NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 21-Dec-2012
Day Change Summary
Previous Current
20-Dec-2012 21-Dec-2012 Change Change % Previous Week
Open 3.455 3.579 0.124 3.6% 3.456
High 3.593 3.612 0.019 0.5% 3.612
Low 3.455 3.544 0.089 2.6% 3.417
Close 3.590 3.573 -0.017 -0.5% 3.573
Range 0.138 0.068 -0.070 -50.7% 0.195
ATR 0.103 0.101 -0.003 -2.4% 0.000
Volume 9,383 11,496 2,113 22.5% 56,724
Daily Pivots for day following 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 3.780 3.745 3.610
R3 3.712 3.677 3.592
R2 3.644 3.644 3.585
R1 3.609 3.609 3.579 3.593
PP 3.576 3.576 3.576 3.568
S1 3.541 3.541 3.567 3.525
S2 3.508 3.508 3.561
S3 3.440 3.473 3.554
S4 3.372 3.405 3.536
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 4.119 4.041 3.680
R3 3.924 3.846 3.627
R2 3.729 3.729 3.609
R1 3.651 3.651 3.591 3.690
PP 3.534 3.534 3.534 3.554
S1 3.456 3.456 3.555 3.495
S2 3.339 3.339 3.537
S3 3.144 3.261 3.519
S4 2.949 3.066 3.466
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.612 3.417 0.195 5.5% 0.098 2.8% 80% True False 11,344
10 3.612 3.405 0.207 5.8% 0.090 2.5% 81% True False 13,398
20 3.942 3.405 0.537 15.0% 0.099 2.8% 31% False False 10,312
40 4.015 3.405 0.610 17.1% 0.092 2.6% 28% False False 8,219
60 4.015 3.405 0.610 17.1% 0.089 2.5% 28% False False 7,554
80 4.015 3.275 0.740 20.7% 0.084 2.4% 40% False False 6,493
100 4.015 3.250 0.765 21.4% 0.082 2.3% 42% False False 5,496
120 4.015 3.250 0.765 21.4% 0.080 2.2% 42% False False 4,759
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.016
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 3.901
2.618 3.790
1.618 3.722
1.000 3.680
0.618 3.654
HIGH 3.612
0.618 3.586
0.500 3.578
0.382 3.570
LOW 3.544
0.618 3.502
1.000 3.476
1.618 3.434
2.618 3.366
4.250 3.255
Fisher Pivots for day following 21-Dec-2012
Pivot 1 day 3 day
R1 3.578 3.556
PP 3.576 3.538
S1 3.575 3.521

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

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