NYMEX Natural Gas Future April 2013


Trading Metrics calculated at close of trading on 27-Aug-2012
Day Change Summary
Previous Current
24-Aug-2012 27-Aug-2012 Change Change % Previous Week
Open 3.440 3.350 -0.090 -2.6% 3.345
High 3.467 3.381 -0.086 -2.5% 3.467
Low 3.343 3.282 -0.061 -1.8% 3.330
Close 3.347 3.286 -0.061 -1.8% 3.347
Range 0.124 0.099 -0.025 -20.2% 0.137
ATR 0.091 0.092 0.001 0.6% 0.000
Volume 10,066 7,464 -2,602 -25.8% 38,556
Daily Pivots for day following 27-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.613 3.549 3.340
R3 3.514 3.450 3.313
R2 3.415 3.415 3.304
R1 3.351 3.351 3.295 3.334
PP 3.316 3.316 3.316 3.308
S1 3.252 3.252 3.277 3.235
S2 3.217 3.217 3.268
S3 3.118 3.153 3.259
S4 3.019 3.054 3.232
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.792 3.707 3.422
R3 3.655 3.570 3.385
R2 3.518 3.518 3.372
R1 3.433 3.433 3.360 3.476
PP 3.381 3.381 3.381 3.403
S1 3.296 3.296 3.334 3.339
S2 3.244 3.244 3.322
S3 3.107 3.159 3.309
S4 2.970 3.022 3.272
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.467 3.282 0.185 5.6% 0.099 3.0% 2% False True 8,018
10 3.467 3.282 0.185 5.6% 0.087 2.6% 2% False True 7,461
20 3.690 3.282 0.408 12.4% 0.095 2.9% 1% False True 9,298
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.802
2.618 3.640
1.618 3.541
1.000 3.480
0.618 3.442
HIGH 3.381
0.618 3.343
0.500 3.332
0.382 3.320
LOW 3.282
0.618 3.221
1.000 3.183
1.618 3.122
2.618 3.023
4.250 2.861
Fisher Pivots for day following 27-Aug-2012
Pivot 1 day 3 day
R1 3.332 3.375
PP 3.316 3.345
S1 3.301 3.316

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

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