NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 19-Dec-2012
Day Change Summary
Previous Current
18-Dec-2012 19-Dec-2012 Change Change % Previous Week
Open 3.350 3.399 0.049 1.5% 3.519
High 3.450 3.414 -0.036 -1.0% 3.520
Low 3.336 3.284 -0.052 -1.6% 3.261
Close 3.418 3.320 -0.098 -2.9% 3.314
Range 0.114 0.130 0.016 14.0% 0.259
ATR 0.123 0.123 0.001 0.7% 0.000
Volume 125,240 118,173 -7,067 -5.6% 934,122
Daily Pivots for day following 19-Dec-2012
Classic Woodie Camarilla DeMark
R4 3.729 3.655 3.392
R3 3.599 3.525 3.356
R2 3.469 3.469 3.344
R1 3.395 3.395 3.332 3.367
PP 3.339 3.339 3.339 3.326
S1 3.265 3.265 3.308 3.237
S2 3.209 3.209 3.296
S3 3.079 3.135 3.284
S4 2.949 3.005 3.249
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 4.142 3.987 3.456
R3 3.883 3.728 3.385
R2 3.624 3.624 3.361
R1 3.469 3.469 3.338 3.417
PP 3.365 3.365 3.365 3.339
S1 3.210 3.210 3.290 3.158
S2 3.106 3.106 3.267
S3 2.847 2.951 3.243
S4 2.588 2.692 3.172
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.450 3.261 0.189 5.7% 0.116 3.5% 31% False False 151,013
10 3.748 3.261 0.487 14.7% 0.115 3.5% 12% False False 166,087
20 4.060 3.261 0.799 24.1% 0.125 3.8% 7% False False 143,334
40 4.060 3.261 0.799 24.1% 0.122 3.7% 7% False False 100,688
60 4.088 3.261 0.827 24.9% 0.120 3.6% 7% False False 90,990
80 4.088 3.200 0.888 26.7% 0.114 3.4% 14% False False 76,767
100 4.088 3.200 0.888 26.7% 0.112 3.4% 14% False False 67,044
120 4.088 3.200 0.888 26.7% 0.110 3.3% 14% False False 59,199
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 3.967
2.618 3.754
1.618 3.624
1.000 3.544
0.618 3.494
HIGH 3.414
0.618 3.364
0.500 3.349
0.382 3.334
LOW 3.284
0.618 3.204
1.000 3.154
1.618 3.074
2.618 2.944
4.250 2.732
Fisher Pivots for day following 19-Dec-2012
Pivot 1 day 3 day
R1 3.349 3.364
PP 3.339 3.349
S1 3.330 3.335

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

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