NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 04-Jan-2013
Day Change Summary
Previous Current
03-Jan-2013 04-Jan-2013 Change Change % Previous Week
Open 3.250 3.216 -0.034 -1.0% 3.467
High 3.255 3.316 0.061 1.9% 3.497
Low 3.181 3.209 0.028 0.9% 3.100
Close 3.214 3.303 0.089 2.8% 3.303
Range 0.074 0.107 0.033 44.6% 0.397
ATR 0.121 0.120 -0.001 -0.8% 0.000
Volume 57,379 52,541 -4,838 -8.4% 156,641
Daily Pivots for day following 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 3.597 3.557 3.362
R3 3.490 3.450 3.332
R2 3.383 3.383 3.323
R1 3.343 3.343 3.313 3.363
PP 3.276 3.276 3.276 3.286
S1 3.236 3.236 3.293 3.256
S2 3.169 3.169 3.283
S3 3.062 3.129 3.274
S4 2.955 3.022 3.244
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 4.491 4.294 3.521
R3 4.094 3.897 3.412
R2 3.697 3.697 3.376
R1 3.500 3.500 3.339 3.400
PP 3.300 3.300 3.300 3.250
S1 3.103 3.103 3.267 3.003
S2 2.903 2.903 3.230
S3 2.506 2.706 3.194
S4 2.109 2.309 3.085
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.500 3.100 0.400 12.1% 0.144 4.3% 51% False False 36,957
10 3.551 3.100 0.451 13.7% 0.122 3.7% 45% False False 35,032
20 3.750 3.100 0.650 19.7% 0.115 3.5% 31% False False 50,324
40 4.036 3.100 0.936 28.3% 0.117 3.5% 22% False False 37,235
60 4.049 3.100 0.949 28.7% 0.113 3.4% 21% False False 31,396
80 4.049 3.100 0.949 28.7% 0.108 3.3% 21% False False 27,918
100 4.049 3.100 0.949 28.7% 0.103 3.1% 21% False False 23,846
120 4.049 3.100 0.949 28.7% 0.100 3.0% 21% False False 21,046
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 0.020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.771
2.618 3.596
1.618 3.489
1.000 3.423
0.618 3.382
HIGH 3.316
0.618 3.275
0.500 3.263
0.382 3.250
LOW 3.209
0.618 3.143
1.000 3.102
1.618 3.036
2.618 2.929
4.250 2.754
Fisher Pivots for day following 04-Jan-2013
Pivot 1 day 3 day
R1 3.290 3.281
PP 3.276 3.258
S1 3.263 3.236

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

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