NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 12-Jul-2012
Day Change Summary
Previous Current
11-Jul-2012 12-Jul-2012 Change Change % Previous Week
Open 3.458 3.499 0.041 1.2% 3.460
High 3.519 3.540 0.021 0.6% 3.573
Low 3.458 3.440 -0.018 -0.5% 3.417
Close 3.514 3.528 0.014 0.4% 3.427
Range 0.061 0.100 0.039 63.9% 0.156
ATR 0.076 0.078 0.002 2.2% 0.000
Volume 1,046 703 -343 -32.8% 3,032
Daily Pivots for day following 12-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.803 3.765 3.583
R3 3.703 3.665 3.556
R2 3.603 3.603 3.546
R1 3.565 3.565 3.537 3.584
PP 3.503 3.503 3.503 3.512
S1 3.465 3.465 3.519 3.484
S2 3.403 3.403 3.510
S3 3.303 3.365 3.501
S4 3.203 3.265 3.473
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 4.4% 0.090 2.6% 71% False False 1,249
10 3.573 3.407 0.166 4.7% 0.075 2.1% 73% False False 1,274
20 3.573 3.170 0.403 11.4% 0.076 2.2% 89% False False 1,126
40 3.600 3.170 0.430 12.2% 0.066 1.9% 83% False False 1,096
60 3.600 3.072 0.528 15.0% 0.064 1.8% 86% False False 1,038
80 3.600 3.072 0.528 15.0% 0.058 1.6% 86% False False 945
100 3.750 3.072 0.678 19.2% 0.058 1.6% 67% False False 897
120 3.750 3.072 0.678 19.2% 0.062 1.7% 67% False False 881
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.009
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.965
2.618 3.802
1.618 3.702
1.000 3.640
0.618 3.602
HIGH 3.540
0.618 3.502
0.500 3.490
0.382 3.478
LOW 3.440
0.618 3.378
1.000 3.340
1.618 3.278
2.618 3.178
4.250 3.015
Fisher Pivots for day following 12-Jul-2012
Pivot 1 day 3 day
R1 3.515 3.515
PP 3.503 3.503
S1 3.490 3.490

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

View Archives - Comment on this page... - Back to Index of Symbols