NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 09-Nov-2012
Day Change Summary
Previous Current
08-Nov-2012 09-Nov-2012 Change Change % Previous Week
Open 3.684 3.700 0.016 0.4% 3.651
High 3.749 3.700 -0.049 -1.3% 3.749
Low 3.661 3.630 -0.031 -0.8% 3.630
Close 3.743 3.650 -0.093 -2.5% 3.650
Range 0.088 0.070 -0.018 -20.5% 0.119
ATR 0.086 0.088 0.002 2.3% 0.000
Volume 8,145 6,905 -1,240 -15.2% 31,037
Daily Pivots for day following 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 3.870 3.830 3.689
R3 3.800 3.760 3.669
R2 3.730 3.730 3.663
R1 3.690 3.690 3.656 3.675
PP 3.660 3.660 3.660 3.653
S1 3.620 3.620 3.644 3.605
S2 3.590 3.590 3.637
S3 3.520 3.550 3.631
S4 3.450 3.480 3.612
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.033 3.961 3.715
R3 3.914 3.842 3.683
R2 3.795 3.795 3.672
R1 3.723 3.723 3.661 3.700
PP 3.676 3.676 3.676 3.665
S1 3.604 3.604 3.639 3.581
S2 3.557 3.557 3.628
S3 3.438 3.485 3.617
S4 3.319 3.366 3.585
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.749 3.630 0.119 3.3% 0.070 1.9% 17% False True 6,207
10 3.944 3.630 0.314 8.6% 0.081 2.2% 6% False True 5,383
20 4.000 3.630 0.370 10.1% 0.081 2.2% 5% False True 5,334
40 4.000 3.450 0.550 15.1% 0.077 2.1% 36% False False 5,236
60 4.000 3.250 0.750 20.5% 0.077 2.1% 53% False False 4,392
80 4.000 3.250 0.750 20.5% 0.074 2.0% 53% False False 3,618
100 4.000 3.250 0.750 20.5% 0.074 2.0% 53% False False 3,107
120 4.000 3.170 0.830 22.7% 0.071 2.0% 58% False False 2,763
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 0.010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.998
2.618 3.883
1.618 3.813
1.000 3.770
0.618 3.743
HIGH 3.700
0.618 3.673
0.500 3.665
0.382 3.657
LOW 3.630
0.618 3.587
1.000 3.560
1.618 3.517
2.618 3.447
4.250 3.333
Fisher Pivots for day following 09-Nov-2012
Pivot 1 day 3 day
R1 3.665 3.690
PP 3.660 3.676
S1 3.655 3.663

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

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