NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 02-Aug-2012
Day Change Summary
Previous Current
01-Aug-2012 02-Aug-2012 Change Change % Previous Week
Open 3.630 3.616 -0.014 -0.4% 3.542
High 3.687 3.616 -0.071 -1.9% 3.630
Low 3.592 3.433 -0.159 -4.4% 3.482
Close 3.637 3.442 -0.195 -5.4% 3.584
Range 0.095 0.183 0.088 92.6% 0.148
ATR 0.089 0.098 0.008 9.2% 0.000
Volume 8,511 6,183 -2,328 -27.4% 32,129
Daily Pivots for day following 02-Aug-2012
Classic Woodie Camarilla DeMark
R4 4.046 3.927 3.543
R3 3.863 3.744 3.492
R2 3.680 3.680 3.476
R1 3.561 3.561 3.459 3.529
PP 3.497 3.497 3.497 3.481
S1 3.378 3.378 3.425 3.346
S2 3.314 3.314 3.408
S3 3.131 3.195 3.392
S4 2.948 3.012 3.341
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 3.433 0.289 8.4% 0.100 2.9% 3% False True 6,563
10 3.722 3.433 0.289 8.4% 0.090 2.6% 3% False True 6,743
20 3.722 3.400 0.322 9.4% 0.095 2.8% 13% False False 6,252
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 19 trading days
Fibonacci Retracements and Extensions
4.250 4.394
2.618 4.095
1.618 3.912
1.000 3.799
0.618 3.729
HIGH 3.616
0.618 3.546
0.500 3.525
0.382 3.503
LOW 3.433
0.618 3.320
1.000 3.250
1.618 3.137
2.618 2.954
4.250 2.655
Fisher Pivots for day following 02-Aug-2012
Pivot 1 day 3 day
R1 3.525 3.578
PP 3.497 3.532
S1 3.470 3.487

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

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