NYMEX Natural Gas Future April 2013


Trading Metrics calculated at close of trading on 18-Jan-2013
Day Change Summary
Previous Current
17-Jan-2013 18-Jan-2013 Change Change % Previous Week
Open 3.466 3.508 0.042 1.2% 3.401
High 3.555 3.599 0.044 1.2% 3.599
Low 3.421 3.508 0.087 2.5% 3.368
Close 3.523 3.590 0.067 1.9% 3.590
Range 0.134 0.091 -0.043 -32.1% 0.231
ATR 0.109 0.108 -0.001 -1.2% 0.000
Volume 40,956 51,392 10,436 25.5% 253,197
Daily Pivots for day following 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 3.839 3.805 3.640
R3 3.748 3.714 3.615
R2 3.657 3.657 3.607
R1 3.623 3.623 3.598 3.640
PP 3.566 3.566 3.566 3.574
S1 3.532 3.532 3.582 3.549
S2 3.475 3.475 3.573
S3 3.384 3.441 3.565
S4 3.293 3.350 3.540
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 4.212 4.132 3.717
R3 3.981 3.901 3.654
R2 3.750 3.750 3.632
R1 3.670 3.670 3.611 3.710
PP 3.519 3.519 3.519 3.539
S1 3.439 3.439 3.569 3.479
S2 3.288 3.288 3.548
S3 3.057 3.208 3.526
S4 2.826 2.977 3.463
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.599 3.368 0.231 6.4% 0.099 2.8% 96% True False 50,639
10 3.599 3.155 0.444 12.4% 0.101 2.8% 98% True False 46,705
20 3.599 3.150 0.449 12.5% 0.108 3.0% 98% True False 36,188
40 3.997 3.150 0.847 23.6% 0.109 3.0% 52% False False 35,005
60 3.997 3.150 0.847 23.6% 0.107 3.0% 52% False False 31,171
80 3.997 3.150 0.847 23.6% 0.103 2.9% 52% False False 30,344
100 3.997 3.150 0.847 23.6% 0.099 2.8% 52% False False 27,027
120 3.997 3.150 0.847 23.6% 0.098 2.7% 52% False False 24,072
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.986
2.618 3.837
1.618 3.746
1.000 3.690
0.618 3.655
HIGH 3.599
0.618 3.564
0.500 3.554
0.382 3.543
LOW 3.508
0.618 3.452
1.000 3.417
1.618 3.361
2.618 3.270
4.250 3.121
Fisher Pivots for day following 18-Jan-2013
Pivot 1 day 3 day
R1 3.578 3.559
PP 3.566 3.527
S1 3.554 3.496

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

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