NYMEX Natural Gas Future July 2013


Trading Metrics calculated at close of trading on 21-Dec-2012
Day Change Summary
Previous Current
20-Dec-2012 21-Dec-2012 Change Change % Previous Week
Open 3.568 3.669 0.101 2.8% 3.523
High 3.686 3.700 0.014 0.4% 3.700
Low 3.565 3.639 0.074 2.1% 3.505
Close 3.682 3.669 -0.013 -0.4% 3.669
Range 0.121 0.061 -0.060 -49.6% 0.195
ATR 0.094 0.092 -0.002 -2.5% 0.000
Volume 5,797 6,381 584 10.1% 27,538
Daily Pivots for day following 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 3.852 3.822 3.703
R3 3.791 3.761 3.686
R2 3.730 3.730 3.680
R1 3.700 3.700 3.675 3.700
PP 3.669 3.669 3.669 3.669
S1 3.639 3.639 3.663 3.639
S2 3.608 3.608 3.658
S3 3.547 3.578 3.652
S4 3.486 3.517 3.635
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 4.210 4.134 3.776
R3 4.015 3.939 3.723
R2 3.820 3.820 3.705
R1 3.744 3.744 3.687 3.782
PP 3.625 3.625 3.625 3.644
S1 3.549 3.549 3.651 3.587
S2 3.430 3.430 3.633
S3 3.235 3.354 3.615
S4 3.040 3.159 3.562
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.700 3.505 0.195 5.3% 0.094 2.6% 84% True False 5,507
10 3.700 3.500 0.200 5.5% 0.081 2.2% 85% True False 6,198
20 4.038 3.500 0.538 14.7% 0.084 2.3% 31% False False 5,003
40 4.077 3.500 0.577 15.7% 0.083 2.3% 29% False False 3,619
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.014
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 3.959
2.618 3.860
1.618 3.799
1.000 3.761
0.618 3.738
HIGH 3.700
0.618 3.677
0.500 3.670
0.382 3.662
LOW 3.639
0.618 3.601
1.000 3.578
1.618 3.540
2.618 3.479
4.250 3.380
Fisher Pivots for day following 21-Dec-2012
Pivot 1 day 3 day
R1 3.670 3.649
PP 3.669 3.630
S1 3.669 3.610

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

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