NYMEX Natural Gas Future August 2013


Trading Metrics calculated at close of trading on 20-Dec-2012
Day Change Summary
Previous Current
19-Dec-2012 20-Dec-2012 Change Change % Previous Week
Open 3.580 3.640 0.060 1.7% 3.676
High 3.612 3.711 0.099 2.7% 3.682
Low 3.553 3.623 0.070 2.0% 3.532
Close 3.590 3.709 0.119 3.3% 3.578
Range 0.059 0.088 0.029 49.2% 0.150
ATR 0.088 0.090 0.002 2.7% 0.000
Volume 1,892 1,798 -94 -5.0% 14,214
Daily Pivots for day following 20-Dec-2012
Classic Woodie Camarilla DeMark
R4 3.945 3.915 3.757
R3 3.857 3.827 3.733
R2 3.769 3.769 3.725
R1 3.739 3.739 3.717 3.754
PP 3.681 3.681 3.681 3.689
S1 3.651 3.651 3.701 3.666
S2 3.593 3.593 3.693
S3 3.505 3.563 3.685
S4 3.417 3.475 3.661
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 3.711 3.533 0.178 4.8% 0.074 2.0% 99% True False 1,910
10 3.830 3.532 0.298 8.0% 0.071 1.9% 59% False False 2,383
20 4.094 3.532 0.562 15.2% 0.071 1.9% 31% False False 1,886
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4.085
2.618 3.941
1.618 3.853
1.000 3.799
0.618 3.765
HIGH 3.711
0.618 3.677
0.500 3.667
0.382 3.657
LOW 3.623
0.618 3.569
1.000 3.535
1.618 3.481
2.618 3.393
4.250 3.249
Fisher Pivots for day following 20-Dec-2012
Pivot 1 day 3 day
R1 3.695 3.683
PP 3.681 3.658
S1 3.667 3.632

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

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