NYMEX Natural Gas Future July 2013


Trading Metrics calculated at close of trading on 27-Nov-2012
Day Change Summary
Previous Current
26-Nov-2012 27-Nov-2012 Change Change % Previous Week
Open 4.035 3.961 -0.074 -1.8% 3.980
High 4.038 3.980 -0.058 -1.4% 4.077
Low 3.918 3.929 0.011 0.3% 3.900
Close 3.945 3.968 0.023 0.6% 4.063
Range 0.120 0.051 -0.069 -57.5% 0.177
ATR 0.092 0.089 -0.003 -3.2% 0.000
Volume 894 3,196 2,302 257.5% 8,060
Daily Pivots for day following 27-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.112 4.091 3.996
R3 4.061 4.040 3.982
R2 4.010 4.010 3.977
R1 3.989 3.989 3.973 4.000
PP 3.959 3.959 3.959 3.964
S1 3.938 3.938 3.963 3.949
S2 3.908 3.908 3.959
S3 3.857 3.887 3.954
S4 3.806 3.836 3.940
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.544 4.481 4.160
R3 4.367 4.304 4.112
R2 4.190 4.190 4.095
R1 4.127 4.127 4.079 4.159
PP 4.013 4.013 4.013 4.029
S1 3.950 3.950 4.047 3.982
S2 3.836 3.836 4.031
S3 3.659 3.773 4.014
S4 3.482 3.596 3.966
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.077 3.916 0.161 4.1% 0.082 2.1% 32% False False 1,866
10 4.077 3.816 0.261 6.6% 0.087 2.2% 58% False False 2,499
20 4.077 3.700 0.377 9.5% 0.083 2.1% 71% False False 2,292
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 4.197
2.618 4.114
1.618 4.063
1.000 4.031
0.618 4.012
HIGH 3.980
0.618 3.961
0.500 3.955
0.382 3.948
LOW 3.929
0.618 3.897
1.000 3.878
1.618 3.846
2.618 3.795
4.250 3.712
Fisher Pivots for day following 27-Nov-2012
Pivot 1 day 3 day
R1 3.964 3.998
PP 3.959 3.988
S1 3.955 3.978

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

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