NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 24-Jul-2012
Day Change Summary
Previous Current
23-Jul-2012 24-Jul-2012 Change Change % Previous Week
Open 3.542 3.531 -0.011 -0.3% 3.530
High 3.568 3.614 0.046 1.3% 3.555
Low 3.482 3.531 0.049 1.4% 3.400
Close 3.552 3.614 0.062 1.7% 3.545
Range 0.086 0.083 -0.003 -3.5% 0.155
ATR 0.092 0.091 -0.001 -0.7% 0.000
Volume 7,691 9,159 1,468 19.1% 26,302
Daily Pivots for day following 24-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.835 3.808 3.660
R3 3.752 3.725 3.637
R2 3.669 3.669 3.629
R1 3.642 3.642 3.622 3.656
PP 3.586 3.586 3.586 3.593
S1 3.559 3.559 3.606 3.573
S2 3.503 3.503 3.599
S3 3.420 3.476 3.591
S4 3.337 3.393 3.568
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.965 3.910 3.630
R3 3.810 3.755 3.588
R2 3.655 3.655 3.573
R1 3.600 3.600 3.559 3.628
PP 3.500 3.500 3.500 3.514
S1 3.445 3.445 3.531 3.473
S2 3.345 3.345 3.517
S3 3.190 3.290 3.502
S4 3.035 3.135 3.460
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.614 3.448 0.166 4.6% 0.081 2.2% 100% True False 6,669
10 3.614 3.400 0.214 5.9% 0.087 2.4% 100% True False 6,536
20 3.616 3.394 0.222 6.1% 0.092 2.5% 99% False False 5,829
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 False
Bull Hook False
Stretch 0.011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.967
2.618 3.831
1.618 3.748
1.000 3.697
0.618 3.665
HIGH 3.614
0.618 3.582
0.500 3.573
0.382 3.563
LOW 3.531
0.618 3.480
1.000 3.448
1.618 3.397
2.618 3.314
4.250 3.178
Fisher Pivots for day following 24-Jul-2012
Pivot 1 day 3 day
R1 3.600 3.592
PP 3.586 3.569
S1 3.573 3.547

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

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