NYMEX Natural Gas Future April 2013


Trading Metrics calculated at close of trading on 15-Aug-2012
Day Change Summary
Previous Current
14-Aug-2012 15-Aug-2012 Change Change % Previous Week
Open 3.412 3.463 0.051 1.5% 3.331
High 3.462 3.463 0.001 0.0% 3.641
Low 3.388 3.387 -0.001 0.0% 3.331
Close 3.452 3.394 -0.058 -1.7% 3.439
Range 0.074 0.076 0.002 2.7% 0.310
ATR 0.093 0.092 -0.001 -1.3% 0.000
Volume 5,274 8,331 3,057 58.0% 55,002
Daily Pivots for day following 15-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.643 3.594 3.436
R3 3.567 3.518 3.415
R2 3.491 3.491 3.408
R1 3.442 3.442 3.401 3.429
PP 3.415 3.415 3.415 3.408
S1 3.366 3.366 3.387 3.353
S2 3.339 3.339 3.380
S3 3.263 3.290 3.373
S4 3.187 3.214 3.352
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 4.400 4.230 3.610
R3 4.090 3.920 3.524
R2 3.780 3.780 3.496
R1 3.610 3.610 3.467 3.695
PP 3.470 3.470 3.470 3.513
S1 3.300 3.300 3.411 3.385
S2 3.160 3.160 3.382
S3 2.850 2.990 3.354
S4 2.540 2.680 3.269
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.641 3.387 0.254 7.5% 0.089 2.6% 3% False True 11,365
10 3.641 3.331 0.310 9.1% 0.101 3.0% 20% False False 9,952
20 3.690 3.331 0.359 10.6% 0.087 2.6% 18% False False 10,488
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.786
2.618 3.662
1.618 3.586
1.000 3.539
0.618 3.510
HIGH 3.463
0.618 3.434
0.500 3.425
0.382 3.416
LOW 3.387
0.618 3.340
1.000 3.311
1.618 3.264
2.618 3.188
4.250 3.064
Fisher Pivots for day following 15-Aug-2012
Pivot 1 day 3 day
R1 3.425 3.425
PP 3.415 3.415
S1 3.404 3.404

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

View Archives - Comment on this page... - Back to Index of Symbols