NYMEX Natural Gas Future October 2013


Trading Metrics calculated at close of trading on 12-Mar-2013
Day Change Summary
Previous Current
11-Mar-2013 12-Mar-2013 Change Change % Previous Week
Open 3.824 3.833 0.009 0.2% 3.681
High 3.838 3.856 0.018 0.5% 3.825
Low 3.786 3.805 0.019 0.5% 3.647
Close 3.837 3.824 -0.013 -0.3% 3.821
Range 0.052 0.051 -0.001 -1.9% 0.178
ATR 0.085 0.082 -0.002 -2.8% 0.000
Volume 35,867 27,751 -8,116 -22.6% 150,611
Daily Pivots for day following 12-Mar-2013
Classic Woodie Camarilla DeMark
R4 3.981 3.954 3.852
R3 3.930 3.903 3.838
R2 3.879 3.879 3.833
R1 3.852 3.852 3.829 3.840
PP 3.828 3.828 3.828 3.823
S1 3.801 3.801 3.819 3.789
S2 3.777 3.777 3.815
S3 3.726 3.750 3.810
S4 3.675 3.699 3.796
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.298 4.238 3.919
R3 4.120 4.060 3.870
R2 3.942 3.942 3.854
R1 3.882 3.882 3.837 3.912
PP 3.764 3.764 3.764 3.780
S1 3.704 3.704 3.805 3.734
S2 3.586 3.586 3.788
S3 3.408 3.526 3.772
S4 3.230 3.348 3.723
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.856 3.680 0.176 4.6% 0.075 2.0% 82% True False 33,257
10 3.856 3.625 0.231 6.0% 0.083 2.2% 86% True False 30,694
20 3.856 3.440 0.416 10.9% 0.081 2.1% 92% True False 25,401
40 3.867 3.440 0.427 11.2% 0.083 2.2% 90% False False 23,796
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 4.073
2.618 3.990
1.618 3.939
1.000 3.907
0.618 3.888
HIGH 3.856
0.618 3.837
0.500 3.831
0.382 3.824
LOW 3.805
0.618 3.773
1.000 3.754
1.618 3.722
2.618 3.671
4.250 3.588
Fisher Pivots for day following 12-Mar-2013
Pivot 1 day 3 day
R1 3.831 3.818
PP 3.828 3.813
S1 3.826 3.807

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

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