NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 25-Sep-2012
Day Change Summary
Previous Current
24-Sep-2012 25-Sep-2012 Change Change % Previous Week
Open 3.508 3.499 -0.009 -0.3% 3.447
High 3.510 3.551 0.041 1.2% 3.518
Low 3.438 3.490 0.052 1.5% 3.359
Close 3.484 3.538 0.054 1.5% 3.509
Range 0.072 0.061 -0.011 -15.3% 0.159
ATR 0.099 0.096 -0.002 -2.3% 0.000
Volume 38,929 33,206 -5,723 -14.7% 168,684
Daily Pivots for day following 25-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.709 3.685 3.572
R3 3.648 3.624 3.555
R2 3.587 3.587 3.549
R1 3.563 3.563 3.544 3.575
PP 3.526 3.526 3.526 3.533
S1 3.502 3.502 3.532 3.514
S2 3.465 3.465 3.527
S3 3.404 3.441 3.521
S4 3.343 3.380 3.504
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.939 3.883 3.596
R3 3.780 3.724 3.553
R2 3.621 3.621 3.538
R1 3.565 3.565 3.524 3.593
PP 3.462 3.462 3.462 3.476
S1 3.406 3.406 3.494 3.434
S2 3.303 3.303 3.480
S3 3.144 3.247 3.465
S4 2.985 3.088 3.422
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.551 3.359 0.192 5.4% 0.077 2.2% 93% True False 36,206
10 3.551 3.359 0.192 5.4% 0.090 2.6% 93% True False 39,414
20 3.551 3.200 0.351 9.9% 0.096 2.7% 96% True False 34,100
40 3.750 3.200 0.550 15.5% 0.099 2.8% 61% False False 31,124
60 3.750 3.200 0.550 15.5% 0.100 2.8% 61% False False 27,408
80 3.750 3.114 0.636 18.0% 0.100 2.8% 67% False False 25,361
100 3.750 3.114 0.636 18.0% 0.098 2.8% 67% False False 23,509
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 0.024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.810
2.618 3.711
1.618 3.650
1.000 3.612
0.618 3.589
HIGH 3.551
0.618 3.528
0.500 3.521
0.382 3.513
LOW 3.490
0.618 3.452
1.000 3.429
1.618 3.391
2.618 3.330
4.250 3.231
Fisher Pivots for day following 25-Sep-2012
Pivot 1 day 3 day
R1 3.532 3.516
PP 3.526 3.493
S1 3.521 3.471

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

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