NYMEX Natural Gas Future February 2013


Trading Metrics calculated at close of trading on 20-Nov-2012
Day Change Summary
Previous Current
19-Nov-2012 20-Nov-2012 Change Change % Previous Week
Open 3.920 3.867 -0.053 -1.4% 3.637
High 3.955 3.961 0.006 0.2% 3.951
Low 3.843 3.856 0.013 0.3% 3.611
Close 3.852 3.954 0.102 2.6% 3.913
Range 0.112 0.105 -0.007 -6.3% 0.340
ATR 0.115 0.115 0.000 -0.4% 0.000
Volume 23,547 24,629 1,082 4.6% 103,399
Daily Pivots for day following 20-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.239 4.201 4.012
R3 4.134 4.096 3.983
R2 4.029 4.029 3.973
R1 3.991 3.991 3.964 4.010
PP 3.924 3.924 3.924 3.933
S1 3.886 3.886 3.944 3.905
S2 3.819 3.819 3.935
S3 3.714 3.781 3.925
S4 3.609 3.676 3.896
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 3.961 3.794 0.167 4.2% 0.117 3.0% 96% True False 23,288
10 3.961 3.611 0.350 8.9% 0.116 2.9% 98% True False 21,309
20 4.006 3.611 0.395 10.0% 0.114 2.9% 87% False False 20,103
40 4.090 3.570 0.520 13.2% 0.110 2.8% 74% False False 18,789
60 4.090 3.222 0.868 22.0% 0.103 2.6% 84% False False 15,441
80 4.090 3.222 0.868 22.0% 0.100 2.5% 84% False False 13,004
100 4.090 3.222 0.868 22.0% 0.097 2.4% 84% False False 11,167
120 4.090 3.150 0.940 23.8% 0.095 2.4% 86% False False 9,804
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 4.407
2.618 4.236
1.618 4.131
1.000 4.066
0.618 4.026
HIGH 3.961
0.618 3.921
0.500 3.909
0.382 3.896
LOW 3.856
0.618 3.791
1.000 3.751
1.618 3.686
2.618 3.581
4.250 3.410
Fisher Pivots for day following 20-Nov-2012
Pivot 1 day 3 day
R1 3.939 3.929
PP 3.924 3.903
S1 3.909 3.878

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

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