NYMEX Natural Gas Future July 2013


Trading Metrics calculated at close of trading on 12-Nov-2012
Day Change Summary
Previous Current
09-Nov-2012 12-Nov-2012 Change Change % Previous Week
Open 3.780 3.728 -0.052 -1.4% 3.738
High 3.780 3.803 0.023 0.6% 3.829
Low 3.718 3.700 -0.018 -0.5% 3.718
Close 3.735 3.792 0.057 1.5% 3.735
Range 0.062 0.103 0.041 66.1% 0.111
ATR 0.084 0.086 0.001 1.6% 0.000
Volume 2,364 2,234 -130 -5.5% 10,579
Daily Pivots for day following 12-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.074 4.036 3.849
R3 3.971 3.933 3.820
R2 3.868 3.868 3.811
R1 3.830 3.830 3.801 3.849
PP 3.765 3.765 3.765 3.775
S1 3.727 3.727 3.783 3.746
S2 3.662 3.662 3.773
S3 3.559 3.624 3.764
S4 3.456 3.521 3.735
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.094 4.025 3.796
R3 3.983 3.914 3.766
R2 3.872 3.872 3.755
R1 3.803 3.803 3.745 3.782
PP 3.761 3.761 3.761 3.750
S1 3.692 3.692 3.725 3.671
S2 3.650 3.650 3.715
S3 3.539 3.581 3.704
S4 3.428 3.470 3.674
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.829 3.700 0.129 3.4% 0.074 1.9% 71% False True 2,007
10 3.972 3.700 0.272 7.2% 0.078 2.1% 34% False True 2,085
20 4.071 3.700 0.371 9.8% 0.079 2.1% 25% False True 2,031
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.010
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.241
2.618 4.073
1.618 3.970
1.000 3.906
0.618 3.867
HIGH 3.803
0.618 3.764
0.500 3.752
0.382 3.739
LOW 3.700
0.618 3.636
1.000 3.597
1.618 3.533
2.618 3.430
4.250 3.262
Fisher Pivots for day following 12-Nov-2012
Pivot 1 day 3 day
R1 3.779 3.783
PP 3.765 3.774
S1 3.752 3.765

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

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