NYMEX Natural Gas Future August 2013


Trading Metrics calculated at close of trading on 31-Dec-2012
Day Change Summary
Previous Current
28-Dec-2012 31-Dec-2012 Change Change % Previous Week
Open 3.599 3.641 0.042 1.2% 3.660
High 3.695 3.641 -0.054 -1.5% 3.695
Low 3.599 3.585 -0.014 -0.4% 3.593
Close 3.692 3.590 -0.102 -2.8% 3.692
Range 0.096 0.056 -0.040 -41.7% 0.102
ATR 0.082 0.084 0.002 2.1% 0.000
Volume 2,977 2,689 -288 -9.7% 8,352
Daily Pivots for day following 31-Dec-2012
Classic Woodie Camarilla DeMark
R4 3.773 3.738 3.621
R3 3.717 3.682 3.605
R2 3.661 3.661 3.600
R1 3.626 3.626 3.595 3.616
PP 3.605 3.605 3.605 3.600
S1 3.570 3.570 3.585 3.560
S2 3.549 3.549 3.580
S3 3.493 3.514 3.575
S4 3.437 3.458 3.559
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 3.695 3.585 0.110 3.1% 0.054 1.5% 5% False True 2,208
10 3.717 3.533 0.184 5.1% 0.061 1.7% 31% False False 2,046
20 3.862 3.532 0.330 9.2% 0.066 1.8% 18% False False 2,151
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 False
Stretch 0.006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.879
2.618 3.788
1.618 3.732
1.000 3.697
0.618 3.676
HIGH 3.641
0.618 3.620
0.500 3.613
0.382 3.606
LOW 3.585
0.618 3.550
1.000 3.529
1.618 3.494
2.618 3.438
4.250 3.347
Fisher Pivots for day following 31-Dec-2012
Pivot 1 day 3 day
R1 3.613 3.640
PP 3.605 3.623
S1 3.598 3.607

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

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