NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 07-Jan-2013
Day Change Summary
Previous Current
04-Jan-2013 07-Jan-2013 Change Change % Previous Week
Open 3.326 3.390 0.064 1.9% 3.551
High 3.405 3.447 0.042 1.2% 3.571
Low 3.317 3.347 0.030 0.9% 3.150
Close 3.393 3.374 -0.019 -0.6% 3.393
Range 0.088 0.100 0.012 13.6% 0.421
ATR 0.111 0.110 -0.001 -0.7% 0.000
Volume 16,037 13,390 -2,647 -16.5% 43,967
Daily Pivots for day following 07-Jan-2013
Classic Woodie Camarilla DeMark
R4 3.689 3.632 3.429
R3 3.589 3.532 3.402
R2 3.489 3.489 3.392
R1 3.432 3.432 3.383 3.411
PP 3.389 3.389 3.389 3.379
S1 3.332 3.332 3.365 3.311
S2 3.289 3.289 3.356
S3 3.189 3.232 3.347
S4 3.089 3.132 3.319
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 4.634 4.435 3.625
R3 4.213 4.014 3.509
R2 3.792 3.792 3.470
R1 3.593 3.593 3.432 3.482
PP 3.371 3.371 3.371 3.316
S1 3.172 3.172 3.354 3.061
S2 2.950 2.950 3.316
S3 2.529 2.751 3.277
S4 2.108 2.330 3.161
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.571 3.150 0.421 12.5% 0.137 4.1% 53% False False 11,471
10 3.612 3.150 0.462 13.7% 0.111 3.3% 48% False False 9,885
20 3.743 3.150 0.593 17.6% 0.103 3.0% 38% False False 11,624
40 4.015 3.150 0.865 25.6% 0.100 3.0% 26% False False 9,304
60 4.015 3.150 0.865 25.6% 0.094 2.8% 26% False False 8,069
80 4.015 3.150 0.865 25.6% 0.088 2.6% 26% False False 7,200
100 4.015 3.150 0.865 25.6% 0.085 2.5% 26% False False 6,231
120 4.015 3.150 0.865 25.6% 0.083 2.5% 26% False False 5,407
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.872
2.618 3.709
1.618 3.609
1.000 3.547
0.618 3.509
HIGH 3.447
0.618 3.409
0.500 3.397
0.382 3.385
LOW 3.347
0.618 3.285
1.000 3.247
1.618 3.185
2.618 3.085
4.250 2.922
Fisher Pivots for day following 07-Jan-2013
Pivot 1 day 3 day
R1 3.397 3.370
PP 3.389 3.367
S1 3.382 3.363

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

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