NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 22-Oct-2012
Day Change Summary
Previous Current
19-Oct-2012 22-Oct-2012 Change Change % Previous Week
Open 3.973 3.995 0.022 0.6% 3.899
High 4.000 3.995 -0.005 -0.1% 4.000
Low 3.959 3.857 -0.102 -2.6% 3.804
Close 3.983 3.863 -0.120 -3.0% 3.983
Range 0.041 0.138 0.097 236.6% 0.196
ATR 0.077 0.081 0.004 5.7% 0.000
Volume 5,402 4,387 -1,015 -18.8% 29,087
Daily Pivots for day following 22-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.319 4.229 3.939
R3 4.181 4.091 3.901
R2 4.043 4.043 3.888
R1 3.953 3.953 3.876 3.929
PP 3.905 3.905 3.905 3.893
S1 3.815 3.815 3.850 3.791
S2 3.767 3.767 3.838
S3 3.629 3.677 3.825
S4 3.491 3.539 3.787
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.517 4.446 4.091
R3 4.321 4.250 4.037
R2 4.125 4.125 4.019
R1 4.054 4.054 4.001 4.090
PP 3.929 3.929 3.929 3.947
S1 3.858 3.858 3.965 3.894
S2 3.733 3.733 3.947
S3 3.537 3.662 3.929
S4 3.341 3.466 3.875
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.000 3.816 0.184 4.8% 0.076 2.0% 26% False False 4,979
10 4.000 3.796 0.204 5.3% 0.080 2.1% 33% False False 6,587
20 4.000 3.550 0.450 11.6% 0.079 2.0% 70% False False 6,044
40 4.000 3.250 0.750 19.4% 0.075 1.9% 82% False False 4,525
60 4.000 3.250 0.750 19.4% 0.075 1.9% 82% False False 3,518
80 4.000 3.250 0.750 19.4% 0.072 1.9% 82% False False 2,901
100 4.000 3.170 0.830 21.5% 0.070 1.8% 83% False False 2,513
120 4.000 3.170 0.830 21.5% 0.069 1.8% 83% False False 2,286
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 0.012
Widest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 4.582
2.618 4.356
1.618 4.218
1.000 4.133
0.618 4.080
HIGH 3.995
0.618 3.942
0.500 3.926
0.382 3.910
LOW 3.857
0.618 3.772
1.000 3.719
1.618 3.634
2.618 3.496
4.250 3.271
Fisher Pivots for day following 22-Oct-2012
Pivot 1 day 3 day
R1 3.926 3.929
PP 3.905 3.907
S1 3.884 3.885

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

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