NYMEX Natural Gas Future August 2013


Trading Metrics calculated at close of trading on 27-Dec-2012
Day Change Summary
Previous Current
26-Dec-2012 27-Dec-2012 Change Change % Previous Week
Open 3.625 3.596 -0.029 -0.8% 3.539
High 3.651 3.637 -0.014 -0.4% 3.717
Low 3.625 3.593 -0.032 -0.9% 3.533
Close 3.646 3.632 -0.014 -0.4% 3.696
Range 0.026 0.044 0.018 69.2% 0.184
ATR 0.083 0.081 -0.002 -2.6% 0.000
Volume 1,827 1,145 -682 -37.3% 9,423
Daily Pivots for day following 27-Dec-2012
Classic Woodie Camarilla DeMark
R4 3.753 3.736 3.656
R3 3.709 3.692 3.644
R2 3.665 3.665 3.640
R1 3.648 3.648 3.636 3.657
PP 3.621 3.621 3.621 3.625
S1 3.604 3.604 3.628 3.613
S2 3.577 3.577 3.624
S3 3.533 3.560 3.620
S4 3.489 3.516 3.608
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 3.593 0.124 3.4% 0.052 1.4% 31% False True 1,883
10 3.717 3.532 0.185 5.1% 0.060 1.7% 54% False False 1,975
20 3.872 3.532 0.340 9.4% 0.068 1.9% 29% False False 2,038
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.824
2.618 3.752
1.618 3.708
1.000 3.681
0.618 3.664
HIGH 3.637
0.618 3.620
0.500 3.615
0.382 3.610
LOW 3.593
0.618 3.566
1.000 3.549
1.618 3.522
2.618 3.478
4.250 3.406
Fisher Pivots for day following 27-Dec-2012
Pivot 1 day 3 day
R1 3.626 3.630
PP 3.621 3.628
S1 3.615 3.627

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

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