NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 14-Jan-2013
Day Change Summary
Previous Current
11-Jan-2013 14-Jan-2013 Change Change % Previous Week
Open 3.214 3.365 0.151 4.7% 3.290
High 3.348 3.416 0.068 2.0% 3.365
Low 3.191 3.346 0.155 4.9% 3.105
Close 3.336 3.378 0.042 1.3% 3.336
Range 0.157 0.070 -0.087 -55.4% 0.260
ATR 0.119 0.116 -0.003 -2.3% 0.000
Volume 112,838 92,562 -20,276 -18.0% 349,109
Daily Pivots for day following 14-Jan-2013
Classic Woodie Camarilla DeMark
R4 3.590 3.554 3.417
R3 3.520 3.484 3.397
R2 3.450 3.450 3.391
R1 3.414 3.414 3.384 3.432
PP 3.380 3.380 3.380 3.389
S1 3.344 3.344 3.372 3.362
S2 3.310 3.310 3.365
S3 3.240 3.274 3.359
S4 3.170 3.204 3.340
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 4.049 3.952 3.479
R3 3.789 3.692 3.408
R2 3.529 3.529 3.384
R1 3.432 3.432 3.360 3.481
PP 3.269 3.269 3.269 3.293
S1 3.172 3.172 3.312 3.221
S2 3.009 3.009 3.288
S3 2.749 2.912 3.265
S4 2.489 2.652 3.193
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.416 3.105 0.311 9.2% 0.106 3.1% 88% True False 79,478
10 3.497 3.100 0.397 11.8% 0.123 3.6% 70% False False 59,831
20 3.551 3.100 0.451 13.4% 0.114 3.4% 62% False False 51,230
40 4.036 3.100 0.936 27.7% 0.116 3.4% 30% False False 44,986
60 4.049 3.100 0.949 28.1% 0.115 3.4% 29% False False 36,511
80 4.049 3.100 0.949 28.1% 0.109 3.2% 29% False False 32,069
100 4.049 3.100 0.949 28.1% 0.105 3.1% 29% False False 27,845
120 4.049 3.100 0.949 28.1% 0.101 3.0% 29% False False 24,417
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.015
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 3.714
2.618 3.599
1.618 3.529
1.000 3.486
0.618 3.459
HIGH 3.416
0.618 3.389
0.500 3.381
0.382 3.373
LOW 3.346
0.618 3.303
1.000 3.276
1.618 3.233
2.618 3.163
4.250 3.049
Fisher Pivots for day following 14-Jan-2013
Pivot 1 day 3 day
R1 3.381 3.343
PP 3.380 3.309
S1 3.379 3.274

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

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