NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 10-Jan-2013
Day Change Summary
Previous Current
09-Jan-2013 10-Jan-2013 Change Change % Previous Week
Open 3.316 3.253 -0.063 -1.9% 3.551
High 3.316 3.325 0.009 0.3% 3.571
Low 3.214 3.247 0.033 1.0% 3.150
Close 3.241 3.315 0.074 2.3% 3.393
Range 0.102 0.078 -0.024 -23.5% 0.421
ATR 0.107 0.106 -0.002 -1.5% 0.000
Volume 18,803 26,018 7,215 38.4% 43,967
Daily Pivots for day following 10-Jan-2013
Classic Woodie Camarilla DeMark
R4 3.530 3.500 3.358
R3 3.452 3.422 3.336
R2 3.374 3.374 3.329
R1 3.344 3.344 3.322 3.359
PP 3.296 3.296 3.296 3.303
S1 3.266 3.266 3.308 3.281
S2 3.218 3.218 3.301
S3 3.140 3.188 3.294
S4 3.062 3.110 3.272
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 3.447 3.214 0.233 7.0% 0.086 2.6% 43% False False 17,276
10 3.573 3.150 0.423 12.8% 0.110 3.3% 39% False False 12,908
20 3.612 3.150 0.462 13.9% 0.101 3.1% 36% False False 12,489
40 4.015 3.150 0.865 26.1% 0.100 3.0% 19% False False 10,154
60 4.015 3.150 0.865 26.1% 0.094 2.8% 19% False False 8,536
80 4.015 3.150 0.865 26.1% 0.089 2.7% 19% False False 7,776
100 4.015 3.150 0.865 26.1% 0.087 2.6% 19% False False 6,760
120 4.015 3.150 0.865 26.1% 0.083 2.5% 19% False False 5,856
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 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.657
2.618 3.529
1.618 3.451
1.000 3.403
0.618 3.373
HIGH 3.325
0.618 3.295
0.500 3.286
0.382 3.277
LOW 3.247
0.618 3.199
1.000 3.169
1.618 3.121
2.618 3.043
4.250 2.916
Fisher Pivots for day following 10-Jan-2013
Pivot 1 day 3 day
R1 3.305 3.308
PP 3.296 3.301
S1 3.286 3.295

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

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