NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 27-Jul-2012
Day Change Summary
Previous Current
26-Jul-2012 27-Jul-2012 Change Change % Previous Week
Open 3.584 3.620 0.036 1.0% 3.542
High 3.630 3.620 -0.010 -0.3% 3.630
Low 3.549 3.560 0.011 0.3% 3.482
Close 3.615 3.584 -0.031 -0.9% 3.584
Range 0.081 0.060 -0.021 -25.9% 0.148
ATR 0.089 0.087 -0.002 -2.3% 0.000
Volume 5,336 5,256 -80 -1.5% 32,129
Daily Pivots for day following 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.768 3.736 3.617
R3 3.708 3.676 3.601
R2 3.648 3.648 3.595
R1 3.616 3.616 3.590 3.602
PP 3.588 3.588 3.588 3.581
S1 3.556 3.556 3.579 3.542
S2 3.528 3.528 3.573
S3 3.468 3.496 3.568
S4 3.408 3.436 3.551
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 4.009 3.945 3.665
R3 3.861 3.797 3.625
R2 3.713 3.713 3.611
R1 3.649 3.649 3.598 3.681
PP 3.565 3.565 3.565 3.582
S1 3.501 3.501 3.570 3.533
S2 3.417 3.417 3.557
S3 3.269 3.353 3.543
S4 3.121 3.205 3.503
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.630 3.482 0.148 4.1% 0.077 2.1% 69% False False 6,425
10 3.630 3.400 0.230 6.4% 0.080 2.2% 80% False False 5,843
20 3.630 3.400 0.230 6.4% 0.086 2.4% 80% False False 5,827
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.010
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.875
2.618 3.777
1.618 3.717
1.000 3.680
0.618 3.657
HIGH 3.620
0.618 3.597
0.500 3.590
0.382 3.583
LOW 3.560
0.618 3.523
1.000 3.500
1.618 3.463
2.618 3.403
4.250 3.305
Fisher Pivots for day following 27-Jul-2012
Pivot 1 day 3 day
R1 3.590 3.590
PP 3.588 3.588
S1 3.586 3.586

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

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