NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 09-Jul-2012
Day Change Summary
Previous Current
06-Jul-2012 09-Jul-2012 Change Change % Previous Week
Open 3.635 3.464 -0.171 -4.7% 3.491
High 3.656 3.530 -0.126 -3.4% 3.656
Low 3.426 3.453 0.027 0.8% 3.426
Close 3.440 3.523 0.083 2.4% 3.440
Range 0.230 0.077 -0.153 -66.5% 0.230
ATR 0.107 0.106 -0.001 -1.1% 0.000
Volume 15,809 29,954 14,145 89.5% 58,605
Daily Pivots for day following 09-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.733 3.705 3.565
R3 3.656 3.628 3.544
R2 3.579 3.579 3.537
R1 3.551 3.551 3.530 3.565
PP 3.502 3.502 3.502 3.509
S1 3.474 3.474 3.516 3.488
S2 3.425 3.425 3.509
S3 3.348 3.397 3.502
S4 3.271 3.320 3.481
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 4.197 4.049 3.567
R3 3.967 3.819 3.503
R2 3.737 3.737 3.482
R1 3.589 3.589 3.461 3.548
PP 3.507 3.507 3.507 3.487
S1 3.359 3.359 3.419 3.318
S2 3.277 3.277 3.398
S3 3.047 3.129 3.377
S4 2.817 2.899 3.314
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.656 3.426 0.230 6.5% 0.109 3.1% 42% False False 17,711
10 3.656 3.394 0.262 7.4% 0.110 3.1% 49% False False 18,882
20 3.656 3.114 0.542 15.4% 0.106 3.0% 75% False False 19,972
40 3.656 3.114 0.542 15.4% 0.098 2.8% 75% False False 18,359
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.034
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.857
2.618 3.732
1.618 3.655
1.000 3.607
0.618 3.578
HIGH 3.530
0.618 3.501
0.500 3.492
0.382 3.482
LOW 3.453
0.618 3.405
1.000 3.376
1.618 3.328
2.618 3.251
4.250 3.126
Fisher Pivots for day following 09-Jul-2012
Pivot 1 day 3 day
R1 3.513 3.541
PP 3.502 3.535
S1 3.492 3.529

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

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