NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 03-Dec-2012
Day Change Summary
Previous Current
30-Nov-2012 03-Dec-2012 Change Change % Previous Week
Open 3.676 3.580 -0.096 -2.6% 3.942
High 3.703 3.667 -0.036 -1.0% 3.942
Low 3.592 3.580 -0.012 -0.3% 3.592
Close 3.607 3.640 0.033 0.9% 3.607
Range 0.111 0.087 -0.024 -21.6% 0.350
ATR 0.101 0.100 -0.001 -1.0% 0.000
Volume 8,730 9,429 699 8.0% 33,973
Daily Pivots for day following 03-Dec-2012
Classic Woodie Camarilla DeMark
R4 3.890 3.852 3.688
R3 3.803 3.765 3.664
R2 3.716 3.716 3.656
R1 3.678 3.678 3.648 3.697
PP 3.629 3.629 3.629 3.639
S1 3.591 3.591 3.632 3.610
S2 3.542 3.542 3.624
S3 3.455 3.504 3.616
S4 3.368 3.417 3.592
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.764 4.535 3.800
R3 4.414 4.185 3.703
R2 4.064 4.064 3.671
R1 3.835 3.835 3.639 3.775
PP 3.714 3.714 3.714 3.683
S1 3.485 3.485 3.575 3.425
S2 3.364 3.364 3.543
S3 3.014 3.135 3.511
S4 2.664 2.785 3.415
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.902 3.580 0.322 8.8% 0.103 2.8% 19% False True 7,846
10 4.015 3.580 0.435 12.0% 0.095 2.6% 14% False True 6,290
20 4.015 3.580 0.435 12.0% 0.090 2.5% 14% False True 6,897
40 4.015 3.580 0.435 12.0% 0.087 2.4% 14% False True 6,295
60 4.015 3.277 0.738 20.3% 0.084 2.3% 49% False False 5,752
80 4.015 3.250 0.765 21.0% 0.078 2.2% 51% False False 4,743
100 4.015 3.250 0.765 21.0% 0.077 2.1% 51% False False 4,015
120 4.015 3.170 0.845 23.2% 0.077 2.1% 56% False False 3,533
Crabel Price Patterns
NR True
NR4 True
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 True
Bull Hook False
Stretch 0.010
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.037
2.618 3.895
1.618 3.808
1.000 3.754
0.618 3.721
HIGH 3.667
0.618 3.634
0.500 3.624
0.382 3.613
LOW 3.580
0.618 3.526
1.000 3.493
1.618 3.439
2.618 3.352
4.250 3.210
Fisher Pivots for day following 03-Dec-2012
Pivot 1 day 3 day
R1 3.635 3.693
PP 3.629 3.675
S1 3.624 3.658

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

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