NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 07-Aug-2012
Day Change Summary
Previous Current
06-Aug-2012 07-Aug-2012 Change Change % Previous Week
Open 3.352 3.507 0.155 4.6% 3.620
High 3.474 3.538 0.064 1.8% 3.704
Low 3.352 3.473 0.121 3.6% 3.397
Close 3.458 3.536 0.078 2.3% 3.410
Range 0.122 0.065 -0.057 -46.7% 0.307
ATR 0.081 0.081 0.000 -0.1% 0.000
Volume 1,151 754 -397 -34.5% 7,099
Daily Pivots for day following 07-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.711 3.688 3.572
R3 3.646 3.623 3.554
R2 3.581 3.581 3.548
R1 3.558 3.558 3.542 3.570
PP 3.516 3.516 3.516 3.521
S1 3.493 3.493 3.530 3.505
S2 3.451 3.451 3.524
S3 3.386 3.428 3.518
S4 3.321 3.363 3.500
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 4.425 4.224 3.579
R3 4.118 3.917 3.494
R2 3.811 3.811 3.466
R1 3.610 3.610 3.438 3.557
PP 3.504 3.504 3.504 3.477
S1 3.303 3.303 3.382 3.250
S2 3.197 3.197 3.354
S3 2.890 2.996 3.326
S4 2.583 2.689 3.241
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.667 3.352 0.315 8.9% 0.093 2.6% 58% False False 1,326
10 3.704 3.352 0.352 10.0% 0.077 2.2% 52% False False 1,142
20 3.704 3.352 0.352 10.0% 0.071 2.0% 52% False False 1,053
40 3.704 3.170 0.534 15.1% 0.072 2.0% 69% False False 1,104
60 3.704 3.170 0.534 15.1% 0.068 1.9% 69% False False 1,087
80 3.704 3.072 0.632 17.9% 0.064 1.8% 73% False False 1,036
100 3.704 3.072 0.632 17.9% 0.060 1.7% 73% False False 956
120 3.750 3.072 0.678 19.2% 0.060 1.7% 68% False False 918
Crabel Price Patterns
NR True
NR4 True
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 0.015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.814
2.618 3.708
1.618 3.643
1.000 3.603
0.618 3.578
HIGH 3.538
0.618 3.513
0.500 3.506
0.382 3.498
LOW 3.473
0.618 3.433
1.000 3.408
1.618 3.368
2.618 3.303
4.250 3.197
Fisher Pivots for day following 07-Aug-2012
Pivot 1 day 3 day
R1 3.526 3.506
PP 3.516 3.475
S1 3.506 3.445

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

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