NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 29-Oct-2012
Day Change Summary
Previous Current
26-Oct-2012 29-Oct-2012 Change Change % Previous Week
Open 3.917 3.860 -0.057 -1.5% 4.070
High 3.929 3.980 0.051 1.3% 4.088
Low 3.828 3.847 0.019 0.5% 3.828
Close 3.855 3.932 0.077 2.0% 3.855
Range 0.101 0.133 0.032 31.7% 0.260
ATR 0.114 0.115 0.001 1.2% 0.000
Volume 63,358 44,258 -19,100 -30.1% 250,538
Daily Pivots for day following 29-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.319 4.258 4.005
R3 4.186 4.125 3.969
R2 4.053 4.053 3.956
R1 3.992 3.992 3.944 4.023
PP 3.920 3.920 3.920 3.935
S1 3.859 3.859 3.920 3.890
S2 3.787 3.787 3.908
S3 3.654 3.726 3.895
S4 3.521 3.593 3.859
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 3.999 3.828 0.171 4.3% 0.115 2.9% 61% False False 49,679
10 4.088 3.828 0.260 6.6% 0.119 3.0% 40% False False 49,531
20 4.088 3.753 0.335 8.5% 0.118 3.0% 53% False False 70,269
40 4.088 3.200 0.888 22.6% 0.109 2.8% 82% False False 55,095
60 4.088 3.200 0.888 22.6% 0.105 2.7% 82% False False 45,861
80 4.088 3.200 0.888 22.6% 0.104 2.6% 82% False False 40,137
100 4.088 3.114 0.974 24.8% 0.105 2.7% 84% False False 36,041
120 4.088 3.114 0.974 24.8% 0.102 2.6% 84% False False 32,778
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.545
2.618 4.328
1.618 4.195
1.000 4.113
0.618 4.062
HIGH 3.980
0.618 3.929
0.500 3.914
0.382 3.898
LOW 3.847
0.618 3.765
1.000 3.714
1.618 3.632
2.618 3.499
4.250 3.282
Fisher Pivots for day following 29-Oct-2012
Pivot 1 day 3 day
R1 3.926 3.923
PP 3.920 3.913
S1 3.914 3.904

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

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