NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 06-Aug-2012
Day Change Summary
Previous Current
03-Aug-2012 06-Aug-2012 Change Change % Previous Week
Open 3.401 3.375 -0.026 -0.8% 3.623
High 3.456 3.464 0.008 0.2% 3.722
Low 3.375 3.369 -0.006 -0.2% 3.375
Close 3.401 3.447 0.046 1.4% 3.401
Range 0.081 0.095 0.014 17.3% 0.347
ATR 0.096 0.096 0.000 -0.1% 0.000
Volume 7,543 5,503 -2,040 -27.0% 35,106
Daily Pivots for day following 06-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.712 3.674 3.499
R3 3.617 3.579 3.473
R2 3.522 3.522 3.464
R1 3.484 3.484 3.456 3.503
PP 3.427 3.427 3.427 3.436
S1 3.389 3.389 3.438 3.408
S2 3.332 3.332 3.430
S3 3.237 3.294 3.421
S4 3.142 3.199 3.395
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 4.540 4.318 3.592
R3 4.193 3.971 3.496
R2 3.846 3.846 3.465
R1 3.624 3.624 3.433 3.562
PP 3.499 3.499 3.499 3.468
S1 3.277 3.277 3.369 3.215
S2 3.152 3.152 3.337
S3 2.805 2.930 3.306
S4 2.458 2.583 3.210
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.722 3.369 0.353 10.2% 0.107 3.1% 22% False True 7,018
10 3.722 3.369 0.353 10.2% 0.091 2.6% 22% False True 6,504
20 3.722 3.369 0.353 10.2% 0.090 2.6% 22% False True 6,256
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.868
2.618 3.713
1.618 3.618
1.000 3.559
0.618 3.523
HIGH 3.464
0.618 3.428
0.500 3.417
0.382 3.405
LOW 3.369
0.618 3.310
1.000 3.274
1.618 3.215
2.618 3.120
4.250 2.965
Fisher Pivots for day following 06-Aug-2012
Pivot 1 day 3 day
R1 3.437 3.493
PP 3.427 3.477
S1 3.417 3.462

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

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