NYMEX Natural Gas Future April 2013


Trading Metrics calculated at close of trading on 05-Sep-2012
Day Change Summary
Previous Current
04-Sep-2012 05-Sep-2012 Change Change % Previous Week
Open 3.321 3.354 0.033 1.0% 3.350
High 3.401 3.370 -0.031 -0.9% 3.381
Low 3.321 3.325 0.004 0.1% 3.205
Close 3.381 3.337 -0.044 -1.3% 3.357
Range 0.080 0.045 -0.035 -43.8% 0.176
ATR 0.088 0.086 -0.002 -2.6% 0.000
Volume 5,692 8,477 2,785 48.9% 42,647
Daily Pivots for day following 05-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.479 3.453 3.362
R3 3.434 3.408 3.349
R2 3.389 3.389 3.345
R1 3.363 3.363 3.341 3.354
PP 3.344 3.344 3.344 3.339
S1 3.318 3.318 3.333 3.309
S2 3.299 3.299 3.329
S3 3.254 3.273 3.325
S4 3.209 3.228 3.312
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.842 3.776 3.454
R3 3.666 3.600 3.405
R2 3.490 3.490 3.389
R1 3.424 3.424 3.373 3.457
PP 3.314 3.314 3.314 3.331
S1 3.248 3.248 3.341 3.281
S2 3.138 3.138 3.325
S3 2.962 3.072 3.309
S4 2.786 2.896 3.260
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.401 3.205 0.196 5.9% 0.076 2.3% 67% False False 8,256
10 3.467 3.205 0.262 7.9% 0.084 2.5% 50% False False 8,492
20 3.641 3.205 0.436 13.1% 0.083 2.5% 30% False False 8,929
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 0.016
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 3.561
2.618 3.488
1.618 3.443
1.000 3.415
0.618 3.398
HIGH 3.370
0.618 3.353
0.500 3.348
0.382 3.342
LOW 3.325
0.618 3.297
1.000 3.280
1.618 3.252
2.618 3.207
4.250 3.134
Fisher Pivots for day following 05-Sep-2012
Pivot 1 day 3 day
R1 3.348 3.346
PP 3.344 3.343
S1 3.341 3.340

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

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