NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 12-Sep-2012
Day Change Summary
Previous Current
11-Sep-2012 12-Sep-2012 Change Change % Previous Week
Open 3.322 3.469 0.147 4.4% 3.356
High 3.465 3.541 0.076 2.2% 3.408
Low 3.305 3.428 0.123 3.7% 3.200
Close 3.450 3.538 0.088 2.6% 3.225
Range 0.160 0.113 -0.047 -29.4% 0.208
ATR 0.105 0.106 0.001 0.5% 0.000
Volume 31,171 71,837 40,666 130.5% 120,528
Daily Pivots for day following 12-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.841 3.803 3.600
R3 3.728 3.690 3.569
R2 3.615 3.615 3.559
R1 3.577 3.577 3.548 3.596
PP 3.502 3.502 3.502 3.512
S1 3.464 3.464 3.528 3.483
S2 3.389 3.389 3.517
S3 3.276 3.351 3.507
S4 3.163 3.238 3.476
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.902 3.771 3.339
R3 3.694 3.563 3.282
R2 3.486 3.486 3.263
R1 3.355 3.355 3.244 3.317
PP 3.278 3.278 3.278 3.258
S1 3.147 3.147 3.206 3.109
S2 3.070 3.070 3.187
S3 2.862 2.939 3.168
S4 2.654 2.731 3.111
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.541 3.200 0.341 9.6% 0.120 3.4% 99% True False 41,703
10 3.541 3.200 0.341 9.6% 0.105 3.0% 99% True False 33,589
20 3.541 3.200 0.341 9.6% 0.100 2.8% 99% True False 29,903
40 3.750 3.200 0.550 15.5% 0.100 2.8% 61% False False 28,205
60 3.750 3.200 0.550 15.5% 0.103 2.9% 61% False False 25,257
80 3.750 3.114 0.636 18.0% 0.100 2.8% 67% False False 23,583
100 3.750 3.062 0.688 19.4% 0.097 2.7% 69% False False 21,581
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 0.026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.021
2.618 3.837
1.618 3.724
1.000 3.654
0.618 3.611
HIGH 3.541
0.618 3.498
0.500 3.485
0.382 3.471
LOW 3.428
0.618 3.358
1.000 3.315
1.618 3.245
2.618 3.132
4.250 2.948
Fisher Pivots for day following 12-Sep-2012
Pivot 1 day 3 day
R1 3.520 3.482
PP 3.502 3.426
S1 3.485 3.371

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

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