NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 20-Dec-2012
Day Change Summary
Previous Current
19-Dec-2012 20-Dec-2012 Change Change % Previous Week
Open 3.454 3.390 -0.064 -1.9% 3.550
High 3.470 3.521 0.051 1.5% 3.550
Low 3.341 3.380 0.039 1.2% 3.337
Close 3.387 3.517 0.130 3.8% 3.380
Range 0.129 0.141 0.012 9.3% 0.213
ATR 0.115 0.117 0.002 1.6% 0.000
Volume 41,627 42,801 1,174 2.8% 443,404
Daily Pivots for day following 20-Dec-2012
Classic Woodie Camarilla DeMark
R4 3.896 3.847 3.595
R3 3.755 3.706 3.556
R2 3.614 3.614 3.543
R1 3.565 3.565 3.530 3.590
PP 3.473 3.473 3.473 3.485
S1 3.424 3.424 3.504 3.449
S2 3.332 3.332 3.491
S3 3.191 3.283 3.478
S4 3.050 3.142 3.439
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 4.061 3.934 3.497
R3 3.848 3.721 3.439
R2 3.635 3.635 3.419
R1 3.508 3.508 3.400 3.465
PP 3.422 3.422 3.422 3.401
S1 3.295 3.295 3.360 3.252
S2 3.209 3.209 3.341
S3 2.996 3.082 3.321
S4 2.783 2.869 3.263
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.521 3.337 0.184 5.2% 0.113 3.2% 98% True False 55,082
10 3.699 3.337 0.362 10.3% 0.109 3.1% 50% False False 66,920
20 4.036 3.337 0.699 19.9% 0.118 3.4% 26% False False 46,987
40 4.036 3.337 0.699 19.9% 0.114 3.2% 26% False False 33,678
60 4.049 3.337 0.712 20.2% 0.110 3.1% 25% False False 29,380
80 4.049 3.210 0.839 23.9% 0.105 3.0% 37% False False 25,019
100 4.049 3.210 0.839 23.9% 0.101 2.9% 37% False False 21,527
120 4.049 3.210 0.839 23.9% 0.098 2.8% 37% False False 18,910
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 4.120
2.618 3.890
1.618 3.749
1.000 3.662
0.618 3.608
HIGH 3.521
0.618 3.467
0.500 3.451
0.382 3.434
LOW 3.380
0.618 3.293
1.000 3.239
1.618 3.152
2.618 3.011
4.250 2.781
Fisher Pivots for day following 20-Dec-2012
Pivot 1 day 3 day
R1 3.495 3.488
PP 3.473 3.460
S1 3.451 3.431

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

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