NYMEX Natural Gas Future December 2012


Trading Metrics calculated at close of trading on 14-Nov-2012
Day Change Summary
Previous Current
13-Nov-2012 14-Nov-2012 Change Change % Previous Week
Open 3.570 3.783 0.213 6.0% 3.533
High 3.775 3.827 0.052 1.4% 3.620
Low 3.560 3.724 0.164 4.6% 3.482
Close 3.739 3.760 0.021 0.6% 3.503
Range 0.215 0.103 -0.112 -52.1% 0.138
ATR 0.123 0.122 -0.001 -1.2% 0.000
Volume 163,023 137,195 -25,828 -15.8% 500,755
Daily Pivots for day following 14-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.079 4.023 3.817
R3 3.976 3.920 3.788
R2 3.873 3.873 3.779
R1 3.817 3.817 3.769 3.794
PP 3.770 3.770 3.770 3.759
S1 3.714 3.714 3.751 3.691
S2 3.667 3.667 3.741
S3 3.564 3.611 3.732
S4 3.461 3.508 3.703
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 3.949 3.864 3.579
R3 3.811 3.726 3.541
R2 3.673 3.673 3.528
R1 3.588 3.588 3.516 3.562
PP 3.535 3.535 3.535 3.522
S1 3.450 3.450 3.490 3.424
S2 3.397 3.397 3.478
S3 3.259 3.312 3.465
S4 3.121 3.174 3.427
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.827 3.470 0.357 9.5% 0.135 3.6% 81% True False 126,280
10 3.827 3.470 0.357 9.5% 0.118 3.1% 81% True False 113,307
20 3.970 3.470 0.500 13.3% 0.126 3.4% 58% False False 106,160
40 3.970 3.210 0.760 20.2% 0.118 3.1% 72% False False 86,775
60 3.970 3.055 0.915 24.3% 0.114 3.0% 77% False False 70,057
80 3.970 3.055 0.915 24.3% 0.113 3.0% 77% False False 58,143
100 3.970 3.055 0.915 24.3% 0.112 3.0% 77% False False 49,803
120 3.970 2.962 1.008 26.8% 0.110 2.9% 79% False False 43,765
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.029
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.265
2.618 4.097
1.618 3.994
1.000 3.930
0.618 3.891
HIGH 3.827
0.618 3.788
0.500 3.776
0.382 3.763
LOW 3.724
0.618 3.660
1.000 3.621
1.618 3.557
2.618 3.454
4.250 3.286
Fisher Pivots for day following 14-Nov-2012
Pivot 1 day 3 day
R1 3.776 3.723
PP 3.770 3.686
S1 3.765 3.649

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

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