NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 15-Aug-2012
Day Change Summary
Previous Current
14-Aug-2012 15-Aug-2012 Change Change % Previous Week
Open 3.429 3.440 0.011 0.3% 3.352
High 3.495 3.453 -0.042 -1.2% 3.666
Low 3.429 3.430 0.001 0.0% 3.352
Close 3.487 3.432 -0.055 -1.6% 3.475
Range 0.066 0.023 -0.043 -65.2% 0.314
ATR 0.081 0.079 -0.002 -2.1% 0.000
Volume 1,179 1,633 454 38.5% 8,539
Daily Pivots for day following 15-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.507 3.493 3.445
R3 3.484 3.470 3.438
R2 3.461 3.461 3.436
R1 3.447 3.447 3.434 3.443
PP 3.438 3.438 3.438 3.436
S1 3.424 3.424 3.430 3.420
S2 3.415 3.415 3.428
S3 3.392 3.401 3.426
S4 3.369 3.378 3.419
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 4.440 4.271 3.648
R3 4.126 3.957 3.561
R2 3.812 3.812 3.533
R1 3.643 3.643 3.504 3.728
PP 3.498 3.498 3.498 3.540
S1 3.329 3.329 3.446 3.414
S2 3.184 3.184 3.417
S3 2.870 3.015 3.389
S4 2.556 2.701 3.302
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.666 3.429 0.237 6.9% 0.060 1.8% 1% False False 1,964
10 3.666 3.352 0.314 9.1% 0.077 2.2% 25% False False 1,546
20 3.704 3.352 0.352 10.3% 0.067 1.9% 23% False False 1,340
40 3.704 3.331 0.373 10.9% 0.070 2.0% 27% False False 1,199
60 3.704 3.170 0.534 15.6% 0.066 1.9% 49% False False 1,145
80 3.704 3.124 0.580 16.9% 0.066 1.9% 53% False False 1,122
100 3.704 3.072 0.632 18.4% 0.061 1.8% 57% False False 1,044
120 3.704 3.072 0.632 18.4% 0.060 1.8% 57% False False 983
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.010
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 3.551
2.618 3.513
1.618 3.490
1.000 3.476
0.618 3.467
HIGH 3.453
0.618 3.444
0.500 3.442
0.382 3.439
LOW 3.430
0.618 3.416
1.000 3.407
1.618 3.393
2.618 3.370
4.250 3.332
Fisher Pivots for day following 15-Aug-2012
Pivot 1 day 3 day
R1 3.442 3.462
PP 3.438 3.452
S1 3.435 3.442

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

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