NYMEX Natural Gas Future April 2013


Trading Metrics calculated at close of trading on 27-Feb-2013
Day Change Summary
Previous Current
26-Feb-2013 27-Feb-2013 Change Change % Previous Week
Open 3.470 3.449 -0.021 -0.6% 3.220
High 3.517 3.554 0.037 1.1% 3.380
Low 3.430 3.406 -0.024 -0.7% 3.199
Close 3.456 3.434 -0.022 -0.6% 3.349
Range 0.087 0.148 0.061 70.1% 0.181
ATR 0.101 0.104 0.003 3.3% 0.000
Volume 124,520 173,665 49,145 39.5% 393,616
Daily Pivots for day following 27-Feb-2013
Classic Woodie Camarilla DeMark
R4 3.909 3.819 3.515
R3 3.761 3.671 3.475
R2 3.613 3.613 3.461
R1 3.523 3.523 3.448 3.494
PP 3.465 3.465 3.465 3.450
S1 3.375 3.375 3.420 3.346
S2 3.317 3.317 3.407
S3 3.169 3.227 3.393
S4 3.021 3.079 3.353
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 3.852 3.782 3.449
R3 3.671 3.601 3.399
R2 3.490 3.490 3.382
R1 3.420 3.420 3.366 3.455
PP 3.309 3.309 3.309 3.327
S1 3.239 3.239 3.332 3.274
S2 3.128 3.128 3.316
S3 2.947 3.058 3.299
S4 2.766 2.877 3.249
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.554 3.274 0.280 8.2% 0.099 2.9% 57% True False 127,097
10 3.554 3.191 0.363 10.6% 0.101 2.9% 67% True False 109,375
20 3.554 3.191 0.363 10.6% 0.100 2.9% 67% True False 85,265
40 3.670 3.150 0.520 15.1% 0.105 3.0% 55% False False 64,282
60 3.747 3.150 0.597 17.4% 0.105 3.0% 48% False False 53,762
80 3.997 3.150 0.847 24.7% 0.105 3.1% 34% False False 46,699
100 3.997 3.150 0.847 24.7% 0.103 3.0% 34% False False 42,130
120 3.997 3.150 0.847 24.7% 0.100 2.9% 34% False False 38,597
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.183
2.618 3.941
1.618 3.793
1.000 3.702
0.618 3.645
HIGH 3.554
0.618 3.497
0.500 3.480
0.382 3.463
LOW 3.406
0.618 3.315
1.000 3.258
1.618 3.167
2.618 3.019
4.250 2.777
Fisher Pivots for day following 27-Feb-2013
Pivot 1 day 3 day
R1 3.480 3.470
PP 3.465 3.458
S1 3.449 3.446

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

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