NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 27-Dec-2012
Day Change Summary
Previous Current
26-Dec-2012 27-Dec-2012 Change Change % Previous Week
Open 3.385 3.408 0.023 0.7% 3.355
High 3.455 3.445 -0.010 -0.3% 3.551
Low 3.350 3.376 0.026 0.8% 3.339
Close 3.440 3.426 -0.014 -0.4% 3.501
Range 0.105 0.069 -0.036 -34.3% 0.212
ATR 0.113 0.110 -0.003 -2.8% 0.000
Volume 17,034 17,402 368 2.2% 232,737
Daily Pivots for day following 27-Dec-2012
Classic Woodie Camarilla DeMark
R4 3.623 3.593 3.464
R3 3.554 3.524 3.445
R2 3.485 3.485 3.439
R1 3.455 3.455 3.432 3.470
PP 3.416 3.416 3.416 3.423
S1 3.386 3.386 3.420 3.401
S2 3.347 3.347 3.413
S3 3.278 3.317 3.407
S4 3.209 3.248 3.388
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 3.350 0.201 5.9% 0.101 2.9% 38% False False 33,107
10 3.551 3.337 0.214 6.2% 0.104 3.0% 42% False False 48,792
20 3.803 3.337 0.466 13.6% 0.113 3.3% 19% False False 48,979
40 4.036 3.337 0.699 20.4% 0.111 3.2% 13% False False 34,998
60 4.049 3.337 0.712 20.8% 0.110 3.2% 13% False False 30,023
80 4.049 3.224 0.825 24.1% 0.105 3.1% 24% False False 26,236
100 4.049 3.210 0.839 24.5% 0.100 2.9% 26% False False 22,477
120 4.049 3.210 0.839 24.5% 0.098 2.9% 26% False False 19,774
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.018
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 3.738
2.618 3.626
1.618 3.557
1.000 3.514
0.618 3.488
HIGH 3.445
0.618 3.419
0.500 3.411
0.382 3.402
LOW 3.376
0.618 3.333
1.000 3.307
1.618 3.264
2.618 3.195
4.250 3.083
Fisher Pivots for day following 27-Dec-2012
Pivot 1 day 3 day
R1 3.421 3.426
PP 3.416 3.425
S1 3.411 3.425

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

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