NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 02-Apr-2013
Day Change Summary
Previous Current
01-Apr-2013 02-Apr-2013 Change Change % Previous Week
Open 3.969 4.031 0.062 1.6% 3.964
High 4.044 4.044 0.000 0.0% 4.121
Low 3.934 3.943 0.009 0.2% 3.885
Close 4.015 3.969 -0.046 -1.1% 4.024
Range 0.110 0.101 -0.009 -8.2% 0.236
ATR 0.108 0.108 -0.001 -0.5% 0.000
Volume 145,340 156,391 11,051 7.6% 659,349
Daily Pivots for day following 02-Apr-2013
Classic Woodie Camarilla DeMark
R4 4.288 4.230 4.025
R3 4.187 4.129 3.997
R2 4.086 4.086 3.988
R1 4.028 4.028 3.978 4.007
PP 3.985 3.985 3.985 3.975
S1 3.927 3.927 3.960 3.906
S2 3.884 3.884 3.950
S3 3.783 3.826 3.941
S4 3.682 3.725 3.913
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.718 4.607 4.154
R3 4.482 4.371 4.089
R2 4.246 4.246 4.067
R1 4.135 4.135 4.046 4.191
PP 4.010 4.010 4.010 4.038
S1 3.899 3.899 4.002 3.955
S2 3.774 3.774 3.981
S3 3.538 3.663 3.959
S4 3.302 3.427 3.894
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.121 3.888 0.233 5.9% 0.124 3.1% 35% False False 166,667
10 4.121 3.885 0.236 5.9% 0.117 3.0% 36% False False 141,019
20 4.121 3.511 0.610 15.4% 0.105 2.6% 75% False False 108,431
40 4.121 3.260 0.861 21.7% 0.097 2.5% 82% False False 78,986
60 4.121 3.214 0.907 22.9% 0.097 2.5% 83% False False 59,138
80 4.121 3.150 0.971 24.5% 0.100 2.5% 84% False False 47,042
100 4.121 3.150 0.971 24.5% 0.098 2.5% 84% False False 39,010
120 4.121 3.150 0.971 24.5% 0.096 2.4% 84% False False 33,458
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 0.026
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.473
2.618 4.308
1.618 4.207
1.000 4.145
0.618 4.106
HIGH 4.044
0.618 4.005
0.500 3.994
0.382 3.982
LOW 3.943
0.618 3.881
1.000 3.842
1.618 3.780
2.618 3.679
4.250 3.514
Fisher Pivots for day following 02-Apr-2013
Pivot 1 day 3 day
R1 3.994 4.028
PP 3.985 4.008
S1 3.977 3.989

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

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