NYMEX Natural Gas Future February 2013


Trading Metrics calculated at close of trading on 07-Jan-2013
Day Change Summary
Previous Current
04-Jan-2013 07-Jan-2013 Change Change % Previous Week
Open 3.198 3.277 0.079 2.5% 3.455
High 3.299 3.352 0.053 1.6% 3.481
Low 3.193 3.238 0.045 1.4% 3.050
Close 3.287 3.266 -0.021 -0.6% 3.287
Range 0.106 0.114 0.008 7.5% 0.431
ATR 0.125 0.124 -0.001 -0.6% 0.000
Volume 108,560 79,341 -29,219 -26.9% 399,500
Daily Pivots for day following 07-Jan-2013
Classic Woodie Camarilla DeMark
R4 3.627 3.561 3.329
R3 3.513 3.447 3.297
R2 3.399 3.399 3.287
R1 3.333 3.333 3.276 3.309
PP 3.285 3.285 3.285 3.274
S1 3.219 3.219 3.256 3.195
S2 3.171 3.171 3.245
S3 3.057 3.105 3.235
S4 2.943 2.991 3.203
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 4.566 4.357 3.524
R3 4.135 3.926 3.406
R2 3.704 3.704 3.366
R1 3.495 3.495 3.327 3.384
PP 3.273 3.273 3.273 3.217
S1 3.064 3.064 3.247 2.953
S2 2.842 2.842 3.208
S3 2.411 2.633 3.168
S4 1.980 2.202 3.050
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.481 3.050 0.431 13.2% 0.148 4.5% 50% False False 95,768
10 3.532 3.050 0.482 14.8% 0.126 3.9% 45% False False 78,120
20 3.707 3.050 0.657 20.1% 0.119 3.6% 33% False False 77,487
40 4.074 3.050 1.024 31.4% 0.123 3.8% 21% False False 52,027
60 4.090 3.050 1.040 31.8% 0.119 3.6% 21% False False 40,843
80 4.090 3.050 1.040 31.8% 0.112 3.4% 21% False False 34,175
100 4.090 3.050 1.040 31.8% 0.108 3.3% 21% False False 28,667
120 4.090 3.050 1.040 31.8% 0.104 3.2% 21% False False 24,706
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 0.024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.837
2.618 3.650
1.618 3.536
1.000 3.466
0.618 3.422
HIGH 3.352
0.618 3.308
0.500 3.295
0.382 3.282
LOW 3.238
0.618 3.168
1.000 3.124
1.618 3.054
2.618 2.940
4.250 2.754
Fisher Pivots for day following 07-Jan-2013
Pivot 1 day 3 day
R1 3.295 3.263
PP 3.285 3.261
S1 3.276 3.258

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

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