NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 05-Dec-2012
Day Change Summary
Previous Current
04-Dec-2012 05-Dec-2012 Change Change % Previous Week
Open 3.625 3.567 -0.058 -1.6% 3.970
High 3.625 3.722 0.097 2.7% 3.985
Low 3.543 3.523 -0.020 -0.6% 3.555
Close 3.553 3.707 0.154 4.3% 3.573
Range 0.082 0.199 0.117 142.7% 0.430
ATR 0.115 0.121 0.006 5.2% 0.000
Volume 23,799 25,266 1,467 6.2% 133,383
Daily Pivots for day following 05-Dec-2012
Classic Woodie Camarilla DeMark
R4 4.248 4.176 3.816
R3 4.049 3.977 3.762
R2 3.850 3.850 3.743
R1 3.778 3.778 3.725 3.814
PP 3.651 3.651 3.651 3.669
S1 3.579 3.579 3.689 3.615
S2 3.452 3.452 3.671
S3 3.253 3.380 3.652
S4 3.054 3.181 3.598
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 3.803 3.523 0.280 7.6% 0.136 3.7% 66% False True 31,576
10 4.036 3.523 0.513 13.8% 0.127 3.4% 36% False True 25,932
20 4.036 3.523 0.513 13.8% 0.119 3.2% 36% False True 24,145
40 4.049 3.523 0.526 14.2% 0.112 3.0% 35% False True 21,932
60 4.049 3.383 0.666 18.0% 0.106 2.8% 49% False False 20,449
80 4.049 3.210 0.839 22.6% 0.100 2.7% 59% False False 17,227
100 4.049 3.210 0.839 22.6% 0.097 2.6% 59% False False 15,190
120 4.049 3.210 0.839 22.6% 0.097 2.6% 59% False False 13,533
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 106 trading days
Fibonacci Retracements and Extensions
4.250 4.568
2.618 4.243
1.618 4.044
1.000 3.921
0.618 3.845
HIGH 3.722
0.618 3.646
0.500 3.623
0.382 3.599
LOW 3.523
0.618 3.400
1.000 3.324
1.618 3.201
2.618 3.002
4.250 2.677
Fisher Pivots for day following 05-Dec-2012
Pivot 1 day 3 day
R1 3.679 3.679
PP 3.651 3.651
S1 3.623 3.623

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

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