NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 29-Nov-2012
Day Change Summary
Previous Current
28-Nov-2012 29-Nov-2012 Change Change % Previous Week
Open 3.947 3.803 -0.144 -3.6% 3.943
High 3.947 3.809 -0.138 -3.5% 4.035
Low 3.793 3.715 -0.078 -2.1% 3.858
Close 3.848 3.718 -0.130 -3.4% 4.026
Range 0.154 0.094 -0.060 -39.0% 0.177
ATR 0.093 0.096 0.003 3.1% 0.000
Volume 2,788 4,012 1,224 43.9% 9,496
Daily Pivots for day following 29-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.029 3.968 3.770
R3 3.935 3.874 3.744
R2 3.841 3.841 3.735
R1 3.780 3.780 3.727 3.764
PP 3.747 3.747 3.747 3.739
S1 3.686 3.686 3.709 3.670
S2 3.653 3.653 3.701
S3 3.559 3.592 3.692
S4 3.465 3.498 3.666
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.504 4.442 4.123
R3 4.327 4.265 4.075
R2 4.150 4.150 4.058
R1 4.088 4.088 4.042 4.119
PP 3.973 3.973 3.973 3.989
S1 3.911 3.911 4.010 3.942
S2 3.796 3.796 3.994
S3 3.619 3.734 3.977
S4 3.442 3.557 3.929
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.035 3.715 0.320 8.6% 0.093 2.5% 1% False True 2,827
10 4.035 3.715 0.320 8.6% 0.091 2.5% 1% False True 2,907
20 4.035 3.674 0.361 9.7% 0.088 2.4% 12% False False 2,790
40 4.035 3.674 0.361 9.7% 0.083 2.2% 12% False False 2,688
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 0.010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.209
2.618 4.055
1.618 3.961
1.000 3.903
0.618 3.867
HIGH 3.809
0.618 3.773
0.500 3.762
0.382 3.751
LOW 3.715
0.618 3.657
1.000 3.621
1.618 3.563
2.618 3.469
4.250 3.316
Fisher Pivots for day following 29-Nov-2012
Pivot 1 day 3 day
R1 3.762 3.831
PP 3.747 3.793
S1 3.733 3.756

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

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