NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 11-May-2012
Day Change Summary
Previous Current
10-May-2012 11-May-2012 Change Change % Previous Week
Open 3.495 3.500 0.005 0.1% 3.349
High 3.540 3.558 0.018 0.5% 3.558
Low 3.472 3.478 0.006 0.2% 3.348
Close 3.525 3.510 -0.015 -0.4% 3.510
Range 0.068 0.080 0.012 17.6% 0.210
ATR 0.075 0.075 0.000 0.5% 0.000
Volume 18,013 16,183 -1,830 -10.2% 65,601
Daily Pivots for day following 11-May-2012
Classic Woodie Camarilla DeMark
R4 3.755 3.713 3.554
R3 3.675 3.633 3.532
R2 3.595 3.595 3.525
R1 3.553 3.553 3.517 3.574
PP 3.515 3.515 3.515 3.526
S1 3.473 3.473 3.503 3.494
S2 3.435 3.435 3.495
S3 3.355 3.393 3.488
S4 3.275 3.313 3.466
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 4.102 4.016 3.626
R3 3.892 3.806 3.568
R2 3.682 3.682 3.549
R1 3.596 3.596 3.529 3.639
PP 3.472 3.472 3.472 3.494
S1 3.386 3.386 3.491 3.429
S2 3.262 3.262 3.472
S3 3.052 3.176 3.452
S4 2.842 2.966 3.395
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.558 3.348 0.210 6.0% 0.080 2.3% 77% True False 13,120
10 3.558 3.235 0.323 9.2% 0.084 2.4% 85% True False 12,909
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.898
2.618 3.767
1.618 3.687
1.000 3.638
0.618 3.607
HIGH 3.558
0.618 3.527
0.500 3.518
0.382 3.509
LOW 3.478
0.618 3.429
1.000 3.398
1.618 3.349
2.618 3.269
4.250 3.138
Fisher Pivots for day following 11-May-2012
Pivot 1 day 3 day
R1 3.518 3.508
PP 3.515 3.507
S1 3.513 3.505

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

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