NYMEX Natural Gas Future August 2013


Trading Metrics calculated at close of trading on 26-Dec-2012
Day Change Summary
Previous Current
24-Dec-2012 26-Dec-2012 Change Change % Previous Week
Open 3.660 3.625 -0.035 -1.0% 3.539
High 3.660 3.651 -0.009 -0.2% 3.717
Low 3.610 3.625 0.015 0.4% 3.533
Close 3.617 3.646 0.029 0.8% 3.696
Range 0.050 0.026 -0.024 -48.0% 0.184
ATR 0.087 0.083 -0.004 -4.4% 0.000
Volume 2,403 1,827 -576 -24.0% 9,423
Daily Pivots for day following 26-Dec-2012
Classic Woodie Camarilla DeMark
R4 3.719 3.708 3.660
R3 3.693 3.682 3.653
R2 3.667 3.667 3.651
R1 3.656 3.656 3.648 3.662
PP 3.641 3.641 3.641 3.643
S1 3.630 3.630 3.644 3.636
S2 3.615 3.615 3.641
S3 3.589 3.604 3.639
S4 3.563 3.578 3.632
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 3.553 0.164 4.5% 0.055 1.5% 57% False False 2,032
10 3.717 3.532 0.185 5.1% 0.062 1.7% 62% False False 2,104
20 3.937 3.532 0.405 11.1% 0.070 1.9% 28% False False 2,043
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.009
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 3.762
2.618 3.719
1.618 3.693
1.000 3.677
0.618 3.667
HIGH 3.651
0.618 3.641
0.500 3.638
0.382 3.635
LOW 3.625
0.618 3.609
1.000 3.599
1.618 3.583
2.618 3.557
4.250 3.515
Fisher Pivots for day following 26-Dec-2012
Pivot 1 day 3 day
R1 3.643 3.664
PP 3.641 3.658
S1 3.638 3.652

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

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