NYMEX Natural Gas Future April 2013

Trading Metrics calculated at close of trading on 07-Dec-2012

Day Change Summary
	Previous	Current
	06-Dec-2012	07-Dec-2012	Change	Change %	Previous Week
Open	3.691	3.685	-0.006	-0.2%	3.541
High	3.747	3.704	-0.043	-1.1%	3.747
Low	3.625	3.583	-0.042	-1.2%	3.527
Close	3.681	3.592	-0.089	-2.4%	3.592
Range	0.122	0.121	-0.001	-0.8%	0.220
ATR	0.113	0.114	0.001	0.5%	0.000
Volume	35,886	44,622	8,736	24.3%	166,701

Daily Pivots for day following 07-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.989	3.912	3.659
R3	3.868	3.791	3.625
R2	3.747	3.747	3.614
R1	3.670	3.670	3.603	3.648
PP	3.626	3.626	3.626	3.616
S1	3.549	3.549	3.581	3.527
S2	3.505	3.505	3.570
S3	3.384	3.428	3.559
S4	3.263	3.307	3.525

Weekly Pivots for week ending 07-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.282	4.157	3.713
R3	4.062	3.937	3.653
R2	3.842	3.842	3.632
R1	3.717	3.717	3.612	3.780
PP	3.622	3.622	3.622	3.653
S1	3.497	3.497	3.572	3.560
S2	3.402	3.402	3.552
S3	3.182	3.277	3.532
S4	2.962	3.057	3.471

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.747	3.527	0.220	6.1%	0.121	3.4%	30%	False	False	33,340
10	3.943	3.527	0.416	11.6%	0.120	3.3%	16%	False	False	31,935
20	3.997	3.527	0.470	13.1%	0.114	3.2%	14%	False	False	29,379
40	3.997	3.527	0.470	13.1%	0.105	2.9%	14%	False	False	26,662
60	3.997	3.390	0.607	16.9%	0.098	2.7%	33%	False	False	24,953
80	3.997	3.205	0.792	22.0%	0.096	2.7%	49%	False	False	21,623
100	3.997	3.205	0.792	22.0%	0.094	2.6%	49%	False	False	19,396

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	0.017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.218
2.618	4.021
1.618	3.900
1.000	3.825
0.618	3.779
HIGH	3.704
0.618	3.658
0.500	3.644
0.382	3.629
LOW	3.583
0.618	3.508
1.000	3.462
1.618	3.387
2.618	3.266
4.250	3.069

Fisher Pivots for day following 07-Dec-2012
Pivot	1 day	3 day
R1	3.644	3.637
PP	3.626	3.622
S1	3.609	3.607

Download as Excel Spreadsheet

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

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