NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 20-Jul-2012
Day Change Summary
Previous Current
19-Jul-2012 20-Jul-2012 Change Change % Previous Week
Open 3.552 3.515 -0.037 -1.0% 3.549
High 3.567 3.589 0.022 0.6% 3.599
Low 3.490 3.503 0.013 0.4% 3.400
Close 3.519 3.581 0.062 1.8% 3.581
Range 0.077 0.086 0.009 11.7% 0.199
ATR 0.107 0.106 -0.002 -1.4% 0.000
Volume 24,579 33,718 9,139 37.2% 99,431
Daily Pivots for day following 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.816 3.784 3.628
R3 3.730 3.698 3.605
R2 3.644 3.644 3.597
R1 3.612 3.612 3.589 3.628
PP 3.558 3.558 3.558 3.566
S1 3.526 3.526 3.573 3.542
S2 3.472 3.472 3.565
S3 3.386 3.440 3.557
S4 3.300 3.354 3.534
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 4.124 4.051 3.690
R3 3.925 3.852 3.636
R2 3.726 3.726 3.617
R1 3.653 3.653 3.599 3.690
PP 3.527 3.527 3.527 3.545
S1 3.454 3.454 3.563 3.491
S2 3.328 3.328 3.545
S3 3.129 3.255 3.526
S4 2.930 3.056 3.472
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.599 3.400 0.199 5.6% 0.105 2.9% 91% False False 19,886
10 3.599 3.400 0.199 5.6% 0.104 2.9% 91% False False 20,769
20 3.656 3.340 0.316 8.8% 0.108 3.0% 76% False False 19,663
40 3.656 3.114 0.542 15.1% 0.101 2.8% 86% False False 18,894
60 3.656 3.114 0.542 15.1% 0.097 2.7% 86% False False 17,703
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.955
2.618 3.814
1.618 3.728
1.000 3.675
0.618 3.642
HIGH 3.589
0.618 3.556
0.500 3.546
0.382 3.536
LOW 3.503
0.618 3.450
1.000 3.417
1.618 3.364
2.618 3.278
4.250 3.138
Fisher Pivots for day following 20-Jul-2012
Pivot 1 day 3 day
R1 3.569 3.562
PP 3.558 3.543
S1 3.546 3.525

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

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