NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 08-Aug-2012
Day Change Summary
Previous Current
07-Aug-2012 08-Aug-2012 Change Change % Previous Week
Open 3.491 3.520 0.029 0.8% 3.623
High 3.545 3.565 0.020 0.6% 3.722
Low 3.467 3.505 0.038 1.1% 3.375
Close 3.532 3.557 0.025 0.7% 3.401
Range 0.078 0.060 -0.018 -23.1% 0.347
ATR 0.096 0.094 -0.003 -2.7% 0.000
Volume 3,977 7,054 3,077 77.4% 35,106
Daily Pivots for day following 08-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.722 3.700 3.590
R3 3.662 3.640 3.574
R2 3.602 3.602 3.568
R1 3.580 3.580 3.563 3.591
PP 3.542 3.542 3.542 3.548
S1 3.520 3.520 3.552 3.531
S2 3.482 3.482 3.546
S3 3.422 3.460 3.541
S4 3.362 3.400 3.524
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 3.616 3.369 0.247 6.9% 0.099 2.8% 76% False False 6,052
10 3.722 3.369 0.353 9.9% 0.090 2.5% 53% False False 6,223
20 3.722 3.369 0.353 9.9% 0.087 2.5% 53% False False 6,205
40 3.722 3.129 0.593 16.7% 0.091 2.6% 72% False False 5,698
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.015
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 3.820
2.618 3.722
1.618 3.662
1.000 3.625
0.618 3.602
HIGH 3.565
0.618 3.542
0.500 3.535
0.382 3.528
LOW 3.505
0.618 3.468
1.000 3.445
1.618 3.408
2.618 3.348
4.250 3.250
Fisher Pivots for day following 08-Aug-2012
Pivot 1 day 3 day
R1 3.550 3.527
PP 3.542 3.497
S1 3.535 3.467

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

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