NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 29-Nov-2012
Day Change Summary
Previous Current
28-Nov-2012 29-Nov-2012 Change Change % Previous Week
Open 3.865 3.806 -0.059 -1.5% 3.897
High 3.865 3.806 -0.059 -1.5% 4.015
Low 3.754 3.655 -0.099 -2.6% 3.825
Close 3.811 3.679 -0.132 -3.5% 3.994
Range 0.111 0.151 0.040 36.0% 0.190
ATR 0.096 0.100 0.004 4.5% 0.000
Volume 5,480 8,224 2,744 50.1% 19,507
Daily Pivots for day following 29-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.166 4.074 3.762
R3 4.015 3.923 3.721
R2 3.864 3.864 3.707
R1 3.772 3.772 3.693 3.743
PP 3.713 3.713 3.713 3.699
S1 3.621 3.621 3.665 3.592
S2 3.562 3.562 3.651
S3 3.411 3.470 3.637
S4 3.260 3.319 3.596
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.515 4.444 4.099
R3 4.325 4.254 4.046
R2 4.135 4.135 4.029
R1 4.064 4.064 4.011 4.100
PP 3.945 3.945 3.945 3.962
S1 3.874 3.874 3.977 3.910
S2 3.755 3.755 3.959
S3 3.565 3.684 3.942
S4 3.375 3.494 3.890
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.015 3.655 0.360 9.8% 0.099 2.7% 7% False True 6,477
10 4.015 3.655 0.360 9.8% 0.096 2.6% 7% False True 6,174
20 4.015 3.630 0.385 10.5% 0.090 2.4% 13% False False 6,437
40 4.015 3.630 0.385 10.5% 0.086 2.3% 13% False False 6,169
60 4.015 3.275 0.740 20.1% 0.082 2.2% 55% False False 5,529
80 4.015 3.250 0.765 20.8% 0.078 2.1% 56% False False 4,550
100 4.015 3.250 0.765 20.8% 0.077 2.1% 56% False False 3,851
120 4.015 3.170 0.845 23.0% 0.076 2.1% 60% False False 3,401
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 0.015
Widest range in 102 trading days
Fibonacci Retracements and Extensions
4.250 4.448
2.618 4.201
1.618 4.050
1.000 3.957
0.618 3.899
HIGH 3.806
0.618 3.748
0.500 3.731
0.382 3.713
LOW 3.655
0.618 3.562
1.000 3.504
1.618 3.411
2.618 3.260
4.250 3.013
Fisher Pivots for day following 29-Nov-2012
Pivot 1 day 3 day
R1 3.731 3.779
PP 3.713 3.745
S1 3.696 3.712

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

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