NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 31-Aug-2012
Day Change Summary
Previous Current
30-Aug-2012 31-Aug-2012 Change Change % Previous Week
Open 3.264 3.328 0.064 2.0% 3.367
High 3.343 3.374 0.031 0.9% 3.388
Low 3.264 3.297 0.033 1.0% 3.210
Close 3.335 3.364 0.029 0.9% 3.364
Range 0.079 0.077 -0.002 -2.5% 0.178
ATR 0.086 0.085 -0.001 -0.7% 0.000
Volume 6,998 5,615 -1,383 -19.8% 31,813
Daily Pivots for day following 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.576 3.547 3.406
R3 3.499 3.470 3.385
R2 3.422 3.422 3.378
R1 3.393 3.393 3.371 3.408
PP 3.345 3.345 3.345 3.352
S1 3.316 3.316 3.357 3.331
S2 3.268 3.268 3.350
S3 3.191 3.239 3.343
S4 3.114 3.162 3.322
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.855 3.787 3.462
R3 3.677 3.609 3.413
R2 3.499 3.499 3.397
R1 3.431 3.431 3.380 3.376
PP 3.321 3.321 3.321 3.293
S1 3.253 3.253 3.348 3.198
S2 3.143 3.143 3.331
S3 2.965 3.075 3.315
S4 2.787 2.897 3.266
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.388 3.210 0.178 5.3% 0.080 2.4% 87% False False 6,362
10 3.459 3.210 0.249 7.4% 0.085 2.5% 62% False False 6,395
20 3.658 3.210 0.448 13.3% 0.078 2.3% 34% False False 7,441
40 3.722 3.210 0.512 15.2% 0.083 2.5% 30% False False 6,885
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 0.016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.701
2.618 3.576
1.618 3.499
1.000 3.451
0.618 3.422
HIGH 3.374
0.618 3.345
0.500 3.336
0.382 3.326
LOW 3.297
0.618 3.249
1.000 3.220
1.618 3.172
2.618 3.095
4.250 2.970
Fisher Pivots for day following 31-Aug-2012
Pivot 1 day 3 day
R1 3.355 3.340
PP 3.345 3.316
S1 3.336 3.292

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

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