NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 16-Nov-2012
Day Change Summary
Previous Current
15-Nov-2012 16-Nov-2012 Change Change % Previous Week
Open 3.871 3.830 -0.041 -1.1% 3.620
High 3.944 3.917 -0.027 -0.7% 3.945
Low 3.798 3.780 -0.018 -0.5% 3.598
Close 3.821 3.904 0.083 2.2% 3.904
Range 0.146 0.137 -0.009 -6.2% 0.347
ATR 0.119 0.120 0.001 1.1% 0.000
Volume 85,566 76,139 -9,427 -11.0% 380,876
Daily Pivots for day following 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.278 4.228 3.979
R3 4.141 4.091 3.942
R2 4.004 4.004 3.929
R1 3.954 3.954 3.917 3.979
PP 3.867 3.867 3.867 3.880
S1 3.817 3.817 3.891 3.842
S2 3.730 3.730 3.879
S3 3.593 3.680 3.866
S4 3.456 3.543 3.829
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.857 4.727 4.095
R3 4.510 4.380 3.999
R2 4.163 4.163 3.968
R1 4.033 4.033 3.936 4.098
PP 3.816 3.816 3.816 3.848
S1 3.686 3.686 3.872 3.751
S2 3.469 3.469 3.840
S3 3.122 3.339 3.809
S4 2.775 2.992 3.713
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.945 3.598 0.347 8.9% 0.141 3.6% 88% False False 76,175
10 3.945 3.598 0.347 8.9% 0.118 3.0% 88% False False 65,837
20 4.088 3.598 0.490 12.6% 0.123 3.1% 62% False False 56,737
40 4.088 3.438 0.650 16.6% 0.115 3.0% 72% False False 63,429
60 4.088 3.200 0.888 22.7% 0.111 2.8% 79% False False 53,436
80 4.088 3.200 0.888 22.7% 0.108 2.8% 79% False False 46,837
100 4.088 3.200 0.888 22.7% 0.107 2.7% 79% False False 41,646
120 4.088 3.114 0.974 24.9% 0.105 2.7% 81% False False 37,759
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 0.028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.499
2.618 4.276
1.618 4.139
1.000 4.054
0.618 4.002
HIGH 3.917
0.618 3.865
0.500 3.849
0.382 3.832
LOW 3.780
0.618 3.695
1.000 3.643
1.618 3.558
2.618 3.421
4.250 3.198
Fisher Pivots for day following 16-Nov-2012
Pivot 1 day 3 day
R1 3.886 3.890
PP 3.867 3.876
S1 3.849 3.863

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

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