NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 20-Sep-2012
Day Change Summary
Previous Current
19-Sep-2012 20-Sep-2012 Change Change % Previous Week
Open 3.394 3.399 0.005 0.1% 3.200
High 3.435 3.416 -0.019 -0.6% 3.550
Low 3.359 3.370 0.011 0.3% 3.200
Close 3.388 3.402 0.014 0.4% 3.456
Range 0.076 0.046 -0.030 -39.5% 0.350
ATR 0.102 0.098 -0.004 -3.9% 0.000
Volume 40,632 31,574 -9,058 -22.3% 217,390
Daily Pivots for day following 20-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.534 3.514 3.427
R3 3.488 3.468 3.415
R2 3.442 3.442 3.410
R1 3.422 3.422 3.406 3.432
PP 3.396 3.396 3.396 3.401
S1 3.376 3.376 3.398 3.386
S2 3.350 3.350 3.394
S3 3.304 3.330 3.389
S4 3.258 3.284 3.377
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 4.452 4.304 3.649
R3 4.102 3.954 3.552
R2 3.752 3.752 3.520
R1 3.604 3.604 3.488 3.678
PP 3.402 3.402 3.402 3.439
S1 3.254 3.254 3.424 3.328
S2 3.052 3.052 3.392
S3 2.702 2.904 3.360
S4 2.352 2.554 3.264
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.550 3.359 0.191 5.6% 0.086 2.5% 23% False False 34,319
10 3.550 3.200 0.350 10.3% 0.103 3.0% 58% False False 38,709
20 3.550 3.200 0.350 10.3% 0.100 3.0% 58% False False 32,818
40 3.750 3.200 0.550 16.2% 0.099 2.9% 37% False False 29,808
60 3.750 3.200 0.550 16.2% 0.102 3.0% 37% False False 26,754
80 3.750 3.114 0.636 18.7% 0.100 2.9% 45% False False 24,615
100 3.750 3.114 0.636 18.7% 0.097 2.9% 45% False False 22,873
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 69 trading days
Fibonacci Retracements and Extensions
4.250 3.612
2.618 3.536
1.618 3.490
1.000 3.462
0.618 3.444
HIGH 3.416
0.618 3.398
0.500 3.393
0.382 3.388
LOW 3.370
0.618 3.342
1.000 3.324
1.618 3.296
2.618 3.250
4.250 3.175
Fisher Pivots for day following 20-Sep-2012
Pivot 1 day 3 day
R1 3.399 3.417
PP 3.396 3.412
S1 3.393 3.407

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

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