NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 06-Jun-2012
Day Change Summary
Previous Current
05-Jun-2012 06-Jun-2012 Change Change % Previous Week
Open 3.304 3.306 0.002 0.1% 3.380
High 3.331 3.338 0.007 0.2% 3.405
Low 3.260 3.276 0.016 0.5% 3.228
Close 3.314 3.309 -0.005 -0.2% 3.244
Range 0.071 0.062 -0.009 -12.7% 0.177
ATR 0.088 0.086 -0.002 -2.1% 0.000
Volume 10,249 10,872 623 6.1% 63,290
Daily Pivots for day following 06-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.494 3.463 3.343
R3 3.432 3.401 3.326
R2 3.370 3.370 3.320
R1 3.339 3.339 3.315 3.355
PP 3.308 3.308 3.308 3.315
S1 3.277 3.277 3.303 3.293
S2 3.246 3.246 3.298
S3 3.184 3.215 3.292
S4 3.122 3.153 3.275
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.823 3.711 3.341
R3 3.646 3.534 3.293
R2 3.469 3.469 3.276
R1 3.357 3.357 3.260 3.325
PP 3.292 3.292 3.292 3.276
S1 3.180 3.180 3.228 3.148
S2 3.115 3.115 3.212
S3 2.938 3.003 3.195
S4 2.761 2.826 3.147
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.363 3.227 0.136 4.1% 0.080 2.4% 60% False False 15,214
10 3.542 3.227 0.315 9.5% 0.082 2.5% 26% False False 16,422
20 3.620 3.227 0.393 11.9% 0.086 2.6% 21% False False 16,613
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.602
2.618 3.500
1.618 3.438
1.000 3.400
0.618 3.376
HIGH 3.338
0.618 3.314
0.500 3.307
0.382 3.300
LOW 3.276
0.618 3.238
1.000 3.214
1.618 3.176
2.618 3.114
4.250 3.013
Fisher Pivots for day following 06-Jun-2012
Pivot 1 day 3 day
R1 3.308 3.300
PP 3.308 3.291
S1 3.307 3.283

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

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