NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 09-Nov-2012
Day Change Summary
Previous Current
08-Nov-2012 09-Nov-2012 Change Change % Previous Week
Open 3.711 3.718 0.007 0.2% 3.657
High 3.742 3.741 -0.001 0.0% 3.751
Low 3.652 3.615 -0.037 -1.0% 3.615
Close 3.737 3.634 -0.103 -2.8% 3.634
Range 0.090 0.126 0.036 40.0% 0.136
ATR 0.110 0.111 0.001 1.0% 0.000
Volume 48,333 69,875 21,542 44.6% 277,495
Daily Pivots for day following 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.041 3.964 3.703
R3 3.915 3.838 3.669
R2 3.789 3.789 3.657
R1 3.712 3.712 3.646 3.688
PP 3.663 3.663 3.663 3.651
S1 3.586 3.586 3.622 3.562
S2 3.537 3.537 3.611
S3 3.411 3.460 3.599
S4 3.285 3.334 3.565
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.075 3.990 3.709
R3 3.939 3.854 3.671
R2 3.803 3.803 3.659
R1 3.718 3.718 3.646 3.693
PP 3.667 3.667 3.667 3.654
S1 3.582 3.582 3.622 3.557
S2 3.531 3.531 3.609
S3 3.395 3.446 3.597
S4 3.259 3.310 3.559
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.751 3.615 0.136 3.7% 0.094 2.6% 14% False True 55,499
10 3.980 3.615 0.365 10.0% 0.111 3.0% 5% False True 50,333
20 4.088 3.615 0.473 13.0% 0.116 3.2% 4% False True 51,056
40 4.088 3.359 0.729 20.1% 0.108 3.0% 38% False False 58,124
60 4.088 3.200 0.888 24.4% 0.106 2.9% 49% False False 49,329
80 4.088 3.200 0.888 24.4% 0.104 2.9% 49% False False 43,701
100 4.088 3.200 0.888 24.4% 0.105 2.9% 49% False False 38,762
120 4.088 3.114 0.974 26.8% 0.103 2.8% 53% False False 35,319
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 0.021
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.277
2.618 4.071
1.618 3.945
1.000 3.867
0.618 3.819
HIGH 3.741
0.618 3.693
0.500 3.678
0.382 3.663
LOW 3.615
0.618 3.537
1.000 3.489
1.618 3.411
2.618 3.285
4.250 3.080
Fisher Pivots for day following 09-Nov-2012
Pivot 1 day 3 day
R1 3.678 3.682
PP 3.663 3.666
S1 3.649 3.650

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

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