NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 17-Dec-2012
Day Change Summary
Previous Current
14-Dec-2012 17-Dec-2012 Change Change % Previous Week
Open 3.487 3.456 -0.031 -0.9% 3.585
High 3.512 3.506 -0.006 -0.2% 3.585
Low 3.422 3.417 -0.005 -0.1% 3.405
Close 3.467 3.488 0.021 0.6% 3.467
Range 0.090 0.089 -0.001 -1.1% 0.180
ATR 0.100 0.100 -0.001 -0.8% 0.000
Volume 17,501 13,960 -3,541 -20.2% 77,265
Daily Pivots for day following 17-Dec-2012
Classic Woodie Camarilla DeMark
R4 3.737 3.702 3.537
R3 3.648 3.613 3.512
R2 3.559 3.559 3.504
R1 3.524 3.524 3.496 3.542
PP 3.470 3.470 3.470 3.479
S1 3.435 3.435 3.480 3.453
S2 3.381 3.381 3.472
S3 3.292 3.346 3.464
S4 3.203 3.257 3.439
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 4.026 3.926 3.566
R3 3.846 3.746 3.517
R2 3.666 3.666 3.500
R1 3.566 3.566 3.484 3.526
PP 3.486 3.486 3.486 3.466
S1 3.386 3.386 3.451 3.346
S2 3.306 3.306 3.434
S3 3.126 3.206 3.418
S4 2.946 3.026 3.368
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.573 3.405 0.168 4.8% 0.084 2.4% 49% False False 15,522
10 3.784 3.405 0.379 10.9% 0.096 2.8% 22% False False 12,007
20 4.015 3.405 0.610 17.5% 0.096 2.7% 14% False False 9,149
40 4.015 3.405 0.610 17.5% 0.093 2.7% 14% False False 7,614
60 4.015 3.405 0.610 17.5% 0.087 2.5% 14% False False 7,116
80 4.015 3.250 0.765 21.9% 0.084 2.4% 31% False False 6,042
100 4.015 3.250 0.765 21.9% 0.081 2.3% 31% False False 5,121
120 4.015 3.250 0.765 21.9% 0.079 2.3% 31% False False 4,452
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 True
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 3.884
2.618 3.739
1.618 3.650
1.000 3.595
0.618 3.561
HIGH 3.506
0.618 3.472
0.500 3.462
0.382 3.451
LOW 3.417
0.618 3.362
1.000 3.328
1.618 3.273
2.618 3.184
4.250 3.039
Fisher Pivots for day following 17-Dec-2012
Pivot 1 day 3 day
R1 3.479 3.478
PP 3.470 3.468
S1 3.462 3.459

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

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