NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 14-Aug-2012
Day Change Summary
Previous Current
13-Aug-2012 14-Aug-2012 Change Change % Previous Week
Open 3.442 3.429 -0.013 -0.4% 3.352
High 3.478 3.495 0.017 0.5% 3.666
Low 3.434 3.429 -0.005 -0.1% 3.352
Close 3.434 3.487 0.053 1.5% 3.475
Range 0.044 0.066 0.022 50.0% 0.314
ATR 0.082 0.081 -0.001 -1.4% 0.000
Volume 1,420 1,179 -241 -17.0% 8,539
Daily Pivots for day following 14-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.668 3.644 3.523
R3 3.602 3.578 3.505
R2 3.536 3.536 3.499
R1 3.512 3.512 3.493 3.524
PP 3.470 3.470 3.470 3.477
S1 3.446 3.446 3.481 3.458
S2 3.404 3.404 3.475
S3 3.338 3.380 3.469
S4 3.272 3.314 3.451
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 4.440 4.271 3.648
R3 4.126 3.957 3.561
R2 3.812 3.812 3.533
R1 3.643 3.643 3.504 3.728
PP 3.498 3.498 3.498 3.540
S1 3.329 3.329 3.446 3.414
S2 3.184 3.184 3.417
S3 2.870 3.015 3.389
S4 2.556 2.701 3.302
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.666 3.429 0.237 6.8% 0.068 2.0% 24% False True 1,846
10 3.667 3.352 0.315 9.0% 0.081 2.3% 43% False False 1,586
20 3.704 3.352 0.352 10.1% 0.072 2.1% 38% False False 1,285
40 3.704 3.331 0.373 10.7% 0.071 2.0% 42% False False 1,203
60 3.704 3.170 0.534 15.3% 0.067 1.9% 59% False False 1,142
80 3.704 3.072 0.632 18.1% 0.067 1.9% 66% False False 1,112
100 3.704 3.072 0.632 18.1% 0.061 1.8% 66% False False 1,031
120 3.750 3.072 0.678 19.4% 0.060 1.7% 61% False False 976
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.776
2.618 3.668
1.618 3.602
1.000 3.561
0.618 3.536
HIGH 3.495
0.618 3.470
0.500 3.462
0.382 3.454
LOW 3.429
0.618 3.388
1.000 3.363
1.618 3.322
2.618 3.256
4.250 3.149
Fisher Pivots for day following 14-Aug-2012
Pivot 1 day 3 day
R1 3.479 3.480
PP 3.470 3.474
S1 3.462 3.467

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

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