NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 05-Dec-2012
Day Change Summary
Previous Current
04-Dec-2012 05-Dec-2012 Change Change % Previous Week
Open 3.611 3.547 -0.064 -1.8% 4.003
High 3.611 3.719 0.108 3.0% 4.004
Low 3.525 3.507 -0.018 -0.5% 3.546
Close 3.539 3.700 0.161 4.5% 3.561
Range 0.086 0.212 0.126 146.5% 0.458
ATR 0.124 0.130 0.006 5.1% 0.000
Volume 103,428 148,134 44,706 43.2% 680,821
Daily Pivots for day following 05-Dec-2012
Classic Woodie Camarilla DeMark
R4 4.278 4.201 3.817
R3 4.066 3.989 3.758
R2 3.854 3.854 3.739
R1 3.777 3.777 3.719 3.816
PP 3.642 3.642 3.642 3.661
S1 3.565 3.565 3.681 3.604
S2 3.430 3.430 3.661
S3 3.218 3.353 3.642
S4 3.006 3.141 3.583
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 3.815 3.507 0.308 8.3% 0.145 3.9% 63% False True 139,258
10 4.060 3.507 0.553 14.9% 0.135 3.6% 35% False True 120,580
20 4.060 3.507 0.553 14.9% 0.128 3.5% 35% False True 94,438
40 4.088 3.507 0.581 15.7% 0.123 3.3% 33% False True 77,739
60 4.088 3.359 0.729 19.7% 0.116 3.1% 47% False False 69,877
80 4.088 3.200 0.888 24.0% 0.111 3.0% 56% False False 59,235
100 4.088 3.200 0.888 24.0% 0.109 3.0% 56% False False 52,614
120 4.088 3.200 0.888 24.0% 0.109 3.0% 56% False False 47,116
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 106 trading days
Fibonacci Retracements and Extensions
4.250 4.620
2.618 4.274
1.618 4.062
1.000 3.931
0.618 3.850
HIGH 3.719
0.618 3.638
0.500 3.613
0.382 3.588
LOW 3.507
0.618 3.376
1.000 3.295
1.618 3.164
2.618 2.952
4.250 2.606
Fisher Pivots for day following 05-Dec-2012
Pivot 1 day 3 day
R1 3.671 3.671
PP 3.642 3.642
S1 3.613 3.613

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

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