NYMEX Natural Gas Future April 2013


Trading Metrics calculated at close of trading on 15-Nov-2012
Day Change Summary
Previous Current
14-Nov-2012 15-Nov-2012 Change Change % Previous Week
Open 3.859 3.850 -0.009 -0.2% 3.609
High 3.884 3.881 -0.003 -0.1% 3.712
Low 3.800 3.760 -0.040 -1.1% 3.592
Close 3.840 3.782 -0.058 -1.5% 3.611
Range 0.084 0.121 0.037 44.0% 0.120
ATR 0.101 0.103 0.001 1.4% 0.000
Volume 38,983 46,913 7,930 20.3% 112,010
Daily Pivots for day following 15-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.171 4.097 3.849
R3 4.050 3.976 3.815
R2 3.929 3.929 3.804
R1 3.855 3.855 3.793 3.832
PP 3.808 3.808 3.808 3.796
S1 3.734 3.734 3.771 3.711
S2 3.687 3.687 3.760
S3 3.566 3.613 3.749
S4 3.445 3.492 3.715
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 3.998 3.925 3.677
R3 3.878 3.805 3.644
R2 3.758 3.758 3.633
R1 3.685 3.685 3.622 3.722
PP 3.638 3.638 3.638 3.657
S1 3.565 3.565 3.600 3.602
S2 3.518 3.518 3.589
S3 3.398 3.445 3.578
S4 3.278 3.325 3.545
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.884 3.575 0.309 8.2% 0.117 3.1% 67% False False 29,611
10 3.884 3.575 0.309 8.2% 0.105 2.8% 67% False False 26,493
20 3.984 3.575 0.409 10.8% 0.103 2.7% 51% False False 23,654
40 3.984 3.412 0.572 15.1% 0.095 2.5% 65% False False 24,736
60 3.984 3.205 0.779 20.6% 0.093 2.5% 74% False False 20,892
80 3.984 3.205 0.779 20.6% 0.092 2.4% 74% False False 17,989
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 0.022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.395
2.618 4.198
1.618 4.077
1.000 4.002
0.618 3.956
HIGH 3.881
0.618 3.835
0.500 3.821
0.382 3.806
LOW 3.760
0.618 3.685
1.000 3.639
1.618 3.564
2.618 3.443
4.250 3.246
Fisher Pivots for day following 15-Nov-2012
Pivot 1 day 3 day
R1 3.821 3.781
PP 3.808 3.781
S1 3.795 3.780

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

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