NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 13-Jul-2012
Day Change Summary
Previous Current
12-Jul-2012 13-Jul-2012 Change Change % Previous Week
Open 3.499 3.532 0.033 0.9% 3.464
High 3.540 3.549 0.009 0.3% 3.549
Low 3.440 3.512 0.072 2.1% 3.440
Close 3.528 3.538 0.010 0.3% 3.538
Range 0.100 0.037 -0.063 -63.0% 0.109
ATR 0.078 0.075 -0.003 -3.8% 0.000
Volume 703 1,729 1,026 145.9% 6,642
Daily Pivots for day following 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.644 3.628 3.558
R3 3.607 3.591 3.548
R2 3.570 3.570 3.545
R1 3.554 3.554 3.541 3.562
PP 3.533 3.533 3.533 3.537
S1 3.517 3.517 3.535 3.525
S2 3.496 3.496 3.531
S3 3.459 3.480 3.528
S4 3.422 3.443 3.518
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.836 3.796 3.598
R3 3.727 3.687 3.568
R2 3.618 3.618 3.558
R1 3.578 3.578 3.548 3.598
PP 3.509 3.509 3.509 3.519
S1 3.469 3.469 3.528 3.489
S2 3.400 3.400 3.518
S3 3.291 3.360 3.508
S4 3.182 3.251 3.478
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.549 3.440 0.109 3.1% 0.067 1.9% 90% True False 1,328
10 3.573 3.417 0.156 4.4% 0.070 2.0% 78% False False 1,243
20 3.573 3.306 0.267 7.5% 0.069 1.9% 87% False False 1,188
40 3.600 3.170 0.430 12.2% 0.065 1.8% 86% False False 1,120
60 3.600 3.072 0.528 14.9% 0.064 1.8% 88% False False 1,056
80 3.600 3.072 0.528 14.9% 0.058 1.6% 88% False False 962
100 3.750 3.072 0.678 19.2% 0.058 1.6% 69% False False 909
120 3.750 3.072 0.678 19.2% 0.061 1.7% 69% False False 892
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.011
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 3.706
2.618 3.646
1.618 3.609
1.000 3.586
0.618 3.572
HIGH 3.549
0.618 3.535
0.500 3.531
0.382 3.526
LOW 3.512
0.618 3.489
1.000 3.475
1.618 3.452
2.618 3.415
4.250 3.355
Fisher Pivots for day following 13-Jul-2012
Pivot 1 day 3 day
R1 3.536 3.524
PP 3.533 3.509
S1 3.531 3.495

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

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