NYMEX Natural Gas Future August 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 3.676 3.677 0.001 0.0% 3.746
High 3.682 3.677 -0.005 -0.1% 3.862
Low 3.625 3.610 -0.015 -0.4% 3.697
Close 3.668 3.623 -0.045 -1.2% 3.736
Range 0.057 0.067 0.010 17.5% 0.165
ATR 0.095 0.093 -0.002 -2.1% 0.000
Volume 2,401 4,420 2,019 84.1% 8,352
Daily Pivots for day following 11-Dec-2012
Classic Woodie Camarilla DeMark
R4 3.838 3.797 3.660
R3 3.771 3.730 3.641
R2 3.704 3.704 3.635
R1 3.663 3.663 3.629 3.650
PP 3.637 3.637 3.637 3.630
S1 3.596 3.596 3.617 3.583
S2 3.570 3.570 3.611
S3 3.503 3.529 3.605
S4 3.436 3.462 3.586
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 4.260 4.163 3.827
R3 4.095 3.998 3.781
R2 3.930 3.930 3.766
R1 3.833 3.833 3.751 3.799
PP 3.765 3.765 3.765 3.748
S1 3.668 3.668 3.721 3.634
S2 3.600 3.600 3.706
S3 3.435 3.503 3.691
S4 3.270 3.338 3.645
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.862 3.610 0.252 7.0% 0.083 2.3% 5% False True 2,408
10 3.937 3.610 0.327 9.0% 0.079 2.2% 4% False True 1,982
20 4.094 3.610 0.484 13.4% 0.076 2.1% 3% False True 1,669
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 0.015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.962
2.618 3.852
1.618 3.785
1.000 3.744
0.618 3.718
HIGH 3.677
0.618 3.651
0.500 3.644
0.382 3.636
LOW 3.610
0.618 3.569
1.000 3.543
1.618 3.502
2.618 3.435
4.250 3.325
Fisher Pivots for day following 11-Dec-2012
Pivot 1 day 3 day
R1 3.644 3.720
PP 3.637 3.688
S1 3.630 3.655

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

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