NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 30-May-2012
Day Change Summary
Previous Current
29-May-2012 30-May-2012 Change Change % Previous Week
Open 3.380 3.333 -0.047 -1.4% 3.601
High 3.405 3.333 -0.072 -2.1% 3.607
Low 3.309 3.248 -0.061 -1.8% 3.385
Close 3.327 3.257 -0.070 -2.1% 3.430
Range 0.096 0.085 -0.011 -11.5% 0.222
ATR 0.087 0.087 0.000 -0.2% 0.000
Volume 14,151 12,027 -2,124 -15.0% 116,785
Daily Pivots for day following 30-May-2012
Classic Woodie Camarilla DeMark
R4 3.534 3.481 3.304
R3 3.449 3.396 3.280
R2 3.364 3.364 3.273
R1 3.311 3.311 3.265 3.295
PP 3.279 3.279 3.279 3.272
S1 3.226 3.226 3.249 3.210
S2 3.194 3.194 3.241
S3 3.109 3.141 3.234
S4 3.024 3.056 3.210
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 4.140 4.007 3.552
R3 3.918 3.785 3.491
R2 3.696 3.696 3.471
R1 3.563 3.563 3.450 3.519
PP 3.474 3.474 3.474 3.452
S1 3.341 3.341 3.410 3.297
S2 3.252 3.252 3.389
S3 3.030 3.119 3.369
S4 2.808 2.897 3.308
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.542 3.248 0.294 9.0% 0.084 2.6% 3% False True 17,630
10 3.620 3.248 0.372 11.4% 0.091 2.8% 2% False True 18,823
20 3.620 3.248 0.372 11.4% 0.088 2.7% 2% False True 15,933
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 0.011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.694
2.618 3.556
1.618 3.471
1.000 3.418
0.618 3.386
HIGH 3.333
0.618 3.301
0.500 3.291
0.382 3.280
LOW 3.248
0.618 3.195
1.000 3.163
1.618 3.110
2.618 3.025
4.250 2.887
Fisher Pivots for day following 30-May-2012
Pivot 1 day 3 day
R1 3.291 3.360
PP 3.279 3.325
S1 3.268 3.291

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

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