NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 15-Feb-2013
Day Change Summary
Previous Current
14-Feb-2013 15-Feb-2013 Change Change % Previous Week
Open 3.427 3.307 -0.120 -3.5% 3.387
High 3.438 3.323 -0.115 -3.3% 3.451
Low 3.274 3.260 -0.014 -0.4% 3.260
Close 3.301 3.286 -0.015 -0.5% 3.286
Range 0.164 0.063 -0.101 -61.6% 0.191
ATR 0.103 0.100 -0.003 -2.8% 0.000
Volume 78,373 66,997 -11,376 -14.5% 377,655
Daily Pivots for day following 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 3.479 3.445 3.321
R3 3.416 3.382 3.303
R2 3.353 3.353 3.298
R1 3.319 3.319 3.292 3.305
PP 3.290 3.290 3.290 3.282
S1 3.256 3.256 3.280 3.242
S2 3.227 3.227 3.274
S3 3.164 3.193 3.269
S4 3.101 3.130 3.251
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 3.905 3.787 3.391
R3 3.714 3.596 3.339
R2 3.523 3.523 3.321
R1 3.405 3.405 3.304 3.369
PP 3.332 3.332 3.332 3.314
S1 3.214 3.214 3.268 3.178
S2 3.141 3.141 3.251
S3 2.950 3.023 3.233
S4 2.759 2.832 3.181
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.451 3.260 0.191 5.8% 0.097 2.9% 14% False True 75,531
10 3.563 3.260 0.303 9.2% 0.094 2.9% 9% False True 57,401
20 3.716 3.260 0.456 13.9% 0.098 3.0% 6% False True 38,799
40 3.716 3.150 0.566 17.2% 0.101 3.1% 24% False False 26,300
60 4.015 3.150 0.865 26.3% 0.100 3.0% 16% False False 20,695
80 4.015 3.150 0.865 26.3% 0.096 2.9% 16% False False 17,046
100 4.015 3.150 0.865 26.3% 0.093 2.8% 16% False False 14,846
120 4.015 3.150 0.865 26.3% 0.089 2.7% 16% False False 12,873
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.023
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.591
2.618 3.488
1.618 3.425
1.000 3.386
0.618 3.362
HIGH 3.323
0.618 3.299
0.500 3.292
0.382 3.284
LOW 3.260
0.618 3.221
1.000 3.197
1.618 3.158
2.618 3.095
4.250 2.992
Fisher Pivots for day following 15-Feb-2013
Pivot 1 day 3 day
R1 3.292 3.356
PP 3.290 3.332
S1 3.288 3.309

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

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