NYMEX Natural Gas Future August 2013


Trading Metrics calculated at close of trading on 28-Dec-2012
Day Change Summary
Previous Current
27-Dec-2012 28-Dec-2012 Change Change % Previous Week
Open 3.596 3.599 0.003 0.1% 3.660
High 3.637 3.695 0.058 1.6% 3.695
Low 3.593 3.599 0.006 0.2% 3.593
Close 3.632 3.692 0.060 1.7% 3.692
Range 0.044 0.096 0.052 118.2% 0.102
ATR 0.081 0.082 0.001 1.3% 0.000
Volume 1,145 2,977 1,832 160.0% 8,352
Daily Pivots for day following 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 3.950 3.917 3.745
R3 3.854 3.821 3.718
R2 3.758 3.758 3.710
R1 3.725 3.725 3.701 3.742
PP 3.662 3.662 3.662 3.670
S1 3.629 3.629 3.683 3.646
S2 3.566 3.566 3.674
S3 3.470 3.533 3.666
S4 3.374 3.437 3.639
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 3.966 3.931 3.748
R3 3.864 3.829 3.720
R2 3.762 3.762 3.711
R1 3.727 3.727 3.701 3.745
PP 3.660 3.660 3.660 3.669
S1 3.625 3.625 3.683 3.643
S2 3.558 3.558 3.673
S3 3.456 3.523 3.664
S4 3.354 3.421 3.636
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% 0.054 1.5% 80% False False 2,118
10 3.717 3.533 0.184 5.0% 0.064 1.7% 86% False False 2,014
20 3.862 3.532 0.330 8.9% 0.068 1.8% 48% False False 2,098
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.007
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 4.103
2.618 3.946
1.618 3.850
1.000 3.791
0.618 3.754
HIGH 3.695
0.618 3.658
0.500 3.647
0.382 3.636
LOW 3.599
0.618 3.540
1.000 3.503
1.618 3.444
2.618 3.348
4.250 3.191
Fisher Pivots for day following 28-Dec-2012
Pivot 1 day 3 day
R1 3.677 3.676
PP 3.662 3.660
S1 3.647 3.644

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

View Archives - Comment on this page... - Back to Index of Symbols