NYMEX Natural Gas Future February 2013


Trading Metrics calculated at close of trading on 05-Sep-2012
Day Change Summary
Previous Current
04-Sep-2012 05-Sep-2012 Change Change % Previous Week
Open 3.358 3.404 0.046 1.4% 3.385
High 3.424 3.404 -0.020 -0.6% 3.401
Low 3.325 3.337 0.012 0.4% 3.222
Close 3.398 3.347 -0.051 -1.5% 3.375
Range 0.099 0.067 -0.032 -32.3% 0.179
ATR 0.089 0.088 -0.002 -1.8% 0.000
Volume 3,864 4,351 487 12.6% 27,876
Daily Pivots for day following 05-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.564 3.522 3.384
R3 3.497 3.455 3.365
R2 3.430 3.430 3.359
R1 3.388 3.388 3.353 3.376
PP 3.363 3.363 3.363 3.356
S1 3.321 3.321 3.341 3.309
S2 3.296 3.296 3.335
S3 3.229 3.254 3.329
S4 3.162 3.187 3.310
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.870 3.801 3.473
R3 3.691 3.622 3.424
R2 3.512 3.512 3.408
R1 3.443 3.443 3.391 3.388
PP 3.333 3.333 3.333 3.305
S1 3.264 3.264 3.359 3.209
S2 3.154 3.154 3.342
S3 2.975 3.085 3.326
S4 2.796 2.906 3.277
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.424 3.222 0.202 6.0% 0.082 2.5% 62% False False 5,057
10 3.462 3.222 0.240 7.2% 0.081 2.4% 52% False False 5,333
20 3.678 3.222 0.456 13.6% 0.081 2.4% 27% False False 5,599
40 3.763 3.222 0.541 16.2% 0.085 2.5% 23% False False 5,037
60 3.763 3.150 0.613 18.3% 0.089 2.7% 32% False False 4,466
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.689
2.618 3.579
1.618 3.512
1.000 3.471
0.618 3.445
HIGH 3.404
0.618 3.378
0.500 3.371
0.382 3.363
LOW 3.337
0.618 3.296
1.000 3.270
1.618 3.229
2.618 3.162
4.250 3.052
Fisher Pivots for day following 05-Sep-2012
Pivot 1 day 3 day
R1 3.371 3.366
PP 3.363 3.360
S1 3.355 3.353

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

View Archives - Comment on this page... - Back to Index of Symbols