NYMEX Natural Gas Future February 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 3.892 3.845 -0.047 -1.2% 3.637
High 3.951 3.923 -0.028 -0.7% 3.951
Low 3.810 3.794 -0.016 -0.4% 3.611
Close 3.834 3.913 0.079 2.1% 3.913
Range 0.141 0.129 -0.012 -8.5% 0.340
ATR 0.114 0.115 0.001 0.9% 0.000
Volume 25,108 23,081 -2,027 -8.1% 103,399
Daily Pivots for day following 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.264 4.217 3.984
R3 4.135 4.088 3.948
R2 4.006 4.006 3.937
R1 3.959 3.959 3.925 3.983
PP 3.877 3.877 3.877 3.888
S1 3.830 3.830 3.901 3.854
S2 3.748 3.748 3.889
S3 3.619 3.701 3.878
S4 3.490 3.572 3.842
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.845 4.719 4.100
R3 4.505 4.379 4.007
R2 4.165 4.165 3.975
R1 4.039 4.039 3.944 4.102
PP 3.825 3.825 3.825 3.857
S1 3.699 3.699 3.882 3.762
S2 3.485 3.485 3.851
S3 3.145 3.359 3.820
S4 2.805 3.019 3.726
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.951 3.611 0.340 8.7% 0.137 3.5% 89% False False 20,679
10 3.951 3.611 0.340 8.7% 0.113 2.9% 89% False False 20,921
20 4.090 3.611 0.479 12.2% 0.118 3.0% 63% False False 19,395
40 4.090 3.469 0.621 15.9% 0.108 2.8% 71% False False 18,108
60 4.090 3.222 0.868 22.2% 0.102 2.6% 80% False False 14,829
80 4.090 3.222 0.868 22.2% 0.099 2.5% 80% False False 12,491
100 4.090 3.222 0.868 22.2% 0.097 2.5% 80% False False 10,792
120 4.090 3.150 0.940 24.0% 0.095 2.4% 81% False False 9,443
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 0.030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.471
2.618 4.261
1.618 4.132
1.000 4.052
0.618 4.003
HIGH 3.923
0.618 3.874
0.500 3.859
0.382 3.843
LOW 3.794
0.618 3.714
1.000 3.665
1.618 3.585
2.618 3.456
4.250 3.246
Fisher Pivots for day following 16-Nov-2012
Pivot 1 day 3 day
R1 3.895 3.900
PP 3.877 3.886
S1 3.859 3.873

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

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