NYMEX Natural Gas Future April 2013


Trading Metrics calculated at close of trading on 17-Jan-2013
Day Change Summary
Previous Current
16-Jan-2013 17-Jan-2013 Change Change % Previous Week
Open 3.462 3.466 0.004 0.1% 3.342
High 3.478 3.555 0.077 2.2% 3.396
Low 3.393 3.421 0.028 0.8% 3.155
Close 3.466 3.523 0.057 1.6% 3.371
Range 0.085 0.134 0.049 57.6% 0.241
ATR 0.107 0.109 0.002 1.8% 0.000
Volume 55,531 40,956 -14,575 -26.2% 213,857
Daily Pivots for day following 17-Jan-2013
Classic Woodie Camarilla DeMark
R4 3.902 3.846 3.597
R3 3.768 3.712 3.560
R2 3.634 3.634 3.548
R1 3.578 3.578 3.535 3.606
PP 3.500 3.500 3.500 3.514
S1 3.444 3.444 3.511 3.472
S2 3.366 3.366 3.498
S3 3.232 3.310 3.486
S4 3.098 3.176 3.449
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 4.030 3.942 3.504
R3 3.789 3.701 3.437
R2 3.548 3.548 3.415
R1 3.460 3.460 3.393 3.504
PP 3.307 3.307 3.307 3.330
S1 3.219 3.219 3.349 3.263
S2 3.066 3.066 3.327
S3 2.825 2.978 3.305
S4 2.584 2.737 3.238
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.555 3.244 0.311 8.8% 0.108 3.1% 90% True False 50,562
10 3.555 3.155 0.400 11.4% 0.102 2.9% 92% True False 45,586
20 3.577 3.150 0.427 12.1% 0.110 3.1% 87% False False 35,320
40 3.997 3.150 0.847 24.0% 0.108 3.1% 44% False False 34,069
60 3.997 3.150 0.847 24.0% 0.107 3.0% 44% False False 30,743
80 3.997 3.150 0.847 24.0% 0.102 2.9% 44% False False 29,828
100 3.997 3.150 0.847 24.0% 0.099 2.8% 44% False False 26,587
120 3.997 3.150 0.847 24.0% 0.098 2.8% 44% False False 23,723
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 0.021
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.125
2.618 3.906
1.618 3.772
1.000 3.689
0.618 3.638
HIGH 3.555
0.618 3.504
0.500 3.488
0.382 3.472
LOW 3.421
0.618 3.338
1.000 3.287
1.618 3.204
2.618 3.070
4.250 2.852
Fisher Pivots for day following 17-Jan-2013
Pivot 1 day 3 day
R1 3.511 3.503
PP 3.500 3.482
S1 3.488 3.462

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

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