NYMEX Natural Gas Future February 2013


Trading Metrics calculated at close of trading on 22-Jan-2013
Day Change Summary
Previous Current
18-Jan-2013 22-Jan-2013 Change Change % Previous Week
Open 3.485 3.572 0.087 2.5% 3.379
High 3.579 3.645 0.066 1.8% 3.579
Low 3.473 3.505 0.032 0.9% 3.328
Close 3.566 3.558 -0.008 -0.2% 3.566
Range 0.106 0.140 0.034 32.1% 0.251
ATR 0.121 0.123 0.001 1.1% 0.000
Volume 113,075 165,804 52,729 46.6% 752,461
Daily Pivots for day following 22-Jan-2013
Classic Woodie Camarilla DeMark
R4 3.989 3.914 3.635
R3 3.849 3.774 3.597
R2 3.709 3.709 3.584
R1 3.634 3.634 3.571 3.602
PP 3.569 3.569 3.569 3.553
S1 3.494 3.494 3.545 3.462
S2 3.429 3.429 3.532
S3 3.289 3.354 3.520
S4 3.149 3.214 3.481
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 4.244 4.156 3.704
R3 3.993 3.905 3.635
R2 3.742 3.742 3.612
R1 3.654 3.654 3.589 3.698
PP 3.491 3.491 3.491 3.513
S1 3.403 3.403 3.543 3.447
S2 3.240 3.240 3.520
S3 2.989 3.152 3.497
S4 2.738 2.901 3.428
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.645 3.328 0.317 8.9% 0.125 3.5% 73% True False 156,723
10 3.645 3.087 0.558 15.7% 0.118 3.3% 84% True False 146,217
20 3.645 3.050 0.595 16.7% 0.122 3.4% 85% True False 112,168
40 4.074 3.050 1.024 28.8% 0.122 3.4% 50% False False 83,270
60 4.074 3.050 1.024 28.8% 0.120 3.4% 50% False False 62,292
80 4.090 3.050 1.040 29.2% 0.117 3.3% 49% False False 51,190
100 4.090 3.050 1.040 29.2% 0.111 3.1% 49% False False 42,715
120 4.090 3.050 1.040 29.2% 0.108 3.0% 49% False False 36,538
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 0.028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.240
2.618 4.012
1.618 3.872
1.000 3.785
0.618 3.732
HIGH 3.645
0.618 3.592
0.500 3.575
0.382 3.558
LOW 3.505
0.618 3.418
1.000 3.365
1.618 3.278
2.618 3.138
4.250 2.910
Fisher Pivots for day following 22-Jan-2013
Pivot 1 day 3 day
R1 3.575 3.543
PP 3.569 3.528
S1 3.564 3.513

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

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