NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 10-Dec-2012
Day Change Summary
Previous Current
07-Dec-2012 10-Dec-2012 Change Change % Previous Week
Open 3.750 3.622 -0.128 -3.4% 3.630
High 3.781 3.628 -0.153 -4.0% 3.808
Low 3.669 3.552 -0.117 -3.2% 3.620
Close 3.673 3.599 -0.074 -2.0% 3.673
Range 0.112 0.076 -0.036 -32.1% 0.188
ATR 0.101 0.102 0.001 1.4% 0.000
Volume 5,086 7,082 1,996 39.2% 21,011
Daily Pivots for day following 10-Dec-2012
Classic Woodie Camarilla DeMark
R4 3.821 3.786 3.641
R3 3.745 3.710 3.620
R2 3.669 3.669 3.613
R1 3.634 3.634 3.606 3.614
PP 3.593 3.593 3.593 3.583
S1 3.558 3.558 3.592 3.538
S2 3.517 3.517 3.585
S3 3.441 3.482 3.578
S4 3.365 3.406 3.557
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 4.264 4.157 3.776
R3 4.076 3.969 3.725
R2 3.888 3.888 3.707
R1 3.781 3.781 3.690 3.835
PP 3.700 3.700 3.700 3.727
S1 3.593 3.593 3.656 3.647
S2 3.512 3.512 3.639
S3 3.324 3.405 3.621
S4 3.136 3.217 3.570
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.808 3.552 0.256 7.1% 0.107 3.0% 18% False True 4,395
10 3.947 3.552 0.395 11.0% 0.102 2.8% 12% False True 4,304
20 4.035 3.552 0.483 13.4% 0.096 2.7% 10% False True 3,657
40 4.035 3.552 0.483 13.4% 0.088 2.4% 10% False True 2,952
60 4.035 3.479 0.556 15.4% 0.081 2.3% 22% False False 2,821
Crabel Price Patterns
NR True
NR4 True
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 0.015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.951
2.618 3.827
1.618 3.751
1.000 3.704
0.618 3.675
HIGH 3.628
0.618 3.599
0.500 3.590
0.382 3.581
LOW 3.552
0.618 3.505
1.000 3.476
1.618 3.429
2.618 3.353
4.250 3.229
Fisher Pivots for day following 10-Dec-2012
Pivot 1 day 3 day
R1 3.596 3.680
PP 3.593 3.653
S1 3.590 3.626

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

View Archives - Comment on this page... - Back to Index of Symbols