NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 22-Jun-2012
Day Change Summary
Previous Current
21-Jun-2012 22-Jun-2012 Change Change % Previous Week
Open 3.420 3.399 -0.021 -0.6% 3.322
High 3.440 3.441 0.001 0.0% 3.445
Low 3.345 3.340 -0.005 -0.1% 3.295
Close 3.385 3.427 0.042 1.2% 3.427
Range 0.095 0.101 0.006 6.3% 0.150
ATR 0.098 0.098 0.000 0.3% 0.000
Volume 20,575 26,705 6,130 29.8% 110,659
Daily Pivots for day following 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.706 3.667 3.483
R3 3.605 3.566 3.455
R2 3.504 3.504 3.446
R1 3.465 3.465 3.436 3.485
PP 3.403 3.403 3.403 3.412
S1 3.364 3.364 3.418 3.384
S2 3.302 3.302 3.408
S3 3.201 3.263 3.399
S4 3.100 3.162 3.371
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.839 3.783 3.510
R3 3.689 3.633 3.468
R2 3.539 3.539 3.455
R1 3.483 3.483 3.441 3.511
PP 3.389 3.389 3.389 3.403
S1 3.333 3.333 3.413 3.361
S2 3.239 3.239 3.400
S3 3.089 3.183 3.386
S4 2.939 3.033 3.345
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.445 3.295 0.150 4.4% 0.105 3.1% 88% False False 22,131
10 3.445 3.114 0.331 9.7% 0.103 3.0% 95% False False 21,061
20 3.471 3.114 0.357 10.4% 0.095 2.8% 88% False False 18,310
40 3.620 3.114 0.506 14.8% 0.091 2.7% 62% False False 16,995
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.870
2.618 3.705
1.618 3.604
1.000 3.542
0.618 3.503
HIGH 3.441
0.618 3.402
0.500 3.391
0.382 3.379
LOW 3.340
0.618 3.278
1.000 3.239
1.618 3.177
2.618 3.076
4.250 2.911
Fisher Pivots for day following 22-Jun-2012
Pivot 1 day 3 day
R1 3.415 3.416
PP 3.403 3.404
S1 3.391 3.393

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

View Archives - Comment on this page... - Back to Index of Symbols