NYMEX Natural Gas Future February 2013


Trading Metrics calculated at close of trading on 07-Nov-2012
Day Change Summary
Previous Current
06-Nov-2012 07-Nov-2012 Change Change % Previous Week
Open 3.688 3.747 0.059 1.6% 3.875
High 3.756 3.754 -0.002 -0.1% 3.990
Low 3.640 3.694 0.054 1.5% 3.668
Close 3.754 3.720 -0.034 -0.9% 3.687
Range 0.116 0.060 -0.056 -48.3% 0.322
ATR 0.110 0.106 -0.004 -3.2% 0.000
Volume 19,304 20,721 1,417 7.3% 91,801
Daily Pivots for day following 07-Nov-2012
Classic Woodie Camarilla DeMark
R4 3.903 3.871 3.753
R3 3.843 3.811 3.737
R2 3.783 3.783 3.731
R1 3.751 3.751 3.726 3.737
PP 3.723 3.723 3.723 3.716
S1 3.691 3.691 3.715 3.677
S2 3.663 3.663 3.709
S3 3.603 3.631 3.704
S4 3.543 3.571 3.687
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 3.874 3.640 0.234 6.3% 0.098 2.6% 34% False False 20,428
10 3.990 3.640 0.350 9.4% 0.107 2.9% 23% False False 19,427
20 4.090 3.640 0.450 12.1% 0.111 3.0% 18% False False 18,476
40 4.090 3.400 0.690 18.5% 0.101 2.7% 46% False False 16,323
60 4.090 3.222 0.868 23.3% 0.097 2.6% 57% False False 13,094
80 4.090 3.222 0.868 23.3% 0.095 2.6% 57% False False 11,045
100 4.090 3.222 0.868 23.3% 0.095 2.5% 57% False False 9,583
120 4.090 3.150 0.940 25.3% 0.092 2.5% 61% False False 8,421
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 4.009
2.618 3.911
1.618 3.851
1.000 3.814
0.618 3.791
HIGH 3.754
0.618 3.731
0.500 3.724
0.382 3.717
LOW 3.694
0.618 3.657
1.000 3.634
1.618 3.597
2.618 3.537
4.250 3.439
Fisher Pivots for day following 07-Nov-2012
Pivot 1 day 3 day
R1 3.724 3.713
PP 3.723 3.705
S1 3.721 3.698

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

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