NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 28-Nov-2012
Day Change Summary
Previous Current
27-Nov-2012 28-Nov-2012 Change Change % Previous Week
Open 3.886 3.887 0.001 0.0% 3.906
High 3.914 3.891 -0.023 -0.6% 4.060
Low 3.846 3.737 -0.109 -2.8% 3.828
Close 3.892 3.801 -0.091 -2.3% 4.034
Range 0.068 0.154 0.086 126.5% 0.232
ATR 0.121 0.123 0.002 2.0% 0.000
Volume 103,164 167,841 64,677 62.7% 265,438
Daily Pivots for day following 28-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.272 4.190 3.886
R3 4.118 4.036 3.843
R2 3.964 3.964 3.829
R1 3.882 3.882 3.815 3.846
PP 3.810 3.810 3.810 3.792
S1 3.728 3.728 3.787 3.692
S2 3.656 3.656 3.773
S3 3.502 3.574 3.759
S4 3.348 3.420 3.716
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.670 4.584 4.162
R3 4.438 4.352 4.098
R2 4.206 4.206 4.077
R1 4.120 4.120 4.055 4.163
PP 3.974 3.974 3.974 3.996
S1 3.888 3.888 4.013 3.931
S2 3.742 3.742 3.991
S3 3.510 3.656 3.970
S4 3.278 3.424 3.906
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.060 3.737 0.323 8.5% 0.124 3.3% 20% False True 101,902
10 4.060 3.737 0.323 8.5% 0.123 3.2% 20% False True 88,447
20 4.060 3.598 0.462 12.2% 0.118 3.1% 44% False False 71,495
40 4.088 3.598 0.490 12.9% 0.119 3.1% 41% False False 69,793
60 4.088 3.200 0.888 23.4% 0.113 3.0% 68% False False 61,007
80 4.088 3.200 0.888 23.4% 0.109 2.9% 68% False False 52,637
100 4.088 3.200 0.888 23.4% 0.108 2.8% 68% False False 46,582
120 4.088 3.114 0.974 25.6% 0.108 2.8% 71% False False 42,147
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.546
2.618 4.294
1.618 4.140
1.000 4.045
0.618 3.986
HIGH 3.891
0.618 3.832
0.500 3.814
0.382 3.796
LOW 3.737
0.618 3.642
1.000 3.583
1.618 3.488
2.618 3.334
4.250 3.083
Fisher Pivots for day following 28-Nov-2012
Pivot 1 day 3 day
R1 3.814 3.871
PP 3.810 3.847
S1 3.805 3.824

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

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