NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 26-Jul-2012
Day Change Summary
Previous Current
25-Jul-2012 26-Jul-2012 Change Change % Previous Week
Open 3.615 3.584 -0.031 -0.9% 3.530
High 3.622 3.630 0.008 0.2% 3.555
Low 3.549 3.549 0.000 0.0% 3.400
Close 3.568 3.615 0.047 1.3% 3.545
Range 0.073 0.081 0.008 11.0% 0.155
ATR 0.090 0.089 -0.001 -0.7% 0.000
Volume 4,687 5,336 649 13.8% 26,302
Daily Pivots for day following 26-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.841 3.809 3.660
R3 3.760 3.728 3.637
R2 3.679 3.679 3.630
R1 3.647 3.647 3.622 3.663
PP 3.598 3.598 3.598 3.606
S1 3.566 3.566 3.608 3.582
S2 3.517 3.517 3.600
S3 3.436 3.485 3.593
S4 3.355 3.404 3.570
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.965 3.910 3.630
R3 3.810 3.755 3.588
R2 3.655 3.655 3.573
R1 3.600 3.600 3.559 3.628
PP 3.500 3.500 3.500 3.514
S1 3.445 3.445 3.531 3.473
S2 3.345 3.345 3.517
S3 3.190 3.290 3.502
S4 3.035 3.135 3.460
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.630 3.480 0.150 4.1% 0.079 2.2% 90% True False 6,923
10 3.630 3.400 0.230 6.4% 0.080 2.2% 93% True False 6,229
20 3.630 3.394 0.236 6.5% 0.089 2.5% 94% True False 6,018
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 0.010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.974
2.618 3.842
1.618 3.761
1.000 3.711
0.618 3.680
HIGH 3.630
0.618 3.599
0.500 3.590
0.382 3.580
LOW 3.549
0.618 3.499
1.000 3.468
1.618 3.418
2.618 3.337
4.250 3.205
Fisher Pivots for day following 26-Jul-2012
Pivot 1 day 3 day
R1 3.607 3.604
PP 3.598 3.592
S1 3.590 3.581

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

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