NYMEX Natural Gas Future February 2013


Trading Metrics calculated at close of trading on 30-Jul-2012
Day Change Summary
Previous Current
27-Jul-2012 30-Jul-2012 Change Change % Previous Week
Open 3.636 3.626 -0.010 -0.3% 3.585
High 3.636 3.729 0.093 2.6% 3.665
Low 3.587 3.626 0.039 1.1% 3.522
Close 3.610 3.727 0.117 3.2% 3.610
Range 0.049 0.103 0.054 110.2% 0.143
ATR 0.087 0.089 0.002 2.7% 0.000
Volume 3,361 3,765 404 12.0% 20,231
Daily Pivots for day following 30-Jul-2012
Classic Woodie Camarilla DeMark
R4 4.003 3.968 3.784
R3 3.900 3.865 3.755
R2 3.797 3.797 3.746
R1 3.762 3.762 3.736 3.780
PP 3.694 3.694 3.694 3.703
S1 3.659 3.659 3.718 3.677
S2 3.591 3.591 3.708
S3 3.488 3.556 3.699
S4 3.385 3.453 3.670
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 4.028 3.962 3.689
R3 3.885 3.819 3.649
R2 3.742 3.742 3.636
R1 3.676 3.676 3.623 3.709
PP 3.599 3.599 3.599 3.616
S1 3.533 3.533 3.597 3.566
S2 3.456 3.456 3.584
S3 3.313 3.390 3.571
S4 3.170 3.247 3.531
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.729 3.579 0.150 4.0% 0.077 2.1% 99% True False 3,892
10 3.729 3.464 0.265 7.1% 0.074 2.0% 99% True False 3,843
20 3.729 3.441 0.288 7.7% 0.085 2.3% 99% True False 3,817
40 3.729 3.150 0.579 15.5% 0.086 2.3% 100% True False 3,404
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.007
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.167
2.618 3.999
1.618 3.896
1.000 3.832
0.618 3.793
HIGH 3.729
0.618 3.690
0.500 3.678
0.382 3.665
LOW 3.626
0.618 3.562
1.000 3.523
1.618 3.459
2.618 3.356
4.250 3.188
Fisher Pivots for day following 30-Jul-2012
Pivot 1 day 3 day
R1 3.711 3.703
PP 3.694 3.678
S1 3.678 3.654

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

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