NYMEX Natural Gas Future August 2013


Trading Metrics calculated at close of trading on 29-Nov-2012
Day Change Summary
Previous Current
28-Nov-2012 29-Nov-2012 Change Change % Previous Week
Open 3.930 3.864 -0.066 -1.7% 3.968
High 3.937 3.872 -0.065 -1.7% 4.094
Low 3.855 3.775 -0.080 -2.1% 3.923
Close 3.910 3.783 -0.127 -3.2% 4.081
Range 0.082 0.097 0.015 18.3% 0.171
ATR 0.091 0.094 0.003 3.5% 0.000
Volume 1,237 1,775 538 43.5% 5,224
Daily Pivots for day following 29-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.101 4.039 3.836
R3 4.004 3.942 3.810
R2 3.907 3.907 3.801
R1 3.845 3.845 3.792 3.828
PP 3.810 3.810 3.810 3.801
S1 3.748 3.748 3.774 3.731
S2 3.713 3.713 3.765
S3 3.616 3.651 3.756
S4 3.519 3.554 3.730
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.546 4.484 4.175
R3 4.375 4.313 4.128
R2 4.204 4.204 4.112
R1 4.142 4.142 4.097 4.173
PP 4.033 4.033 4.033 4.048
S1 3.971 3.971 4.065 4.002
S2 3.862 3.862 4.050
S3 3.691 3.800 4.034
S4 3.520 3.629 3.987
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.094 3.775 0.319 8.4% 0.066 1.8% 3% False True 1,267
10 4.094 3.775 0.319 8.4% 0.074 2.0% 3% False True 1,496
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.010
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.284
2.618 4.126
1.618 4.029
1.000 3.969
0.618 3.932
HIGH 3.872
0.618 3.835
0.500 3.824
0.382 3.812
LOW 3.775
0.618 3.715
1.000 3.678
1.618 3.618
2.618 3.521
4.250 3.363
Fisher Pivots for day following 29-Nov-2012
Pivot 1 day 3 day
R1 3.824 3.888
PP 3.810 3.853
S1 3.797 3.818

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

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