NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 28-Sep-2012
Day Change Summary
Previous Current
27-Sep-2012 28-Sep-2012 Change Change % Previous Week
Open 3.675 3.741 0.066 1.8% 3.505
High 3.724 3.760 0.036 1.0% 3.760
Low 3.653 3.699 0.046 1.3% 3.494
Close 3.721 3.756 0.035 0.9% 3.756
Range 0.071 0.061 -0.010 -14.1% 0.266
ATR 0.075 0.074 -0.001 -1.3% 0.000
Volume 6,683 7,234 551 8.2% 23,705
Daily Pivots for day following 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.921 3.900 3.790
R3 3.860 3.839 3.773
R2 3.799 3.799 3.767
R1 3.778 3.778 3.762 3.789
PP 3.738 3.738 3.738 3.744
S1 3.717 3.717 3.750 3.728
S2 3.677 3.677 3.745
S3 3.616 3.656 3.739
S4 3.555 3.595 3.722
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 4.468 4.378 3.902
R3 4.202 4.112 3.829
R2 3.936 3.936 3.805
R1 3.846 3.846 3.780 3.891
PP 3.670 3.670 3.670 3.693
S1 3.580 3.580 3.732 3.625
S2 3.404 3.404 3.707
S3 3.138 3.314 3.683
S4 2.872 3.048 3.610
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.760 3.494 0.266 7.1% 0.068 1.8% 98% True False 4,741
10 3.760 3.450 0.310 8.3% 0.062 1.6% 99% True False 3,317
20 3.760 3.275 0.485 12.9% 0.071 1.9% 99% True False 3,563
40 3.760 3.250 0.510 13.6% 0.071 1.9% 99% True False 2,562
60 3.760 3.250 0.510 13.6% 0.071 1.9% 99% True False 2,076
80 3.760 3.170 0.590 15.7% 0.070 1.9% 99% True False 1,812
100 3.760 3.170 0.590 15.7% 0.068 1.8% 99% True False 1,677
120 3.760 3.072 0.688 18.3% 0.065 1.7% 99% True False 1,543
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 0.017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.019
2.618 3.920
1.618 3.859
1.000 3.821
0.618 3.798
HIGH 3.760
0.618 3.737
0.500 3.730
0.382 3.722
LOW 3.699
0.618 3.661
1.000 3.638
1.618 3.600
2.618 3.539
4.250 3.440
Fisher Pivots for day following 28-Sep-2012
Pivot 1 day 3 day
R1 3.747 3.729
PP 3.738 3.703
S1 3.730 3.676

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

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