508 3.530 0.022 0.6% 3.573
Low 3.463 3.440 -0.023 -0.7% 3.417
Close 3.504 3.440 -0.064 -1.8% 3.427
Range 0.045 0.090 0.045 100.0% 0.156
ATR 0.075 0.076 0.001 1.4% 0.000
Volume 2,209 955 -1,254 -56.8% 3,032
Daily Pivots for day following 10-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.740 3.680 3.490
R3 3.650 3.590 3.465
R2 3.560 3.560 3.457
R1 3.500 3.500 3.448 3.485
PP 3.470 3.470 3.470 3.463
S1 3.410 3.410 3.432 3.395
S2 3.380 3.380 3.424
S3 3.290 3.320 3.415
S4 3.200 3.230 3.391
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% 0.079 2.3% 15% False False 1,071
10 3.573 3.407 0.166 4.8% 0.075 2.2% 20% False False 1,217
20 3.573 3.170 0.403 11.7% 0.072 2.1% 67% False False 1,154
40 3.600 3.170 0.430 12.5% 0.066 1.9% 63% False False 1,104
60 3.600 3.072 0.528 15.3% 0.062 1.8% 70% False False 1,031
80 3.600 3.072 0.528 15.3% 0.057 1.7% 70% False False 932
100 3.750 3.072 0.678 19.7% 0.057 1.7% 54% False False 891
120 3.750 3.072 0.678 19.7% 0.062 1.8% 54% False False 875
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 0.010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.913
2.618 3.766
1.618 3.676
1.000 3.620
0.618 3.586
HIGH 3.530
0.618 3.496
0.500 3.485
0.382 3.474
LOW 3.440
0.618 3.384
1.000 3.350
1.618 3.294
2.618 3.204
4.250 3.058
Fisher Pivots for day following 10-Jul-2012
Pivot 1 day 3 day
R1 3.485 3.495
PP 3.470 3.477
S1 3.455 3.458

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

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