NYMEX Natural Gas Future February 2013


Trading Metrics calculated at close of trading on 05-Nov-2012
Day Change Summary
Previous Current
02-Nov-2012 05-Nov-2012 Change Change % Previous Week
Open 3.804 3.655 -0.149 -3.9% 3.875
High 3.814 3.718 -0.096 -2.5% 3.990
Low 3.668 3.640 -0.028 -0.8% 3.668
Close 3.687 3.683 -0.004 -0.1% 3.687
Range 0.146 0.078 -0.068 -46.6% 0.322
ATR 0.112 0.109 -0.002 -2.2% 0.000
Volume 17,640 24,992 7,352 41.7% 91,801
Daily Pivots for day following 05-Nov-2012
Classic Woodie Camarilla DeMark
R4 3.914 3.877 3.726
R3 3.836 3.799 3.704
R2 3.758 3.758 3.697
R1 3.721 3.721 3.690 3.740
PP 3.680 3.680 3.680 3.690
S1 3.643 3.643 3.676 3.662
S2 3.602 3.602 3.669
S3 3.524 3.565 3.662
S4 3.446 3.487 3.640
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.748 4.539 3.864
R3 4.426 4.217 3.776
R2 4.104 4.104 3.746
R1 3.895 3.895 3.717 3.839
PP 3.782 3.782 3.782 3.753
S1 3.573 3.573 3.657 3.517
S2 3.460 3.460 3.628
S3 3.138 3.251 3.598
S4 2.816 2.929 3.510
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.944 3.640 0.304 8.3% 0.110 3.0% 14% False True 20,523
10 4.006 3.640 0.366 9.9% 0.110 3.0% 12% False True 18,720
20 4.090 3.640 0.450 12.2% 0.113 3.1% 10% False True 18,054
40 4.090 3.333 0.757 20.6% 0.103 2.8% 46% False False 16,097
60 4.090 3.222 0.868 23.6% 0.097 2.6% 53% False False 12,597
80 4.090 3.222 0.868 23.6% 0.095 2.6% 53% False False 10,640
100 4.090 3.222 0.868 23.6% 0.094 2.6% 53% False False 9,254
120 4.090 3.150 0.940 25.5% 0.092 2.5% 57% False False 8,131
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.017
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 4.050
2.618 3.922
1.618 3.844
1.000 3.796
0.618 3.766
HIGH 3.718
0.618 3.688
0.500 3.679
0.382 3.670
LOW 3.640
0.618 3.592
1.000 3.562
1.618 3.514
2.618 3.436
4.250 3.309
Fisher Pivots for day following 05-Nov-2012
Pivot 1 day 3 day
R1 3.682 3.757
PP 3.680 3.732
S1 3.679 3.708

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

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