NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 26-Nov-2012
Day Change Summary
Previous Current
23-Nov-2012 26-Nov-2012 Change Change % Previous Week
Open 4.004 3.970 -0.034 -0.8% 3.881
High 4.036 3.985 -0.051 -1.3% 4.036
Low 3.941 3.829 -0.112 -2.8% 3.815
Close 4.008 3.862 -0.146 -3.6% 4.008
Range 0.095 0.156 0.061 64.2% 0.221
ATR 0.110 0.115 0.005 4.5% 0.000
Volume 24,487 13,766 -10,721 -43.8% 81,657
Daily Pivots for day following 26-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.360 4.267 3.948
R3 4.204 4.111 3.905
R2 4.048 4.048 3.891
R1 3.955 3.955 3.876 3.924
PP 3.892 3.892 3.892 3.876
S1 3.799 3.799 3.848 3.768
S2 3.736 3.736 3.833
S3 3.580 3.643 3.819
S4 3.424 3.487 3.776
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.616 4.533 4.130
R3 4.395 4.312 4.069
R2 4.174 4.174 4.049
R1 4.091 4.091 4.028 4.133
PP 3.953 3.953 3.953 3.974
S1 3.870 3.870 3.988 3.912
S2 3.732 3.732 3.967
S3 3.511 3.649 3.947
S4 3.290 3.428 3.886
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.036 3.815 0.221 5.7% 0.115 3.0% 21% False False 19,084
10 4.036 3.588 0.448 11.6% 0.121 3.1% 61% False False 21,251
20 4.036 3.588 0.448 11.6% 0.112 2.9% 61% False False 20,465
40 4.049 3.588 0.461 11.9% 0.109 2.8% 59% False False 20,578
60 4.049 3.224 0.825 21.4% 0.102 2.6% 77% False False 18,097
80 4.049 3.210 0.839 21.7% 0.096 2.5% 78% False False 15,457
100 4.049 3.210 0.839 21.7% 0.096 2.5% 78% False False 13,616
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.648
2.618 4.393
1.618 4.237
1.000 4.141
0.618 4.081
HIGH 3.985
0.618 3.925
0.500 3.907
0.382 3.889
LOW 3.829
0.618 3.733
1.000 3.673
1.618 3.577
2.618 3.421
4.250 3.166
Fisher Pivots for day following 26-Nov-2012
Pivot 1 day 3 day
R1 3.907 3.933
PP 3.892 3.909
S1 3.877 3.886

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

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