NYMEX Natural Gas Future February 2013


Trading Metrics calculated at close of trading on 12-Jun-2012
Day Change Summary
Previous Current
11-Jun-2012 12-Jun-2012 Change Change % Previous Week
Open 3.242 3.205 -0.037 -1.1% 3.255
High 3.267 3.254 -0.013 -0.4% 3.358
Low 3.216 3.174 -0.042 -1.3% 3.221
Close 3.223 3.230 0.007 0.2% 3.284
Range 0.051 0.080 0.029 56.9% 0.137
ATR 0.084 0.084 0.000 -0.4% 0.000
Volume 2,107 1,629 -478 -22.7% 11,106
Daily Pivots for day following 12-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.459 3.425 3.274
R3 3.379 3.345 3.252
R2 3.299 3.299 3.245
R1 3.265 3.265 3.237 3.282
PP 3.219 3.219 3.219 3.228
S1 3.185 3.185 3.223 3.202
S2 3.139 3.139 3.215
S3 3.059 3.105 3.208
S4 2.979 3.025 3.186
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.699 3.628 3.359
R3 3.562 3.491 3.322
R2 3.425 3.425 3.309
R1 3.354 3.354 3.297 3.390
PP 3.288 3.288 3.288 3.305
S1 3.217 3.217 3.271 3.253
S2 3.151 3.151 3.259
S3 3.014 3.080 3.246
S4 2.877 2.943 3.209
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.358 3.174 0.184 5.7% 0.068 2.1% 30% False True 1,915
10 3.384 3.174 0.210 6.5% 0.071 2.2% 27% False True 2,184
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.011
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 3.594
2.618 3.463
1.618 3.383
1.000 3.334
0.618 3.303
HIGH 3.254
0.618 3.223
0.500 3.214
0.382 3.205
LOW 3.174
0.618 3.125
1.000 3.094
1.618 3.045
2.618 2.965
4.250 2.834
Fisher Pivots for day following 12-Jun-2012
Pivot 1 day 3 day
R1 3.225 3.237
PP 3.219 3.235
S1 3.214 3.232

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

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