NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 11-Dec-2012
Day Change Summary
Previous Current
10-Dec-2012 11-Dec-2012 Change Change % Previous Week
Open 3.622 3.578 -0.044 -1.2% 3.630
High 3.628 3.603 -0.025 -0.7% 3.808
Low 3.552 3.540 -0.012 -0.3% 3.620
Close 3.599 3.554 -0.045 -1.3% 3.673
Range 0.076 0.063 -0.013 -17.1% 0.188
ATR 0.102 0.099 -0.003 -2.7% 0.000
Volume 7,082 10,498 3,416 48.2% 21,011
Daily Pivots for day following 11-Dec-2012
Classic Woodie Camarilla DeMark
R4 3.755 3.717 3.589
R3 3.692 3.654 3.571
R2 3.629 3.629 3.566
R1 3.591 3.591 3.560 3.579
PP 3.566 3.566 3.566 3.559
S1 3.528 3.528 3.548 3.516
S2 3.503 3.503 3.542
S3 3.440 3.465 3.537
S4 3.377 3.402 3.519
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 4.264 4.157 3.776
R3 4.076 3.969 3.725
R2 3.888 3.888 3.707
R1 3.781 3.781 3.690 3.835
PP 3.700 3.700 3.700 3.727
S1 3.593 3.593 3.656 3.647
S2 3.512 3.512 3.639
S3 3.324 3.405 3.621
S4 3.136 3.217 3.570
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.808 3.540 0.268 7.5% 0.106 3.0% 5% False True 5,924
10 3.947 3.540 0.407 11.5% 0.104 2.9% 3% False True 5,089
20 4.035 3.540 0.495 13.9% 0.095 2.7% 3% False True 4,010
40 4.035 3.540 0.495 13.9% 0.088 2.5% 3% False True 3,144
60 4.035 3.479 0.556 15.6% 0.081 2.3% 13% False False 2,978
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 0.015
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 3.871
2.618 3.768
1.618 3.705
1.000 3.666
0.618 3.642
HIGH 3.603
0.618 3.579
0.500 3.572
0.382 3.564
LOW 3.540
0.618 3.501
1.000 3.477
1.618 3.438
2.618 3.375
4.250 3.272
Fisher Pivots for day following 11-Dec-2012
Pivot 1 day 3 day
R1 3.572 3.661
PP 3.566 3.625
S1 3.560 3.590

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

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