NYMEX Natural Gas Future August 2013


Trading Metrics calculated at close of trading on 14-Dec-2012
Day Change Summary
Previous Current
13-Dec-2012 14-Dec-2012 Change Change % Previous Week
Open 3.577 3.554 -0.023 -0.6% 3.676
High 3.594 3.620 0.026 0.7% 3.682
Low 3.532 3.538 0.006 0.2% 3.532
Close 3.590 3.578 -0.012 -0.3% 3.578
Range 0.062 0.082 0.020 32.3% 0.150
ATR 0.088 0.088 0.000 -0.5% 0.000
Volume 2,588 2,372 -216 -8.3% 14,214
Daily Pivots for day following 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 3.825 3.783 3.623
R3 3.743 3.701 3.601
R2 3.661 3.661 3.593
R1 3.619 3.619 3.586 3.640
PP 3.579 3.579 3.579 3.589
S1 3.537 3.537 3.570 3.558
S2 3.497 3.497 3.563
S3 3.415 3.455 3.555
S4 3.333 3.373 3.533
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 4.047 3.963 3.661
R3 3.897 3.813 3.619
R2 3.747 3.747 3.606
R1 3.663 3.663 3.592 3.630
PP 3.597 3.597 3.597 3.581
S1 3.513 3.513 3.564 3.480
S2 3.447 3.447 3.551
S3 3.297 3.363 3.537
S4 3.147 3.213 3.496
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.682 3.532 0.150 4.2% 0.065 1.8% 31% False False 2,842
10 3.862 3.532 0.330 9.2% 0.070 2.0% 14% False False 2,256
20 4.094 3.532 0.562 15.7% 0.072 2.0% 8% False False 1,825
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.969
2.618 3.835
1.618 3.753
1.000 3.702
0.618 3.671
HIGH 3.620
0.618 3.589
0.500 3.579
0.382 3.569
LOW 3.538
0.618 3.487
1.000 3.456
1.618 3.405
2.618 3.323
4.250 3.190
Fisher Pivots for day following 14-Dec-2012
Pivot 1 day 3 day
R1 3.579 3.584
PP 3.579 3.582
S1 3.578 3.580

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

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