NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 24-Jul-2012
Day Change Summary
Previous Current
23-Jul-2012 24-Jul-2012 Change Change % Previous Week
Open 3.476 3.536 0.060 1.7% 3.552
High 3.532 3.590 0.058 1.6% 3.600
Low 3.468 3.530 0.062 1.8% 3.451
Close 3.530 3.590 0.060 1.7% 3.525
Range 0.064 0.060 -0.004 -6.3% 0.149
ATR 0.073 0.072 -0.001 -1.2% 0.000
Volume 738 1,224 486 65.9% 4,200
Daily Pivots for day following 24-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.750 3.730 3.623
R3 3.690 3.670 3.607
R2 3.630 3.630 3.601
R1 3.610 3.610 3.596 3.620
PP 3.570 3.570 3.570 3.575
S1 3.550 3.550 3.585 3.560
S2 3.510 3.510 3.579
S3 3.450 3.490 3.574
S4 3.390 3.430 3.557
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 3.468 0.132 3.7% 0.066 1.8% 92% False False 1,010
10 3.600 3.440 0.160 4.5% 0.066 1.8% 94% False False 964
20 3.600 3.407 0.193 5.4% 0.070 2.0% 95% False False 1,090
40 3.600 3.170 0.430 12.0% 0.066 1.8% 98% False False 1,045
60 3.600 3.170 0.430 12.0% 0.065 1.8% 98% False False 1,052
80 3.600 3.072 0.528 14.7% 0.060 1.7% 98% False False 1,009
100 3.600 3.072 0.528 14.7% 0.058 1.6% 98% False False 889
120 3.750 3.072 0.678 18.9% 0.059 1.6% 76% False False 854
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.845
2.618 3.747
1.618 3.687
1.000 3.650
0.618 3.627
HIGH 3.590
0.618 3.567
0.500 3.560
0.382 3.553
LOW 3.530
0.618 3.493
1.000 3.470
1.618 3.433
2.618 3.373
4.250 3.275
Fisher Pivots for day following 24-Jul-2012
Pivot 1 day 3 day
R1 3.580 3.570
PP 3.570 3.549
S1 3.560 3.529

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

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