NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 30-Oct-2012
Day Change Summary
Previous Current
29-Oct-2012 30-Oct-2012 Change Change % Previous Week
Open 3.863 3.904 0.041 1.1% 3.995
High 3.944 3.906 -0.038 -1.0% 3.995
Low 3.844 3.794 -0.050 -1.3% 3.800
Close 3.897 3.809 -0.088 -2.3% 3.834
Range 0.100 0.112 0.012 12.0% 0.195
ATR 0.085 0.087 0.002 2.2% 0.000
Volume 4,082 4,365 283 6.9% 23,759
Daily Pivots for day following 30-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.172 4.103 3.871
R3 4.060 3.991 3.840
R2 3.948 3.948 3.830
R1 3.879 3.879 3.819 3.858
PP 3.836 3.836 3.836 3.826
S1 3.767 3.767 3.799 3.746
S2 3.724 3.724 3.788
S3 3.612 3.655 3.778
S4 3.500 3.543 3.747
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.461 4.343 3.941
R3 4.266 4.148 3.888
R2 4.071 4.071 3.870
R1 3.953 3.953 3.852 3.915
PP 3.876 3.876 3.876 3.857
S1 3.758 3.758 3.816 3.720
S2 3.681 3.681 3.798
S3 3.486 3.563 3.780
S4 3.291 3.368 3.727
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.944 3.794 0.150 3.9% 0.098 2.6% 10% False True 4,175
10 4.000 3.794 0.206 5.4% 0.087 2.3% 7% False True 4,679
20 4.000 3.730 0.270 7.1% 0.083 2.2% 29% False False 5,907
40 4.000 3.275 0.725 19.0% 0.078 2.0% 74% False False 4,990
60 4.000 3.250 0.750 19.7% 0.075 2.0% 75% False False 3,844
80 4.000 3.250 0.750 19.7% 0.074 1.9% 75% False False 3,149
100 4.000 3.170 0.830 21.8% 0.073 1.9% 77% False False 2,747
120 4.000 3.170 0.830 21.8% 0.071 1.9% 77% False False 2,466
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 0.010
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.382
2.618 4.199
1.618 4.087
1.000 4.018
0.618 3.975
HIGH 3.906
0.618 3.863
0.500 3.850
0.382 3.837
LOW 3.794
0.618 3.725
1.000 3.682
1.618 3.613
2.618 3.501
4.250 3.318
Fisher Pivots for day following 30-Oct-2012
Pivot 1 day 3 day
R1 3.850 3.869
PP 3.836 3.849
S1 3.823 3.829

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

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