NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 07-Dec-2012
Day Change Summary
Previous Current
06-Dec-2012 07-Dec-2012 Change Change % Previous Week
Open 3.713 3.671 -0.042 -1.1% 3.573
High 3.750 3.699 -0.051 -1.4% 3.750
Low 3.624 3.568 -0.056 -1.5% 3.523
Close 3.677 3.577 -0.100 -2.7% 3.577
Range 0.126 0.131 0.005 4.0% 0.227
ATR 0.121 0.122 0.001 0.6% 0.000
Volume 29,773 44,401 14,628 49.1% 157,077
Daily Pivots for day following 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 4.008 3.923 3.649
R3 3.877 3.792 3.613
R2 3.746 3.746 3.601
R1 3.661 3.661 3.589 3.638
PP 3.615 3.615 3.615 3.603
S1 3.530 3.530 3.565 3.507
S2 3.484 3.484 3.553
S3 3.353 3.399 3.541
S4 3.222 3.268 3.505
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 4.298 4.164 3.702
R3 4.071 3.937 3.639
R2 3.844 3.844 3.619
R1 3.710 3.710 3.598 3.777
PP 3.617 3.617 3.617 3.650
S1 3.483 3.483 3.556 3.550
S2 3.390 3.390 3.535
S3 3.163 3.256 3.515
S4 2.936 3.029 3.452
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.750 3.523 0.227 6.3% 0.130 3.6% 24% False False 31,415
10 3.985 3.523 0.462 12.9% 0.131 3.7% 12% False False 29,046
20 4.036 3.523 0.513 14.3% 0.125 3.5% 11% False False 25,699
40 4.049 3.523 0.526 14.7% 0.114 3.2% 10% False False 22,608
60 4.049 3.383 0.666 18.6% 0.106 3.0% 29% False False 20,767
80 4.049 3.210 0.839 23.5% 0.102 2.9% 44% False False 17,951
100 4.049 3.210 0.839 23.5% 0.098 2.7% 44% False False 15,868
120 4.049 3.210 0.839 23.5% 0.098 2.7% 44% False False 14,071
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.256
2.618 4.042
1.618 3.911
1.000 3.830
0.618 3.780
HIGH 3.699
0.618 3.649
0.500 3.634
0.382 3.618
LOW 3.568
0.618 3.487
1.000 3.437
1.618 3.356
2.618 3.225
4.250 3.011
Fisher Pivots for day following 07-Dec-2012
Pivot 1 day 3 day
R1 3.634 3.637
PP 3.615 3.617
S1 3.596 3.597

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

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