NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 16-May-2012
Day Change Summary
Previous Current
15-May-2012 16-May-2012 Change Change % Previous Week
Open 3.411 3.500 0.089 2.6% 3.349
High 3.499 3.576 0.077 2.2% 3.558
Low 3.411 3.498 0.087 2.6% 3.348
Close 3.488 3.568 0.080 2.3% 3.510
Range 0.088 0.078 -0.010 -11.4% 0.210
ATR 0.078 0.079 0.001 0.9% 0.000
Volume 7,673 9,942 2,269 29.6% 65,601
Daily Pivots for day following 16-May-2012
Classic Woodie Camarilla DeMark
R4 3.781 3.753 3.611
R3 3.703 3.675 3.589
R2 3.625 3.625 3.582
R1 3.597 3.597 3.575 3.611
PP 3.547 3.547 3.547 3.555
S1 3.519 3.519 3.561 3.533
S2 3.469 3.469 3.554
S3 3.391 3.441 3.547
S4 3.313 3.363 3.525
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 3.576 3.411 0.165 4.6% 0.083 2.3% 95% True False 12,797
10 3.576 3.316 0.260 7.3% 0.084 2.3% 97% True False 12,174
20 3.576 3.062 0.514 14.4% 0.078 2.2% 98% True False 12,780
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 0.018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.908
2.618 3.780
1.618 3.702
1.000 3.654
0.618 3.624
HIGH 3.576
0.618 3.546
0.500 3.537
0.382 3.528
LOW 3.498
0.618 3.450
1.000 3.420
1.618 3.372
2.618 3.294
4.250 3.167
Fisher Pivots for day following 16-May-2012
Pivot 1 day 3 day
R1 3.558 3.543
PP 3.547 3.518
S1 3.537 3.494

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

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