NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 01-Jun-2012
Day Change Summary
Previous Current
31-May-2012 01-Jun-2012 Change Change % Previous Week
Open 3.258 3.282 0.024 0.7% 3.330
High 3.382 3.282 -0.100 -3.0% 3.395
Low 3.257 3.260 0.003 0.1% 3.257
Close 3.328 3.275 -0.053 -1.6% 3.275
Range 0.125 0.022 -0.103 -82.4% 0.138
ATR 0.074 0.073 0.000 -0.6% 0.000
Volume 1,263 1,131 -132 -10.5% 5,078
Daily Pivots for day following 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.338 3.329 3.287
R3 3.316 3.307 3.281
R2 3.294 3.294 3.279
R1 3.285 3.285 3.277 3.279
PP 3.272 3.272 3.272 3.269
S1 3.263 3.263 3.273 3.257
S2 3.250 3.250 3.271
S3 3.228 3.241 3.269
S4 3.206 3.219 3.263
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.723 3.637 3.351
R3 3.585 3.499 3.313
R2 3.447 3.447 3.300
R1 3.361 3.361 3.288 3.335
PP 3.309 3.309 3.309 3.296
S1 3.223 3.223 3.262 3.197
S2 3.171 3.171 3.250
S3 3.033 3.085 3.237
S4 2.895 2.947 3.199
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.416 3.257 0.159 4.9% 0.065 2.0% 11% False False 1,208
10 3.592 3.257 0.335 10.2% 0.062 1.9% 5% False False 1,254
20 3.600 3.257 0.343 10.5% 0.064 2.0% 5% False False 1,136
40 3.600 3.072 0.528 16.1% 0.057 1.7% 38% False False 1,002
60 3.600 3.072 0.528 16.1% 0.054 1.7% 38% False False 834
80 3.750 3.072 0.678 20.7% 0.054 1.6% 30% False False 800
100 3.851 3.072 0.779 23.8% 0.061 1.9% 26% False False 800
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.005
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 3.376
2.618 3.340
1.618 3.318
1.000 3.304
0.618 3.296
HIGH 3.282
0.618 3.274
0.500 3.271
0.382 3.268
LOW 3.260
0.618 3.246
1.000 3.238
1.618 3.224
2.618 3.202
4.250 3.167
Fisher Pivots for day following 01-Jun-2012
Pivot 1 day 3 day
R1 3.274 3.320
PP 3.272 3.305
S1 3.271 3.290

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

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