NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 13-Aug-2012
Day Change Summary
Previous Current
10-Aug-2012 13-Aug-2012 Change Change % Previous Week
Open 3.152 3.003 -0.149 -4.7% 2.988
High 3.155 3.044 -0.111 -3.5% 3.300
Low 3.016 2.980 -0.036 -1.2% 2.948
Close 3.027 2.988 -0.039 -1.3% 3.027
Range 0.139 0.064 -0.075 -54.0% 0.352
ATR 0.126 0.122 -0.004 -3.5% 0.000
Volume 130,476 97,893 -32,583 -25.0% 393,919
Daily Pivots for day following 13-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.196 3.156 3.023
R3 3.132 3.092 3.006
R2 3.068 3.068 3.000
R1 3.028 3.028 2.994 3.016
PP 3.004 3.004 3.004 2.998
S1 2.964 2.964 2.982 2.952
S2 2.940 2.940 2.976
S3 2.876 2.900 2.970
S4 2.812 2.836 2.953
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 4.148 3.939 3.221
R3 3.796 3.587 3.124
R2 3.444 3.444 3.092
R1 3.235 3.235 3.059 3.340
PP 3.092 3.092 3.092 3.144
S1 2.883 2.883 2.995 2.988
S2 2.740 2.740 2.962
S3 2.388 2.531 2.930
S4 2.036 2.179 2.833
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.300 2.980 0.320 10.7% 0.120 4.0% 3% False True 91,055
10 3.407 2.948 0.459 15.4% 0.129 4.3% 9% False False 69,007
20 3.407 2.948 0.459 15.4% 0.120 4.0% 9% False False 50,063
40 3.407 2.872 0.535 17.9% 0.121 4.0% 22% False False 38,002
60 3.407 2.650 0.757 25.3% 0.114 3.8% 45% False False 31,675
80 3.407 2.566 0.841 28.1% 0.108 3.6% 50% False False 27,337
100 3.407 2.566 0.841 28.1% 0.098 3.3% 50% False False 23,403
120 3.407 2.566 0.841 28.1% 0.094 3.2% 50% False False 20,439
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.026
Narrowest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 3.316
2.618 3.212
1.618 3.148
1.000 3.108
0.618 3.084
HIGH 3.044
0.618 3.020
0.500 3.012
0.382 3.004
LOW 2.980
0.618 2.940
1.000 2.916
1.618 2.876
2.618 2.812
4.250 2.708
Fisher Pivots for day following 13-Aug-2012
Pivot 1 day 3 day
R1 3.012 3.140
PP 3.004 3.089
S1 2.996 3.039

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

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