NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 30-Jul-2012
Day Change Summary
Previous Current
27-Jul-2012 30-Jul-2012 Change Change % Previous Week
Open 3.585 3.620 0.035 1.0% 3.476
High 3.602 3.693 0.091 2.5% 3.614
Low 3.563 3.620 0.057 1.6% 3.468
Close 3.580 3.686 0.106 3.0% 3.580
Range 0.039 0.073 0.034 87.2% 0.146
ATR 0.068 0.071 0.003 4.7% 0.000
Volume 807 693 -114 -14.1% 4,384
Daily Pivots for day following 30-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.885 3.859 3.726
R3 3.812 3.786 3.706
R2 3.739 3.739 3.699
R1 3.713 3.713 3.693 3.726
PP 3.666 3.666 3.666 3.673
S1 3.640 3.640 3.679 3.653
S2 3.593 3.593 3.673
S3 3.520 3.567 3.666
S4 3.447 3.494 3.646
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.992 3.932 3.660
R3 3.846 3.786 3.620
R2 3.700 3.700 3.607
R1 3.640 3.640 3.593 3.670
PP 3.554 3.554 3.554 3.569
S1 3.494 3.494 3.567 3.524
S2 3.408 3.408 3.553
S3 3.262 3.348 3.540
S4 3.116 3.202 3.500
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.693 3.530 0.163 4.4% 0.058 1.6% 96% True False 867
10 3.693 3.451 0.242 6.6% 0.059 1.6% 97% True False 878
20 3.693 3.417 0.276 7.5% 0.066 1.8% 97% True False 947
40 3.693 3.170 0.523 14.2% 0.065 1.8% 99% True False 996
60 3.693 3.170 0.523 14.2% 0.064 1.7% 99% True False 1,042
80 3.693 3.072 0.621 16.8% 0.061 1.6% 99% True False 999
100 3.693 3.072 0.621 16.8% 0.058 1.6% 99% True False 899
120 3.750 3.072 0.678 18.4% 0.057 1.6% 91% False False 865
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.010
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.003
2.618 3.884
1.618 3.811
1.000 3.766
0.618 3.738
HIGH 3.693
0.618 3.665
0.500 3.657
0.382 3.648
LOW 3.620
0.618 3.575
1.000 3.547
1.618 3.502
2.618 3.429
4.250 3.310
Fisher Pivots for day following 30-Jul-2012
Pivot 1 day 3 day
R1 3.676 3.663
PP 3.666 3.640
S1 3.657 3.618

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

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