NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 06-Jul-2012
Day Change Summary
Previous Current
05-Jul-2012 06-Jul-2012 Change Change % Previous Week
Open 3.573 3.635 0.062 1.7% 3.491
High 3.620 3.656 0.036 1.0% 3.656
Low 3.540 3.426 -0.114 -3.2% 3.426
Close 3.583 3.440 -0.143 -4.0% 3.440
Range 0.080 0.230 0.150 187.5% 0.230
ATR 0.097 0.107 0.009 9.7% 0.000
Volume 9,857 15,809 5,952 60.4% 58,605
Daily Pivots for day following 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 4.197 4.049 3.567
R3 3.967 3.819 3.503
R2 3.737 3.737 3.482
R1 3.589 3.589 3.461 3.548
PP 3.507 3.507 3.507 3.487
S1 3.359 3.359 3.419 3.318
S2 3.277 3.277 3.398
S3 3.047 3.129 3.377
S4 2.817 2.899 3.314
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 4.197 4.049 3.567
R3 3.967 3.819 3.503
R2 3.737 3.737 3.482
R1 3.589 3.589 3.461 3.548
PP 3.507 3.507 3.507 3.487
S1 3.359 3.359 3.419 3.318
S2 3.277 3.277 3.398
S3 3.047 3.129 3.377
S4 2.817 2.899 3.314
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.656 3.426 0.230 6.7% 0.110 3.2% 6% True True 15,723
10 3.656 3.340 0.316 9.2% 0.112 3.3% 32% True False 18,557
20 3.656 3.114 0.542 15.8% 0.107 3.1% 60% True False 19,654
40 3.656 3.114 0.542 15.8% 0.097 2.8% 60% True False 18,060
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 0.037
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 4.634
2.618 4.258
1.618 4.028
1.000 3.886
0.618 3.798
HIGH 3.656
0.618 3.568
0.500 3.541
0.382 3.514
LOW 3.426
0.618 3.284
1.000 3.196
1.618 3.054
2.618 2.824
4.250 2.449
Fisher Pivots for day following 06-Jul-2012
Pivot 1 day 3 day
R1 3.541 3.541
PP 3.507 3.507
S1 3.474 3.474

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

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