NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 31-Jul-2012
Day Change Summary
Previous Current
30-Jul-2012 31-Jul-2012 Change Change % Previous Week
Open 3.618 3.736 0.118 3.3% 3.581
High 3.720 3.750 0.030 0.8% 3.648
Low 3.618 3.648 0.030 0.8% 3.513
Close 3.714 3.690 -0.024 -0.6% 3.595
Range 0.102 0.102 0.000 0.0% 0.135
ATR 0.100 0.100 0.000 0.1% 0.000
Volume 17,691 26,908 9,217 52.1% 115,541
Daily Pivots for day following 31-Jul-2012
Classic Woodie Camarilla DeMark
R4 4.002 3.948 3.746
R3 3.900 3.846 3.718
R2 3.798 3.798 3.709
R1 3.744 3.744 3.699 3.720
PP 3.696 3.696 3.696 3.684
S1 3.642 3.642 3.681 3.618
S2 3.594 3.594 3.671
S3 3.492 3.540 3.662
S4 3.390 3.438 3.634
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.990 3.928 3.669
R3 3.855 3.793 3.632
R2 3.720 3.720 3.620
R1 3.658 3.658 3.607 3.689
PP 3.585 3.585 3.585 3.601
S1 3.523 3.523 3.583 3.554
S2 3.450 3.450 3.570
S3 3.315 3.388 3.558
S4 3.180 3.253 3.521
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.750 3.566 0.184 5.0% 0.088 2.4% 67% True False 21,695
10 3.750 3.450 0.300 8.1% 0.093 2.5% 80% True False 23,243
20 3.750 3.400 0.350 9.5% 0.103 2.8% 83% True False 20,168
40 3.750 3.114 0.636 17.2% 0.101 2.7% 91% True False 19,825
60 3.750 3.114 0.636 17.2% 0.097 2.6% 91% True False 18,694
Crabel Price Patterns
NR False
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 0.013
Fibonacci Retracements and Extensions
4.250 4.184
2.618 4.017
1.618 3.915
1.000 3.852
0.618 3.813
HIGH 3.750
0.618 3.711
0.500 3.699
0.382 3.687
LOW 3.648
0.618 3.585
1.000 3.546
1.618 3.483
2.618 3.381
4.250 3.215
Fisher Pivots for day following 31-Jul-2012
Pivot 1 day 3 day
R1 3.699 3.679
PP 3.696 3.669
S1 3.693 3.658

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

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