NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 06-Nov-2012
Day Change Summary
Previous Current
05-Nov-2012 06-Nov-2012 Change Change % Previous Week
Open 3.651 3.673 0.022 0.6% 3.863
High 3.703 3.744 0.041 1.1% 3.944
Low 3.646 3.643 -0.003 -0.1% 3.658
Close 3.677 3.744 0.067 1.8% 3.681
Range 0.057 0.101 0.044 77.2% 0.286
ATR 0.087 0.088 0.001 1.2% 0.000
Volume 5,991 3,190 -2,801 -46.8% 22,798
Daily Pivots for day following 06-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.013 3.980 3.800
R3 3.912 3.879 3.772
R2 3.811 3.811 3.763
R1 3.778 3.778 3.753 3.795
PP 3.710 3.710 3.710 3.719
S1 3.677 3.677 3.735 3.694
S2 3.609 3.609 3.725
S3 3.508 3.576 3.716
S4 3.407 3.475 3.688
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.619 4.436 3.838
R3 4.333 4.150 3.760
R2 4.047 4.047 3.733
R1 3.864 3.864 3.707 3.813
PP 3.761 3.761 3.761 3.735
S1 3.578 3.578 3.655 3.527
S2 3.475 3.475 3.629
S3 3.189 3.292 3.602
S4 2.903 3.006 3.524
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.864 3.643 0.221 5.9% 0.081 2.2% 46% False True 4,706
10 3.944 3.643 0.301 8.0% 0.089 2.4% 34% False True 4,441
20 4.000 3.643 0.357 9.5% 0.083 2.2% 28% False True 5,607
40 4.000 3.450 0.550 14.7% 0.078 2.1% 53% False False 5,226
60 4.000 3.250 0.750 20.0% 0.076 2.0% 66% False False 4,089
80 4.000 3.250 0.750 20.0% 0.074 2.0% 66% False False 3,381
100 4.000 3.250 0.750 20.0% 0.074 2.0% 66% False False 2,931
120 4.000 3.170 0.830 22.2% 0.071 1.9% 69% False False 2,617
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.173
2.618 4.008
1.618 3.907
1.000 3.845
0.618 3.806
HIGH 3.744
0.618 3.705
0.500 3.694
0.382 3.682
LOW 3.643
0.618 3.581
1.000 3.542
1.618 3.480
2.618 3.379
4.250 3.214
Fisher Pivots for day following 06-Nov-2012
Pivot 1 day 3 day
R1 3.727 3.732
PP 3.710 3.719
S1 3.694 3.707

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

View Archives - Comment on this page... - Back to Index of Symbols