NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 09-Oct-2012
Day Change Summary
Previous Current
08-Oct-2012 09-Oct-2012 Change Change % Previous Week
Open 3.831 3.828 -0.003 -0.1% 3.810
High 3.850 3.899 0.049 1.3% 3.885
Low 3.764 3.796 0.032 0.9% 3.730
Close 3.835 3.894 0.059 1.5% 3.803
Range 0.086 0.103 0.017 19.8% 0.155
ATR 0.080 0.082 0.002 2.1% 0.000
Volume 5,836 5,087 -749 -12.8% 31,362
Daily Pivots for day following 09-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.172 4.136 3.951
R3 4.069 4.033 3.922
R2 3.966 3.966 3.913
R1 3.930 3.930 3.903 3.948
PP 3.863 3.863 3.863 3.872
S1 3.827 3.827 3.885 3.845
S2 3.760 3.760 3.875
S3 3.657 3.724 3.866
S4 3.554 3.621 3.837
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.271 4.192 3.888
R3 4.116 4.037 3.846
R2 3.961 3.961 3.831
R1 3.882 3.882 3.817 3.844
PP 3.806 3.806 3.806 3.787
S1 3.727 3.727 3.789 3.689
S2 3.651 3.651 3.775
S3 3.496 3.572 3.760
S4 3.341 3.417 3.718
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.899 3.730 0.169 4.3% 0.083 2.1% 97% True False 5,909
10 3.899 3.592 0.307 7.9% 0.084 2.2% 98% True False 5,819
20 3.899 3.450 0.449 11.5% 0.074 1.9% 99% True False 4,846
40 3.899 3.250 0.649 16.7% 0.072 1.9% 99% True False 3,331
60 3.899 3.250 0.649 16.7% 0.072 1.8% 99% True False 2,639
80 3.899 3.250 0.649 16.7% 0.071 1.8% 99% True False 2,262
100 3.899 3.170 0.729 18.7% 0.069 1.8% 99% True False 2,020
120 3.899 3.072 0.827 21.2% 0.068 1.7% 99% True False 1,849
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 0.019
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.337
2.618 4.169
1.618 4.066
1.000 4.002
0.618 3.963
HIGH 3.899
0.618 3.860
0.500 3.848
0.382 3.835
LOW 3.796
0.618 3.732
1.000 3.693
1.618 3.629
2.618 3.526
4.250 3.358
Fisher Pivots for day following 09-Oct-2012
Pivot 1 day 3 day
R1 3.879 3.873
PP 3.863 3.852
S1 3.848 3.832

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

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