NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 11-Jul-2012
Day Change Summary
Previous Current
10-Jul-2012 11-Jul-2012 Change Change % Previous Week
Open 3.484 3.419 -0.065 -1.9% 3.442
High 3.537 3.511 -0.026 -0.7% 3.616
Low 3.429 3.419 -0.010 -0.3% 3.416
Close 3.432 3.507 0.075 2.2% 3.431
Range 0.108 0.092 -0.016 -14.8% 0.200
ATR 0.098 0.097 0.000 -0.4% 0.000
Volume 3,881 8,165 4,284 110.4% 17,485
Daily Pivots for day following 11-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.755 3.723 3.558
R3 3.663 3.631 3.532
R2 3.571 3.571 3.524
R1 3.539 3.539 3.515 3.555
PP 3.479 3.479 3.479 3.487
S1 3.447 3.447 3.499 3.463
S2 3.387 3.387 3.490
S3 3.295 3.355 3.482
S4 3.203 3.263 3.456
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 4.088 3.959 3.541
R3 3.888 3.759 3.486
R2 3.688 3.688 3.468
R1 3.559 3.559 3.449 3.524
PP 3.488 3.488 3.488 3.470
S1 3.359 3.359 3.413 3.324
S2 3.288 3.288 3.394
S3 3.088 3.159 3.376
S4 2.888 2.959 3.321
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.616 3.416 0.200 5.7% 0.107 3.1% 46% False False 5,600
10 3.616 3.394 0.222 6.3% 0.099 2.8% 51% False False 5,632
20 3.616 3.129 0.487 13.9% 0.095 2.7% 78% False False 5,191
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Bull Hook False
Stretch 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.902
2.618 3.752
1.618 3.660
1.000 3.603
0.618 3.568
HIGH 3.511
0.618 3.476
0.500 3.465
0.382 3.454
LOW 3.419
0.618 3.362
1.000 3.327
1.618 3.270
2.618 3.178
4.250 3.028
Fisher Pivots for day following 11-Jul-2012
Pivot 1 day 3 day
R1 3.493 3.497
PP 3.479 3.488
S1 3.465 3.478

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

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