NYMEX Natural Gas Future July 2013


Trading Metrics calculated at close of trading on 12-Mar-2013
Day Change Summary
Previous Current
11-Mar-2013 12-Mar-2013 Change Change % Previous Week
Open 3.778 3.778 0.000 0.0% 3.589
High 3.787 3.807 0.020 0.5% 3.772
Low 3.734 3.756 0.022 0.6% 3.569
Close 3.787 3.778 -0.009 -0.2% 3.770
Range 0.053 0.051 -0.002 -3.8% 0.203
ATR 0.089 0.086 -0.003 -3.0% 0.000
Volume 26,468 20,134 -6,334 -23.9% 134,012
Daily Pivots for day following 12-Mar-2013
Classic Woodie Camarilla DeMark
R4 3.933 3.907 3.806
R3 3.882 3.856 3.792
R2 3.831 3.831 3.787
R1 3.805 3.805 3.783 3.804
PP 3.780 3.780 3.780 3.780
S1 3.754 3.754 3.773 3.753
S2 3.729 3.729 3.769
S3 3.678 3.703 3.764
S4 3.627 3.652 3.750
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.313 4.244 3.882
R3 4.110 4.041 3.826
R2 3.907 3.907 3.807
R1 3.838 3.838 3.789 3.873
PP 3.704 3.704 3.704 3.721
S1 3.635 3.635 3.751 3.670
S2 3.501 3.501 3.733
S3 3.298 3.432 3.714
S4 3.095 3.229 3.658
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.807 3.617 0.190 5.0% 0.075 2.0% 85% True False 26,880
10 3.807 3.550 0.257 6.8% 0.088 2.3% 89% True False 24,769
20 3.807 3.382 0.425 11.2% 0.085 2.3% 93% True False 21,102
40 3.810 3.382 0.428 11.3% 0.087 2.3% 93% False False 16,346
60 3.810 3.336 0.474 12.5% 0.087 2.3% 93% False False 12,901
80 4.077 3.336 0.741 19.6% 0.086 2.3% 60% False False 10,606
100 4.077 3.336 0.741 19.6% 0.085 2.3% 60% False False 8,876
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 4.024
2.618 3.941
1.618 3.890
1.000 3.858
0.618 3.839
HIGH 3.807
0.618 3.788
0.500 3.782
0.382 3.775
LOW 3.756
0.618 3.724
1.000 3.705
1.618 3.673
2.618 3.622
4.250 3.539
Fisher Pivots for day following 12-Mar-2013
Pivot 1 day 3 day
R1 3.782 3.771
PP 3.780 3.764
S1 3.779 3.757

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

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