NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 14-Jun-2012
Day Change Summary
Previous Current
13-Jun-2012 14-Jun-2012 Change Change % Previous Week
Open 3.187 3.149 -0.038 -1.2% 3.238
High 3.189 3.355 0.166 5.2% 3.338
Low 3.149 3.114 -0.035 -1.1% 3.193
Close 3.160 3.345 0.185 5.9% 3.264
Range 0.040 0.241 0.201 502.5% 0.145
ATR 0.084 0.096 0.011 13.2% 0.000
Volume 17,966 11,832 -6,134 -34.1% 73,538
Daily Pivots for day following 14-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.994 3.911 3.478
R3 3.753 3.670 3.411
R2 3.512 3.512 3.389
R1 3.429 3.429 3.367 3.471
PP 3.271 3.271 3.271 3.292
S1 3.188 3.188 3.323 3.230
S2 3.030 3.030 3.301
S3 2.789 2.947 3.279
S4 2.548 2.706 3.212
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 3.355 3.114 0.241 7.2% 0.102 3.0% 96% True True 17,344
10 3.355 3.114 0.241 7.2% 0.088 2.6% 96% True True 15,871
20 3.620 3.114 0.506 15.1% 0.093 2.8% 46% False True 17,603
40 3.620 3.062 0.558 16.7% 0.085 2.5% 51% False False 15,191
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 0.019
Widest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 4.379
2.618 3.986
1.618 3.745
1.000 3.596
0.618 3.504
HIGH 3.355
0.618 3.263
0.500 3.235
0.382 3.206
LOW 3.114
0.618 2.965
1.000 2.873
1.618 2.724
2.618 2.483
4.250 2.090
Fisher Pivots for day following 14-Jun-2012
Pivot 1 day 3 day
R1 3.308 3.308
PP 3.271 3.271
S1 3.235 3.235

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

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