NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 26-Oct-2012
Day Change Summary
Previous Current
25-Oct-2012 26-Oct-2012 Change Change % Previous Week
Open 3.890 3.917 0.027 0.7% 4.070
High 3.959 3.929 -0.030 -0.8% 4.088
Low 3.839 3.828 -0.011 -0.3% 3.828
Close 3.910 3.855 -0.055 -1.4% 3.855
Range 0.120 0.101 -0.019 -15.8% 0.260
ATR 0.115 0.114 -0.001 -0.9% 0.000
Volume 39,634 63,358 23,724 59.9% 250,538
Daily Pivots for day following 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.174 4.115 3.911
R3 4.073 4.014 3.883
R2 3.972 3.972 3.874
R1 3.913 3.913 3.864 3.892
PP 3.871 3.871 3.871 3.860
S1 3.812 3.812 3.846 3.791
S2 3.770 3.770 3.836
S3 3.669 3.711 3.827
S4 3.568 3.610 3.799
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.704 4.539 3.998
R3 4.444 4.279 3.927
R2 4.184 4.184 3.903
R1 4.019 4.019 3.879 3.972
PP 3.924 3.924 3.924 3.900
S1 3.759 3.759 3.831 3.712
S2 3.664 3.664 3.807
S3 3.404 3.499 3.784
S4 3.144 3.239 3.712
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.088 3.828 0.260 6.7% 0.129 3.3% 10% False True 50,107
10 4.088 3.828 0.260 6.7% 0.121 3.1% 10% False True 51,779
20 4.088 3.753 0.335 8.7% 0.118 3.1% 30% False False 71,652
40 4.088 3.200 0.888 23.0% 0.108 2.8% 74% False False 54,666
60 4.088 3.200 0.888 23.0% 0.104 2.7% 74% False False 45,707
80 4.088 3.200 0.888 23.0% 0.105 2.7% 74% False False 39,782
100 4.088 3.114 0.974 25.3% 0.104 2.7% 76% False False 35,708
120 4.088 3.114 0.974 25.3% 0.101 2.6% 76% False False 32,525
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 0.027
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.358
2.618 4.193
1.618 4.092
1.000 4.030
0.618 3.991
HIGH 3.929
0.618 3.890
0.500 3.879
0.382 3.867
LOW 3.828
0.618 3.766
1.000 3.727
1.618 3.665
2.618 3.564
4.250 3.399
Fisher Pivots for day following 26-Oct-2012
Pivot 1 day 3 day
R1 3.879 3.913
PP 3.871 3.894
S1 3.863 3.874

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

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