NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 14-Nov-2012
Day Change Summary
Previous Current
13-Nov-2012 14-Nov-2012 Change Change % Previous Week
Open 3.690 3.886 0.196 5.3% 3.629
High 3.870 3.919 0.049 1.3% 3.730
Low 3.690 3.824 0.134 3.6% 3.602
Close 3.837 3.864 0.027 0.7% 3.622
Range 0.180 0.095 -0.085 -47.2% 0.128
ATR 0.110 0.109 -0.001 -1.0% 0.000
Volume 16,741 28,328 11,587 69.2% 108,885
Daily Pivots for day following 14-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.154 4.104 3.916
R3 4.059 4.009 3.890
R2 3.964 3.964 3.881
R1 3.914 3.914 3.873 3.892
PP 3.869 3.869 3.869 3.858
S1 3.819 3.819 3.855 3.797
S2 3.774 3.774 3.847
S3 3.679 3.724 3.838
S4 3.584 3.629 3.812
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.035 3.957 3.692
R3 3.907 3.829 3.657
R2 3.779 3.779 3.645
R1 3.701 3.701 3.634 3.676
PP 3.651 3.651 3.651 3.639
S1 3.573 3.573 3.610 3.548
S2 3.523 3.523 3.599
S3 3.395 3.445 3.587
S4 3.267 3.317 3.552
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.919 3.588 0.331 8.6% 0.121 3.1% 83% True False 21,626
10 3.919 3.588 0.331 8.6% 0.107 2.8% 83% True False 21,248
20 4.049 3.588 0.461 11.9% 0.112 2.9% 60% False False 19,561
40 4.049 3.397 0.652 16.9% 0.102 2.6% 72% False False 19,152
60 4.049 3.210 0.839 21.7% 0.098 2.5% 78% False False 16,418
80 4.049 3.210 0.839 21.7% 0.094 2.4% 78% False False 14,133
100 4.049 3.210 0.839 21.7% 0.094 2.4% 78% False False 12,472
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 0.022
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.323
2.618 4.168
1.618 4.073
1.000 4.014
0.618 3.978
HIGH 3.919
0.618 3.883
0.500 3.872
0.382 3.860
LOW 3.824
0.618 3.765
1.000 3.729
1.618 3.670
2.618 3.575
4.250 3.420
Fisher Pivots for day following 14-Nov-2012
Pivot 1 day 3 day
R1 3.872 3.827
PP 3.869 3.790
S1 3.867 3.754

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

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