NYMEX Natural Gas Future February 2013


Trading Metrics calculated at close of trading on 23-Jan-2013
Day Change Summary
Previous Current
22-Jan-2013 23-Jan-2013 Change Change % Previous Week
Open 3.572 3.573 0.001 0.0% 3.379
High 3.645 3.596 -0.049 -1.3% 3.579
Low 3.505 3.512 0.007 0.2% 3.328
Close 3.558 3.554 -0.004 -0.1% 3.566
Range 0.140 0.084 -0.056 -40.0% 0.251
ATR 0.123 0.120 -0.003 -2.2% 0.000
Volume 165,804 101,485 -64,319 -38.8% 752,461
Daily Pivots for day following 23-Jan-2013
Classic Woodie Camarilla DeMark
R4 3.806 3.764 3.600
R3 3.722 3.680 3.577
R2 3.638 3.638 3.569
R1 3.596 3.596 3.562 3.575
PP 3.554 3.554 3.554 3.544
S1 3.512 3.512 3.546 3.491
S2 3.470 3.470 3.539
S3 3.386 3.428 3.531
S4 3.302 3.344 3.508
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 3.364 0.281 7.9% 0.114 3.2% 68% False False 142,183
10 3.645 3.087 0.558 15.7% 0.119 3.3% 84% False False 145,814
20 3.645 3.050 0.595 16.7% 0.123 3.4% 85% False False 113,605
40 4.013 3.050 0.963 27.1% 0.122 3.4% 52% False False 85,205
60 4.074 3.050 1.024 28.8% 0.119 3.4% 49% False False 63,748
80 4.090 3.050 1.040 29.3% 0.116 3.3% 48% False False 52,283
100 4.090 3.050 1.040 29.3% 0.111 3.1% 48% False False 43,664
120 4.090 3.050 1.040 29.3% 0.107 3.0% 48% False False 37,323
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.953
2.618 3.816
1.618 3.732
1.000 3.680
0.618 3.648
HIGH 3.596
0.618 3.564
0.500 3.554
0.382 3.544
LOW 3.512
0.618 3.460
1.000 3.428
1.618 3.376
2.618 3.292
4.250 3.155
Fisher Pivots for day following 23-Jan-2013
Pivot 1 day 3 day
R1 3.554 3.559
PP 3.554 3.557
S1 3.554 3.556

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

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