NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 15-Jun-2012
Day Change Summary
Previous Current
14-Jun-2012 15-Jun-2012 Change Change % Previous Week
Open 3.149 3.368 0.219 7.0% 3.240
High 3.355 3.374 0.019 0.6% 3.374
Low 3.114 3.291 0.177 5.7% 3.114
Close 3.345 3.320 -0.025 -0.7% 3.320
Range 0.241 0.083 -0.158 -65.6% 0.260
ATR 0.096 0.095 -0.001 -0.9% 0.000
Volume 11,832 36,839 25,007 211.4% 99,958
Daily Pivots for day following 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.577 3.532 3.366
R3 3.494 3.449 3.343
R2 3.411 3.411 3.335
R1 3.366 3.366 3.328 3.347
PP 3.328 3.328 3.328 3.319
S1 3.283 3.283 3.312 3.264
S2 3.245 3.245 3.305
S3 3.162 3.200 3.297
S4 3.079 3.117 3.274
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 4.049 3.945 3.463
R3 3.789 3.685 3.392
R2 3.529 3.529 3.368
R1 3.425 3.425 3.344 3.477
PP 3.269 3.269 3.269 3.296
S1 3.165 3.165 3.296 3.217
S2 3.009 3.009 3.272
S3 2.749 2.905 3.249
S4 2.489 2.645 3.177
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.374 3.114 0.260 7.8% 0.101 3.0% 79% True False 19,991
10 3.374 3.114 0.260 7.8% 0.092 2.8% 79% True False 17,349
20 3.620 3.114 0.506 15.2% 0.090 2.7% 41% False False 18,470
40 3.620 3.062 0.558 16.8% 0.086 2.6% 46% False False 15,898
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.727
2.618 3.591
1.618 3.508
1.000 3.457
0.618 3.425
HIGH 3.374
0.618 3.342
0.500 3.333
0.382 3.323
LOW 3.291
0.618 3.240
1.000 3.208
1.618 3.157
2.618 3.074
4.250 2.938
Fisher Pivots for day following 15-Jun-2012
Pivot 1 day 3 day
R1 3.333 3.295
PP 3.328 3.269
S1 3.324 3.244

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

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