NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 04-Dec-2012
Day Change Summary
Previous Current
03-Dec-2012 04-Dec-2012 Change Change % Previous Week
Open 3.573 3.625 0.052 1.5% 3.970
High 3.650 3.625 -0.025 -0.7% 3.985
Low 3.539 3.543 0.004 0.1% 3.555
Close 3.603 3.553 -0.050 -1.4% 3.573
Range 0.111 0.082 -0.029 -26.1% 0.430
ATR 0.118 0.115 -0.003 -2.2% 0.000
Volume 33,838 23,799 -10,039 -29.7% 133,383
Daily Pivots for day following 04-Dec-2012
Classic Woodie Camarilla DeMark
R4 3.820 3.768 3.598
R3 3.738 3.686 3.576
R2 3.656 3.656 3.568
R1 3.604 3.604 3.561 3.589
PP 3.574 3.574 3.574 3.566
S1 3.522 3.522 3.545 3.507
S2 3.492 3.492 3.538
S3 3.410 3.440 3.530
S4 3.328 3.358 3.508
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.994 4.714 3.810
R3 4.564 4.284 3.691
R2 4.134 4.134 3.652
R1 3.854 3.854 3.612 3.779
PP 3.704 3.704 3.704 3.667
S1 3.424 3.424 3.534 3.349
S2 3.274 3.274 3.494
S3 2.844 2.994 3.455
S4 2.414 2.564 3.337
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.880 3.539 0.341 9.6% 0.126 3.6% 4% False False 31,106
10 4.036 3.539 0.497 14.0% 0.117 3.3% 3% False False 25,511
20 4.036 3.539 0.497 14.0% 0.115 3.2% 3% False False 23,716
40 4.049 3.539 0.510 14.4% 0.111 3.1% 3% False False 21,666
60 4.049 3.324 0.725 20.4% 0.105 2.9% 32% False False 20,317
80 4.049 3.210 0.839 23.6% 0.098 2.8% 41% False False 17,061
100 4.049 3.210 0.839 23.6% 0.096 2.7% 41% False False 14,998
120 4.049 3.210 0.839 23.6% 0.096 2.7% 41% False False 13,422
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.974
2.618 3.840
1.618 3.758
1.000 3.707
0.618 3.676
HIGH 3.625
0.618 3.594
0.500 3.584
0.382 3.574
LOW 3.543
0.618 3.492
1.000 3.461
1.618 3.410
2.618 3.328
4.250 3.195
Fisher Pivots for day following 04-Dec-2012
Pivot 1 day 3 day
R1 3.584 3.607
PP 3.574 3.589
S1 3.563 3.571

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

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