NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 27-Mar-2013
Day Change Summary
Previous Current
26-Mar-2013 27-Mar-2013 Change Change % Previous Week
Open 3.902 3.999 0.097 2.5% 3.914
High 4.030 4.103 0.073 1.8% 4.050
Low 3.888 3.983 0.095 2.4% 3.890
Close 3.991 4.068 0.077 1.9% 3.952
Range 0.142 0.120 -0.022 -15.5% 0.160
ATR 0.104 0.105 0.001 1.1% 0.000
Volume 153,558 172,865 19,307 12.6% 537,825
Daily Pivots for day following 27-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.411 4.360 4.134
R3 4.291 4.240 4.101
R2 4.171 4.171 4.090
R1 4.120 4.120 4.079 4.146
PP 4.051 4.051 4.051 4.064
S1 4.000 4.000 4.057 4.026
S2 3.931 3.931 4.046
S3 3.811 3.880 4.035
S4 3.691 3.760 4.002
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.444 4.358 4.040
R3 4.284 4.198 3.996
R2 4.124 4.124 3.981
R1 4.038 4.038 3.967 4.081
PP 3.964 3.964 3.964 3.986
S1 3.878 3.878 3.937 3.921
S2 3.804 3.804 3.923
S3 3.644 3.718 3.908
S4 3.484 3.558 3.864
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.103 3.885 0.218 5.4% 0.125 3.1% 84% True False 141,999
10 4.103 3.716 0.387 9.5% 0.118 2.9% 91% True False 125,020
20 4.103 3.459 0.644 15.8% 0.097 2.4% 95% True False 90,257
40 4.103 3.260 0.843 20.7% 0.096 2.4% 96% True False 67,725
60 4.103 3.150 0.953 23.4% 0.100 2.5% 96% True False 51,155
80 4.103 3.150 0.953 23.4% 0.099 2.4% 96% True False 41,003
100 4.103 3.150 0.953 23.4% 0.097 2.4% 96% True False 34,090
120 4.103 3.150 0.953 23.4% 0.094 2.3% 96% True False 29,392
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 0.021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.613
2.618 4.417
1.618 4.297
1.000 4.223
0.618 4.177
HIGH 4.103
0.618 4.057
0.500 4.043
0.382 4.029
LOW 3.983
0.618 3.909
1.000 3.863
1.618 3.789
2.618 3.669
4.250 3.473
Fisher Pivots for day following 27-Mar-2013
Pivot 1 day 3 day
R1 4.060 4.043
PP 4.051 4.019
S1 4.043 3.994

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

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