NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 17-May-2012
Day Change Summary
Previous Current
16-May-2012 17-May-2012 Change Change % Previous Week
Open 3.500 3.598 0.098 2.8% 3.349
High 3.576 3.617 0.041 1.1% 3.558
Low 3.498 3.489 -0.009 -0.3% 3.348
Close 3.568 3.554 -0.014 -0.4% 3.510
Range 0.078 0.128 0.050 64.1% 0.210
ATR 0.079 0.082 0.004 4.5% 0.000
Volume 9,942 19,502 9,560 96.2% 65,601
Daily Pivots for day following 17-May-2012
Classic Woodie Camarilla DeMark
R4 3.937 3.874 3.624
R3 3.809 3.746 3.589
R2 3.681 3.681 3.577
R1 3.618 3.618 3.566 3.586
PP 3.553 3.553 3.553 3.537
S1 3.490 3.490 3.542 3.458
S2 3.425 3.425 3.531
S3 3.297 3.362 3.519
S4 3.169 3.234 3.484
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 3.617 3.411 0.206 5.8% 0.095 2.7% 69% True False 13,095
10 3.617 3.331 0.286 8.0% 0.089 2.5% 78% True False 12,607
20 3.617 3.062 0.555 15.6% 0.081 2.3% 89% True False 13,326
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 4.161
2.618 3.952
1.618 3.824
1.000 3.745
0.618 3.696
HIGH 3.617
0.618 3.568
0.500 3.553
0.382 3.538
LOW 3.489
0.618 3.410
1.000 3.361
1.618 3.282
2.618 3.154
4.250 2.945
Fisher Pivots for day following 17-May-2012
Pivot 1 day 3 day
R1 3.554 3.541
PP 3.553 3.527
S1 3.553 3.514

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

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