NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 01-Aug-2012
Day Change Summary
Previous Current
31-Jul-2012 01-Aug-2012 Change Change % Previous Week
Open 3.714 3.630 -0.084 -2.3% 3.542
High 3.722 3.687 -0.035 -0.9% 3.630
Low 3.639 3.592 -0.047 -1.3% 3.482
Close 3.673 3.637 -0.036 -1.0% 3.584
Range 0.083 0.095 0.012 14.5% 0.148
ATR 0.089 0.089 0.000 0.5% 0.000
Volume 7,350 8,511 1,161 15.8% 32,129
Daily Pivots for day following 01-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.924 3.875 3.689
R3 3.829 3.780 3.663
R2 3.734 3.734 3.654
R1 3.685 3.685 3.646 3.710
PP 3.639 3.639 3.639 3.651
S1 3.590 3.590 3.628 3.615
S2 3.544 3.544 3.620
S3 3.449 3.495 3.611
S4 3.354 3.400 3.585
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 3.722 3.549 0.173 4.8% 0.080 2.2% 51% False False 6,394
10 3.722 3.480 0.242 6.7% 0.077 2.1% 65% False False 6,732
20 3.722 3.400 0.322 8.9% 0.089 2.5% 74% False False 6,092
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.011
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4.091
2.618 3.936
1.618 3.841
1.000 3.782
0.618 3.746
HIGH 3.687
0.618 3.651
0.500 3.640
0.382 3.628
LOW 3.592
0.618 3.533
1.000 3.497
1.618 3.438
2.618 3.343
4.250 3.188
Fisher Pivots for day following 01-Aug-2012
Pivot 1 day 3 day
R1 3.640 3.657
PP 3.639 3.650
S1 3.638 3.644

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

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