NYMEX Natural Gas Future February 2013


Trading Metrics calculated at close of trading on 28-Dec-2012
Day Change Summary
Previous Current
27-Dec-2012 28-Dec-2012 Change Change % Previous Week
Open 3.392 3.412 0.020 0.6% 3.489
High 3.428 3.487 0.059 1.7% 3.493
Low 3.356 3.360 0.004 0.1% 3.326
Close 3.412 3.469 0.057 1.7% 3.469
Range 0.072 0.127 0.055 76.4% 0.167
ATR 0.115 0.116 0.001 0.8% 0.000
Volume 76,676 59,225 -17,451 -22.8% 229,614
Daily Pivots for day following 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 3.820 3.771 3.539
R3 3.693 3.644 3.504
R2 3.566 3.566 3.492
R1 3.517 3.517 3.481 3.542
PP 3.439 3.439 3.439 3.451
S1 3.390 3.390 3.457 3.415
S2 3.312 3.312 3.446
S3 3.185 3.263 3.434
S4 3.058 3.136 3.399
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 3.930 3.867 3.561
R3 3.763 3.700 3.515
R2 3.596 3.596 3.500
R1 3.533 3.533 3.484 3.481
PP 3.429 3.429 3.429 3.404
S1 3.366 3.366 3.454 3.314
S2 3.262 3.262 3.438
S3 3.095 3.199 3.423
S4 2.928 3.032 3.377
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.532 3.326 0.206 5.9% 0.104 3.0% 69% False False 60,472
10 3.532 3.316 0.216 6.2% 0.110 3.2% 71% False False 70,816
20 3.765 3.316 0.449 12.9% 0.115 3.3% 34% False False 62,257
40 4.074 3.316 0.758 21.9% 0.117 3.4% 20% False False 42,610
60 4.090 3.316 0.774 22.3% 0.114 3.3% 20% False False 34,241
80 4.090 3.241 0.849 24.5% 0.110 3.2% 27% False False 28,815
100 4.090 3.222 0.868 25.0% 0.104 3.0% 28% False False 24,172
120 4.090 3.222 0.868 25.0% 0.102 2.9% 28% False False 20,889
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.026
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.027
2.618 3.819
1.618 3.692
1.000 3.614
0.618 3.565
HIGH 3.487
0.618 3.438
0.500 3.424
0.382 3.409
LOW 3.360
0.618 3.282
1.000 3.233
1.618 3.155
2.618 3.028
4.250 2.820
Fisher Pivots for day following 28-Dec-2012
Pivot 1 day 3 day
R1 3.454 3.448
PP 3.439 3.427
S1 3.424 3.407

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

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