NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 19-Nov-2012
Day Change Summary
Previous Current
16-Nov-2012 19-Nov-2012 Change Change % Previous Week
Open 3.821 3.897 0.076 2.0% 3.643
High 3.884 3.899 0.015 0.4% 3.906
Low 3.777 3.825 0.048 1.3% 3.630
Close 3.876 3.830 -0.046 -1.2% 3.876
Range 0.107 0.074 -0.033 -30.8% 0.276
ATR 0.093 0.091 -0.001 -1.4% 0.000
Volume 6,749 4,780 -1,969 -29.2% 44,003
Daily Pivots for day following 19-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.073 4.026 3.871
R3 3.999 3.952 3.850
R2 3.925 3.925 3.844
R1 3.878 3.878 3.837 3.865
PP 3.851 3.851 3.851 3.845
S1 3.804 3.804 3.823 3.791
S2 3.777 3.777 3.816
S3 3.703 3.730 3.810
S4 3.629 3.656 3.789
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.632 4.530 4.028
R3 4.356 4.254 3.952
R2 4.080 4.080 3.927
R1 3.978 3.978 3.901 4.029
PP 3.804 3.804 3.804 3.830
S1 3.702 3.702 3.851 3.753
S2 3.528 3.528 3.825
S3 3.252 3.426 3.800
S4 2.976 3.150 3.724
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.906 3.725 0.181 4.7% 0.097 2.5% 58% False False 8,180
10 3.906 3.630 0.276 7.2% 0.088 2.3% 72% False False 7,382
20 3.944 3.630 0.314 8.2% 0.086 2.3% 64% False False 6,099
40 4.000 3.550 0.450 11.7% 0.083 2.2% 62% False False 6,071
60 4.000 3.250 0.750 19.6% 0.079 2.1% 77% False False 5,050
80 4.000 3.250 0.750 19.6% 0.078 2.0% 77% False False 4,163
100 4.000 3.250 0.750 19.6% 0.075 2.0% 77% False False 3,541
120 4.000 3.170 0.830 21.7% 0.073 1.9% 80% False False 3,111
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 True
Stretch 0.017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.214
2.618 4.093
1.618 4.019
1.000 3.973
0.618 3.945
HIGH 3.899
0.618 3.871
0.500 3.862
0.382 3.853
LOW 3.825
0.618 3.779
1.000 3.751
1.618 3.705
2.618 3.631
4.250 3.511
Fisher Pivots for day following 19-Nov-2012
Pivot 1 day 3 day
R1 3.862 3.841
PP 3.851 3.837
S1 3.841 3.834

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

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