NYMEX Natural Gas Future August 2013


Trading Metrics calculated at close of trading on 21-Dec-2012
Day Change Summary
Previous Current
20-Dec-2012 21-Dec-2012 Change Change % Previous Week
Open 3.640 3.714 0.074 2.0% 3.539
High 3.711 3.717 0.006 0.2% 3.717
Low 3.623 3.665 0.042 1.2% 3.533
Close 3.709 3.696 -0.013 -0.4% 3.696
Range 0.088 0.052 -0.036 -40.9% 0.184
ATR 0.090 0.087 -0.003 -3.0% 0.000
Volume 1,798 2,242 444 24.7% 9,423
Daily Pivots for day following 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 3.849 3.824 3.725
R3 3.797 3.772 3.710
R2 3.745 3.745 3.706
R1 3.720 3.720 3.701 3.707
PP 3.693 3.693 3.693 3.686
S1 3.668 3.668 3.691 3.655
S2 3.641 3.641 3.686
S3 3.589 3.616 3.682
S4 3.537 3.564 3.667
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 4.201 4.132 3.797
R3 4.017 3.948 3.747
R2 3.833 3.833 3.730
R1 3.764 3.764 3.713 3.799
PP 3.649 3.649 3.649 3.666
S1 3.580 3.580 3.679 3.615
S2 3.465 3.465 3.662
S3 3.281 3.396 3.645
S4 3.097 3.212 3.595
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.717 3.533 0.184 5.0% 0.068 1.8% 89% True False 1,884
10 3.717 3.532 0.185 5.0% 0.066 1.8% 89% True False 2,363
20 4.000 3.532 0.468 12.7% 0.071 1.9% 35% False False 1,931
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.010
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 3.938
2.618 3.853
1.618 3.801
1.000 3.769
0.618 3.749
HIGH 3.717
0.618 3.697
0.500 3.691
0.382 3.685
LOW 3.665
0.618 3.633
1.000 3.613
1.618 3.581
2.618 3.529
4.250 3.444
Fisher Pivots for day following 21-Dec-2012
Pivot 1 day 3 day
R1 3.694 3.676
PP 3.693 3.655
S1 3.691 3.635

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

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