NYMEX Natural Gas Future July 2013


Trading Metrics calculated at close of trading on 15-Nov-2012
Day Change Summary
Previous Current
14-Nov-2012 15-Nov-2012 Change Change % Previous Week
Open 3.941 3.929 -0.012 -0.3% 3.738
High 3.981 3.969 -0.012 -0.3% 3.829
Low 3.909 3.881 -0.028 -0.7% 3.718
Close 3.942 3.886 -0.056 -1.4% 3.735
Range 0.072 0.088 0.016 22.2% 0.111
ATR 0.089 0.089 0.000 -0.1% 0.000
Volume 2,945 3,603 658 22.3% 10,579
Daily Pivots for day following 15-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.176 4.119 3.934
R3 4.088 4.031 3.910
R2 4.000 4.000 3.902
R1 3.943 3.943 3.894 3.928
PP 3.912 3.912 3.912 3.904
S1 3.855 3.855 3.878 3.840
S2 3.824 3.824 3.870
S3 3.736 3.767 3.862
S4 3.648 3.679 3.838
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.094 4.025 3.796
R3 3.983 3.914 3.766
R2 3.872 3.872 3.755
R1 3.803 3.803 3.745 3.782
PP 3.761 3.761 3.761 3.750
S1 3.692 3.692 3.725 3.671
S2 3.650 3.650 3.715
S3 3.539 3.581 3.704
S4 3.428 3.470 3.674
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.981 3.700 0.281 7.2% 0.090 2.3% 66% False False 2,813
10 3.981 3.700 0.281 7.2% 0.081 2.1% 66% False False 2,457
20 4.071 3.700 0.371 9.5% 0.084 2.1% 50% False False 2,051
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.343
2.618 4.199
1.618 4.111
1.000 4.057
0.618 4.023
HIGH 3.969
0.618 3.935
0.500 3.925
0.382 3.915
LOW 3.881
0.618 3.827
1.000 3.793
1.618 3.739
2.618 3.651
4.250 3.507
Fisher Pivots for day following 15-Nov-2012
Pivot 1 day 3 day
R1 3.925 3.899
PP 3.912 3.894
S1 3.899 3.890

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

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