NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 25-Jun-2012
Day Change Summary
Previous Current
22-Jun-2012 25-Jun-2012 Change Change % Previous Week
Open 3.399 3.465 0.066 1.9% 3.322
High 3.441 3.500 0.059 1.7% 3.445
Low 3.340 3.411 0.071 2.1% 3.295
Close 3.427 3.449 0.022 0.6% 3.427
Range 0.101 0.089 -0.012 -11.9% 0.150
ATR 0.098 0.097 -0.001 -0.6% 0.000
Volume 26,705 14,941 -11,764 -44.1% 110,659
Daily Pivots for day following 25-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.720 3.674 3.498
R3 3.631 3.585 3.473
R2 3.542 3.542 3.465
R1 3.496 3.496 3.457 3.475
PP 3.453 3.453 3.453 3.443
S1 3.407 3.407 3.441 3.386
S2 3.364 3.364 3.433
S3 3.275 3.318 3.425
S4 3.186 3.229 3.400
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 3.500 3.328 0.172 5.0% 0.098 2.8% 70% True False 21,584
10 3.500 3.114 0.386 11.2% 0.107 3.1% 87% True False 20,768
20 3.500 3.114 0.386 11.2% 0.095 2.8% 87% True False 18,119
40 3.620 3.114 0.506 14.7% 0.092 2.7% 66% False False 16,834
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Stretch 0.021
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.878
2.618 3.733
1.618 3.644
1.000 3.589
0.618 3.555
HIGH 3.500
0.618 3.466
0.500 3.456
0.382 3.445
LOW 3.411
0.618 3.356
1.000 3.322
1.618 3.267
2.618 3.178
4.250 3.033
Fisher Pivots for day following 25-Jun-2012
Pivot 1 day 3 day
R1 3.456 3.439
PP 3.453 3.430
S1 3.451 3.420

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

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