NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 11-Sep-2012
Day Change Summary
Previous Current
10-Sep-2012 11-Sep-2012 Change Change % Previous Week
Open 3.286 3.388 0.102 3.1% 3.364
High 3.410 3.510 0.100 2.9% 3.437
Low 3.277 3.388 0.111 3.4% 3.275
Close 3.391 3.504 0.113 3.3% 3.288
Range 0.133 0.122 -0.011 -8.3% 0.162
ATR 0.078 0.081 0.003 4.1% 0.000
Volume 4,133 3,202 -931 -22.5% 7,848
Daily Pivots for day following 11-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.833 3.791 3.571
R3 3.711 3.669 3.538
R2 3.589 3.589 3.526
R1 3.547 3.547 3.515 3.568
PP 3.467 3.467 3.467 3.478
S1 3.425 3.425 3.493 3.446
S2 3.345 3.345 3.482
S3 3.223 3.303 3.470
S4 3.101 3.181 3.437
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.819 3.716 3.377
R3 3.657 3.554 3.333
R2 3.495 3.495 3.318
R1 3.392 3.392 3.303 3.363
PP 3.333 3.333 3.333 3.319
S1 3.230 3.230 3.273 3.201
S2 3.171 3.171 3.258
S3 3.009 3.068 3.243
S4 2.847 2.906 3.199
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.510 3.275 0.235 6.7% 0.078 2.2% 97% True False 2,815
10 3.510 3.250 0.260 7.4% 0.074 2.1% 98% True False 2,194
20 3.510 3.250 0.260 7.4% 0.071 2.0% 98% True False 1,816
40 3.704 3.250 0.454 13.0% 0.071 2.0% 56% False False 1,536
60 3.704 3.250 0.454 13.0% 0.071 2.0% 56% False False 1,401
80 3.704 3.170 0.534 15.2% 0.068 1.9% 63% False False 1,313
100 3.704 3.072 0.632 18.0% 0.067 1.9% 68% False False 1,250
120 3.704 3.072 0.632 18.0% 0.062 1.8% 68% False False 1,155
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 0.011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.029
2.618 3.829
1.618 3.707
1.000 3.632
0.618 3.585
HIGH 3.510
0.618 3.463
0.500 3.449
0.382 3.435
LOW 3.388
0.618 3.313
1.000 3.266
1.618 3.191
2.618 3.069
4.250 2.870
Fisher Pivots for day following 11-Sep-2012
Pivot 1 day 3 day
R1 3.486 3.467
PP 3.467 3.430
S1 3.449 3.393

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

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