NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 23-Jul-2012
Day Change Summary
Previous Current
20-Jul-2012 23-Jul-2012 Change Change % Previous Week
Open 3.509 3.476 -0.033 -0.9% 3.552
High 3.530 3.532 0.002 0.1% 3.600
Low 3.509 3.468 -0.041 -1.2% 3.451
Close 3.525 3.530 0.005 0.1% 3.525
Range 0.021 0.064 0.043 204.8% 0.149
ATR 0.073 0.073 -0.001 -0.9% 0.000
Volume 761 738 -23 -3.0% 4,200
Daily Pivots for day following 23-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.702 3.680 3.565
R3 3.638 3.616 3.548
R2 3.574 3.574 3.542
R1 3.552 3.552 3.536 3.563
PP 3.510 3.510 3.510 3.516
S1 3.488 3.488 3.524 3.499
S2 3.446 3.446 3.518
S3 3.382 3.424 3.512
S4 3.318 3.360 3.495
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.972 3.898 3.607
R3 3.823 3.749 3.566
R2 3.674 3.674 3.552
R1 3.600 3.600 3.539 3.563
PP 3.525 3.525 3.525 3.507
S1 3.451 3.451 3.511 3.414
S2 3.376 3.376 3.498
S3 3.227 3.302 3.484
S4 3.078 3.153 3.443
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.600 3.451 0.149 4.2% 0.060 1.7% 53% False False 888
10 3.600 3.440 0.160 4.5% 0.069 1.9% 56% False False 937
20 3.600 3.407 0.193 5.5% 0.069 1.9% 64% False False 1,059
40 3.600 3.170 0.430 12.2% 0.065 1.9% 84% False False 1,038
60 3.600 3.170 0.430 12.2% 0.065 1.8% 84% False False 1,050
80 3.600 3.072 0.528 15.0% 0.060 1.7% 87% False False 1,001
100 3.600 3.072 0.528 15.0% 0.057 1.6% 87% False False 878
120 3.750 3.072 0.678 19.2% 0.059 1.7% 68% False False 847
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.804
2.618 3.700
1.618 3.636
1.000 3.596
0.618 3.572
HIGH 3.532
0.618 3.508
0.500 3.500
0.382 3.492
LOW 3.468
0.618 3.428
1.000 3.404
1.618 3.364
2.618 3.300
4.250 3.196
Fisher Pivots for day following 23-Jul-2012
Pivot 1 day 3 day
R1 3.520 3.521
PP 3.510 3.512
S1 3.500 3.504

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

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