NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 11-Jul-2012
Day Change Summary
Previous Current
10-Jul-2012 11-Jul-2012 Change Change % Previous Week
Open 3.549 3.468 -0.081 -2.3% 3.491
High 3.552 3.522 -0.030 -0.8% 3.656
Low 3.435 3.419 -0.016 -0.5% 3.426
Close 3.439 3.517 0.078 2.3% 3.440
Range 0.117 0.103 -0.014 -12.0% 0.230
ATR 0.107 0.106 0.000 -0.2% 0.000
Volume 14,063 21,082 7,019 49.9% 58,605
Daily Pivots for day following 11-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.795 3.759 3.574
R3 3.692 3.656 3.545
R2 3.589 3.589 3.536
R1 3.553 3.553 3.526 3.571
PP 3.486 3.486 3.486 3.495
S1 3.450 3.450 3.508 3.468
S2 3.383 3.383 3.498
S3 3.280 3.347 3.489
S4 3.177 3.244 3.460
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 3.419 0.237 6.7% 0.121 3.5% 41% False True 18,153
10 3.656 3.394 0.262 7.4% 0.115 3.3% 47% False False 19,330
20 3.656 3.114 0.542 15.4% 0.110 3.1% 74% False False 20,063
40 3.656 3.114 0.542 15.4% 0.099 2.8% 74% False False 18,528
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 0.032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.960
2.618 3.792
1.618 3.689
1.000 3.625
0.618 3.586
HIGH 3.522
0.618 3.483
0.500 3.471
0.382 3.458
LOW 3.419
0.618 3.355
1.000 3.316
1.618 3.252
2.618 3.149
4.250 2.981
Fisher Pivots for day following 11-Jul-2012
Pivot 1 day 3 day
R1 3.502 3.507
PP 3.486 3.496
S1 3.471 3.486

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

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