NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 12-Jun-2012
Day Change Summary
Previous Current
11-Jun-2012 12-Jun-2012 Change Change % Previous Week
Open 3.240 3.180 -0.060 -1.9% 3.238
High 3.247 3.236 -0.011 -0.3% 3.338
Low 3.193 3.150 -0.043 -1.3% 3.193
Close 3.204 3.209 0.005 0.2% 3.264
Range 0.054 0.086 0.032 59.3% 0.145
ATR 0.086 0.086 0.000 0.0% 0.000
Volume 17,878 15,443 -2,435 -13.6% 73,538
Daily Pivots for day following 12-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.456 3.419 3.256
R3 3.370 3.333 3.233
R2 3.284 3.284 3.225
R1 3.247 3.247 3.217 3.266
PP 3.198 3.198 3.198 3.208
S1 3.161 3.161 3.201 3.180
S2 3.112 3.112 3.193
S3 3.026 3.075 3.185
S4 2.940 2.989 3.162
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.700 3.627 3.344
R3 3.555 3.482 3.304
R2 3.410 3.410 3.291
R1 3.337 3.337 3.277 3.374
PP 3.265 3.265 3.265 3.283
S1 3.192 3.192 3.251 3.229
S2 3.120 3.120 3.237
S3 2.975 3.047 3.224
S4 2.830 2.902 3.184
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.338 3.150 0.188 5.9% 0.079 2.5% 31% False True 15,754
10 3.363 3.150 0.213 6.6% 0.082 2.6% 28% False True 15,599
20 3.620 3.150 0.470 14.6% 0.087 2.7% 13% False True 16,994
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 0.017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.602
2.618 3.461
1.618 3.375
1.000 3.322
0.618 3.289
HIGH 3.236
0.618 3.203
0.500 3.193
0.382 3.183
LOW 3.150
0.618 3.097
1.000 3.064
1.618 3.011
2.618 2.925
4.250 2.785
Fisher Pivots for day following 12-Jun-2012
Pivot 1 day 3 day
R1 3.204 3.215
PP 3.198 3.213
S1 3.193 3.211

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

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