NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 04-Dec-2012
Day Change Summary
Previous Current
03-Dec-2012 04-Dec-2012 Change Change % Previous Week
Open 3.553 3.611 0.058 1.6% 4.003
High 3.643 3.611 -0.032 -0.9% 4.004
Low 3.526 3.525 -0.001 0.0% 3.546
Close 3.591 3.539 -0.052 -1.4% 3.561
Range 0.117 0.086 -0.031 -26.5% 0.458
ATR 0.127 0.124 -0.003 -2.3% 0.000
Volume 135,669 103,428 -32,241 -23.8% 680,821
Daily Pivots for day following 04-Dec-2012
Classic Woodie Camarilla DeMark
R4 3.816 3.764 3.586
R3 3.730 3.678 3.563
R2 3.644 3.644 3.555
R1 3.592 3.592 3.547 3.575
PP 3.558 3.558 3.558 3.550
S1 3.506 3.506 3.531 3.489
S2 3.472 3.472 3.523
S3 3.386 3.420 3.515
S4 3.300 3.334 3.492
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 5.078 4.777 3.813
R3 4.620 4.319 3.687
R2 4.162 4.162 3.645
R1 3.861 3.861 3.603 3.783
PP 3.704 3.704 3.704 3.664
S1 3.403 3.403 3.519 3.325
S2 3.246 3.246 3.477
S3 2.788 2.945 3.435
S4 2.330 2.487 3.309
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.891 3.525 0.366 10.3% 0.134 3.8% 4% False True 143,200
10 4.060 3.525 0.535 15.1% 0.125 3.5% 3% False True 111,529
20 4.060 3.525 0.535 15.1% 0.123 3.5% 3% False True 89,449
40 4.088 3.525 0.563 15.9% 0.121 3.4% 2% False True 75,959
60 4.088 3.305 0.783 22.1% 0.115 3.3% 30% False False 67,928
80 4.088 3.200 0.888 25.1% 0.109 3.1% 38% False False 57,832
100 4.088 3.200 0.888 25.1% 0.109 3.1% 38% False False 51,280
120 4.088 3.200 0.888 25.1% 0.108 3.1% 38% False False 46,189
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 0.019
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.977
2.618 3.836
1.618 3.750
1.000 3.697
0.618 3.664
HIGH 3.611
0.618 3.578
0.500 3.568
0.382 3.558
LOW 3.525
0.618 3.472
1.000 3.439
1.618 3.386
2.618 3.300
4.250 3.160
Fisher Pivots for day following 04-Dec-2012
Pivot 1 day 3 day
R1 3.568 3.602
PP 3.558 3.581
S1 3.549 3.560

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

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