NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 21-Nov-2012
Day Change Summary
Previous Current
20-Nov-2012 21-Nov-2012 Change Change % Previous Week
Open 3.826 3.919 0.093 2.4% 3.617
High 3.928 4.001 0.073 1.9% 3.919
Low 3.826 3.881 0.055 1.4% 3.588
Close 3.921 3.996 0.075 1.9% 3.880
Range 0.102 0.120 0.018 17.6% 0.331
ATR 0.110 0.111 0.001 0.7% 0.000
Volume 21,054 18,552 -2,502 -11.9% 117,091
Daily Pivots for day following 21-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.319 4.278 4.062
R3 4.199 4.158 4.029
R2 4.079 4.079 4.018
R1 4.038 4.038 4.007 4.059
PP 3.959 3.959 3.959 3.970
S1 3.918 3.918 3.985 3.939
S2 3.839 3.839 3.974
S3 3.719 3.798 3.963
S4 3.599 3.678 3.930
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.789 4.665 4.062
R3 4.458 4.334 3.971
R2 4.127 4.127 3.941
R1 4.003 4.003 3.910 4.065
PP 3.796 3.796 3.796 3.827
S1 3.672 3.672 3.850 3.734
S2 3.465 3.465 3.819
S3 3.134 3.341 3.789
S4 2.803 3.010 3.698
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.001 3.772 0.229 5.7% 0.114 2.9% 98% True False 22,104
10 4.001 3.588 0.413 10.3% 0.117 2.9% 99% True False 21,865
20 4.001 3.588 0.413 10.3% 0.110 2.8% 99% True False 20,369
40 4.049 3.588 0.461 11.5% 0.107 2.7% 89% False False 20,577
60 4.049 3.210 0.839 21.0% 0.101 2.5% 94% False False 17,696
80 4.049 3.210 0.839 21.0% 0.096 2.4% 94% False False 15,163
100 4.049 3.210 0.839 21.0% 0.095 2.4% 94% False False 13,294
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.030
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.511
2.618 4.315
1.618 4.195
1.000 4.121
0.618 4.075
HIGH 4.001
0.618 3.955
0.500 3.941
0.382 3.927
LOW 3.881
0.618 3.807
1.000 3.761
1.618 3.687
2.618 3.567
4.250 3.371
Fisher Pivots for day following 21-Nov-2012
Pivot 1 day 3 day
R1 3.978 3.967
PP 3.959 3.937
S1 3.941 3.908

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

View Archives - Comment on this page... - Back to Index of Symbols