NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 26-Sep-2012
Day Change Summary
Previous Current
25-Sep-2012 26-Sep-2012 Change Change % Previous Week
Open 3.550 3.616 0.066 1.9% 3.486
High 3.590 3.701 0.111 3.1% 3.554
Low 3.550 3.592 0.042 1.2% 3.450
Close 3.584 3.665 0.081 2.3% 3.554
Range 0.040 0.109 0.069 172.5% 0.104
ATR 0.072 0.075 0.003 4.5% 0.000
Volume 1,896 1,993 97 5.1% 9,469
Daily Pivots for day following 26-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.980 3.931 3.725
R3 3.871 3.822 3.695
R2 3.762 3.762 3.685
R1 3.713 3.713 3.675 3.738
PP 3.653 3.653 3.653 3.665
S1 3.604 3.604 3.655 3.629
S2 3.544 3.544 3.645
S3 3.435 3.495 3.635
S4 3.326 3.386 3.605
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.831 3.797 3.611
R3 3.727 3.693 3.583
R2 3.623 3.623 3.573
R1 3.589 3.589 3.564 3.606
PP 3.519 3.519 3.519 3.528
S1 3.485 3.485 3.544 3.502
S2 3.415 3.415 3.535
S3 3.311 3.381 3.525
S4 3.207 3.277 3.497
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.701 3.453 0.248 6.8% 0.065 1.8% 85% True False 2,792
10 3.701 3.450 0.251 6.8% 0.064 1.7% 86% True False 2,875
20 3.701 3.250 0.451 12.3% 0.071 1.9% 92% True False 3,061
40 3.701 3.250 0.451 12.3% 0.072 2.0% 92% True False 2,293
60 3.704 3.250 0.454 12.4% 0.071 1.9% 91% False False 1,858
80 3.704 3.170 0.534 14.6% 0.069 1.9% 93% False False 1,654
100 3.704 3.170 0.534 14.6% 0.068 1.8% 93% False False 1,549
120 3.704 3.072 0.632 17.2% 0.065 1.8% 94% False False 1,436
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 4.164
2.618 3.986
1.618 3.877
1.000 3.810
0.618 3.768
HIGH 3.701
0.618 3.659
0.500 3.647
0.382 3.634
LOW 3.592
0.618 3.525
1.000 3.483
1.618 3.416
2.618 3.307
4.250 3.129
Fisher Pivots for day following 26-Sep-2012
Pivot 1 day 3 day
R1 3.659 3.643
PP 3.653 3.620
S1 3.647 3.598

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

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