NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 08-Aug-2012
Day Change Summary
Previous Current
07-Aug-2012 08-Aug-2012 Change Change % Previous Week
Open 3.507 3.539 0.032 0.9% 3.620
High 3.538 3.581 0.043 1.2% 3.704
Low 3.473 3.518 0.045 1.3% 3.397
Close 3.536 3.571 0.035 1.0% 3.410
Range 0.065 0.063 -0.002 -3.1% 0.307
ATR 0.081 0.080 -0.001 -1.6% 0.000
Volume 754 1,042 288 38.2% 7,099
Daily Pivots for day following 08-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.746 3.721 3.606
R3 3.683 3.658 3.588
R2 3.620 3.620 3.583
R1 3.595 3.595 3.577 3.608
PP 3.557 3.557 3.557 3.563
S1 3.532 3.532 3.565 3.545
S2 3.494 3.494 3.559
S3 3.431 3.469 3.554
S4 3.368 3.406 3.536
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 4.425 4.224 3.579
R3 4.118 3.917 3.494
R2 3.811 3.811 3.466
R1 3.610 3.610 3.438 3.557
PP 3.504 3.504 3.504 3.477
S1 3.303 3.303 3.382 3.250
S2 3.197 3.197 3.354
S3 2.890 2.996 3.326
S4 2.583 2.689 3.241
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.591 3.352 0.239 6.7% 0.093 2.6% 92% False False 1,127
10 3.704 3.352 0.352 9.9% 0.079 2.2% 62% False False 1,166
20 3.704 3.352 0.352 9.9% 0.071 2.0% 62% False False 1,053
40 3.704 3.170 0.534 15.0% 0.072 2.0% 75% False False 1,109
60 3.704 3.170 0.534 15.0% 0.067 1.9% 75% False False 1,087
80 3.704 3.072 0.632 17.7% 0.065 1.8% 79% False False 1,043
100 3.704 3.072 0.632 17.7% 0.060 1.7% 79% False False 962
120 3.750 3.072 0.678 19.0% 0.060 1.7% 74% False False 924
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 0.015
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.849
2.618 3.746
1.618 3.683
1.000 3.644
0.618 3.620
HIGH 3.581
0.618 3.557
0.500 3.550
0.382 3.542
LOW 3.518
0.618 3.479
1.000 3.455
1.618 3.416
2.618 3.353
4.250 3.250
Fisher Pivots for day following 08-Aug-2012
Pivot 1 day 3 day
R1 3.564 3.536
PP 3.557 3.501
S1 3.550 3.467

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

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