NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 24-Dec-2012
Day Change Summary
Previous Current
21-Dec-2012 24-Dec-2012 Change Change % Previous Week
Open 3.505 3.500 -0.005 -0.1% 3.355
High 3.551 3.500 -0.051 -1.4% 3.551
Low 3.475 3.388 -0.087 -2.5% 3.339
Close 3.501 3.403 -0.098 -2.8% 3.501
Range 0.076 0.112 0.036 47.4% 0.212
ATR 0.114 0.114 0.000 0.0% 0.000
Volume 51,340 36,962 -14,378 -28.0% 232,737
Daily Pivots for day following 24-Dec-2012
Classic Woodie Camarilla DeMark
R4 3.766 3.697 3.465
R3 3.654 3.585 3.434
R2 3.542 3.542 3.424
R1 3.473 3.473 3.413 3.452
PP 3.430 3.430 3.430 3.420
S1 3.361 3.361 3.393 3.340
S2 3.318 3.318 3.382
S3 3.206 3.249 3.372
S4 3.094 3.137 3.341
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 4.100 4.012 3.618
R3 3.888 3.800 3.559
R2 3.676 3.676 3.540
R1 3.588 3.588 3.520 3.632
PP 3.464 3.464 3.464 3.486
S1 3.376 3.376 3.482 3.420
S2 3.252 3.252 3.462
S3 3.040 3.164 3.443
S4 2.828 2.952 3.384
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.551 3.341 0.210 6.2% 0.113 3.3% 30% False False 44,132
10 3.551 3.337 0.214 6.3% 0.104 3.1% 31% False False 63,462
20 3.903 3.337 0.566 16.6% 0.115 3.4% 12% False False 49,489
40 4.036 3.337 0.699 20.5% 0.113 3.3% 9% False False 34,977
60 4.049 3.337 0.712 20.9% 0.111 3.3% 9% False False 30,215
80 4.049 3.224 0.825 24.2% 0.105 3.1% 22% False False 25,945
100 4.049 3.210 0.839 24.7% 0.100 2.9% 23% False False 22,264
120 4.049 3.210 0.839 24.7% 0.099 2.9% 23% False False 19,595
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 0.017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.976
2.618 3.793
1.618 3.681
1.000 3.612
0.618 3.569
HIGH 3.500
0.618 3.457
0.500 3.444
0.382 3.431
LOW 3.388
0.618 3.319
1.000 3.276
1.618 3.207
2.618 3.095
4.250 2.912
Fisher Pivots for day following 24-Dec-2012
Pivot 1 day 3 day
R1 3.444 3.466
PP 3.430 3.445
S1 3.417 3.424

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

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