NYMEX Natural Gas Future February 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 3.901 3.899 -0.002 -0.1% 3.920
High 3.925 3.899 -0.026 -0.7% 4.074
Low 3.861 3.749 -0.112 -2.9% 3.843
Close 3.906 3.816 -0.090 -2.3% 4.043
Range 0.064 0.150 0.086 134.4% 0.231
ATR 0.116 0.119 0.003 2.5% 0.000
Volume 26,695 25,053 -1,642 -6.2% 92,355
Daily Pivots for day following 28-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.271 4.194 3.899
R3 4.121 4.044 3.857
R2 3.971 3.971 3.844
R1 3.894 3.894 3.830 3.858
PP 3.821 3.821 3.821 3.803
S1 3.744 3.744 3.802 3.708
S2 3.671 3.671 3.789
S3 3.521 3.594 3.775
S4 3.371 3.444 3.734
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.680 4.592 4.170
R3 4.449 4.361 4.107
R2 4.218 4.218 4.085
R1 4.130 4.130 4.064 4.174
PP 3.987 3.987 3.987 4.009
S1 3.899 3.899 4.022 3.943
S2 3.756 3.756 4.001
S3 3.525 3.668 3.979
S4 3.294 3.437 3.916
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.074 3.749 0.325 8.5% 0.121 3.2% 21% False True 21,781
10 4.074 3.749 0.325 8.5% 0.119 3.1% 21% False True 22,534
20 4.074 3.611 0.463 12.1% 0.114 3.0% 44% False False 20,886
40 4.090 3.611 0.479 12.6% 0.113 3.0% 43% False False 19,341
60 4.090 3.241 0.849 22.2% 0.106 2.8% 68% False False 16,810
80 4.090 3.222 0.868 22.7% 0.100 2.6% 68% False False 13,996
100 4.090 3.222 0.868 22.7% 0.098 2.6% 68% False False 12,088
120 4.090 3.150 0.940 24.6% 0.098 2.6% 71% False False 10,619
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 0.031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.537
2.618 4.292
1.618 4.142
1.000 4.049
0.618 3.992
HIGH 3.899
0.618 3.842
0.500 3.824
0.382 3.806
LOW 3.749
0.618 3.656
1.000 3.599
1.618 3.506
2.618 3.356
4.250 3.112
Fisher Pivots for day following 28-Nov-2012
Pivot 1 day 3 day
R1 3.824 3.881
PP 3.821 3.859
S1 3.819 3.838

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

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