NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 07-Sep-2012
Day Change Summary
Previous Current
06-Sep-2012 07-Sep-2012 Change Change % Previous Week
Open 3.359 3.296 -0.063 -1.9% 3.364
High 3.385 3.313 -0.072 -2.1% 3.437
Low 3.327 3.275 -0.052 -1.6% 3.275
Close 3.344 3.288 -0.056 -1.7% 3.288
Range 0.058 0.038 -0.020 -34.5% 0.162
ATR 0.074 0.073 0.000 -0.5% 0.000
Volume 2,287 2,500 213 9.3% 7,848
Daily Pivots for day following 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.406 3.385 3.309
R3 3.368 3.347 3.298
R2 3.330 3.330 3.295
R1 3.309 3.309 3.291 3.301
PP 3.292 3.292 3.292 3.288
S1 3.271 3.271 3.285 3.263
S2 3.254 3.254 3.281
S3 3.216 3.233 3.278
S4 3.178 3.195 3.267
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.819 3.716 3.377
R3 3.657 3.554 3.333
R2 3.495 3.495 3.318
R1 3.392 3.392 3.303 3.363
PP 3.333 3.333 3.333 3.319
S1 3.230 3.230 3.273 3.201
S2 3.171 3.171 3.258
S3 3.009 3.068 3.243
S4 2.847 2.906 3.199
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.437 3.275 0.162 4.9% 0.057 1.7% 8% False True 1,861
10 3.505 3.250 0.255 7.8% 0.070 2.1% 15% False False 1,812
20 3.505 3.250 0.255 7.8% 0.062 1.9% 15% False False 1,717
40 3.704 3.250 0.454 13.8% 0.068 2.1% 8% False False 1,409
60 3.704 3.170 0.534 16.2% 0.070 2.1% 22% False False 1,314
80 3.704 3.170 0.534 16.2% 0.067 2.0% 22% False False 1,252
100 3.704 3.072 0.632 19.2% 0.065 2.0% 34% False False 1,186
120 3.704 3.072 0.632 19.2% 0.061 1.9% 34% False False 1,099
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 11 trading days
Fibonacci Retracements and Extensions
4.250 3.475
2.618 3.412
1.618 3.374
1.000 3.351
0.618 3.336
HIGH 3.313
0.618 3.298
0.500 3.294
0.382 3.290
LOW 3.275
0.618 3.252
1.000 3.237
1.618 3.214
2.618 3.176
4.250 3.114
Fisher Pivots for day following 07-Sep-2012
Pivot 1 day 3 day
R1 3.294 3.339
PP 3.292 3.322
S1 3.290 3.305

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

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