NYMEX Natural Gas Future April 2013


Trading Metrics calculated at close of trading on 21-Mar-2013
Day Change Summary
Previous Current
20-Mar-2013 21-Mar-2013 Change Change % Previous Week
Open 3.967 3.950 -0.017 -0.4% 3.636
High 3.976 4.025 0.049 1.2% 3.924
Low 3.885 3.891 0.006 0.2% 3.590
Close 3.960 3.935 -0.025 -0.6% 3.872
Range 0.091 0.134 0.043 47.3% 0.334
ATR 0.100 0.103 0.002 2.4% 0.000
Volume 143,370 208,091 64,721 45.1% 763,285
Daily Pivots for day following 21-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.352 4.278 4.009
R3 4.218 4.144 3.972
R2 4.084 4.084 3.960
R1 4.010 4.010 3.947 3.980
PP 3.950 3.950 3.950 3.936
S1 3.876 3.876 3.923 3.846
S2 3.816 3.816 3.910
S3 3.682 3.742 3.898
S4 3.548 3.608 3.861
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.797 4.669 4.056
R3 4.463 4.335 3.964
R2 4.129 4.129 3.933
R1 4.001 4.001 3.903 4.065
PP 3.795 3.795 3.795 3.828
S1 3.667 3.667 3.841 3.731
S2 3.461 3.461 3.811
S3 3.127 3.333 3.780
S4 2.793 2.999 3.688
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.025 3.821 0.204 5.2% 0.108 2.7% 56% True False 168,888
10 4.025 3.565 0.460 11.7% 0.096 2.4% 80% True False 152,400
20 4.025 3.287 0.738 18.8% 0.099 2.5% 88% True False 142,817
40 4.025 3.191 0.834 21.2% 0.100 2.5% 89% True False 106,202
60 4.025 3.150 0.875 22.2% 0.103 2.6% 90% True False 83,331
80 4.025 3.150 0.875 22.2% 0.104 2.7% 90% True False 71,174
100 4.025 3.150 0.875 22.2% 0.104 2.6% 90% True False 61,753
120 4.025 3.150 0.875 22.2% 0.102 2.6% 90% True False 56,021
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 4.595
2.618 4.376
1.618 4.242
1.000 4.159
0.618 4.108
HIGH 4.025
0.618 3.974
0.500 3.958
0.382 3.942
LOW 3.891
0.618 3.808
1.000 3.757
1.618 3.674
2.618 3.540
4.250 3.322
Fisher Pivots for day following 21-Mar-2013
Pivot 1 day 3 day
R1 3.958 3.947
PP 3.950 3.943
S1 3.943 3.939

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

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