NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 08-Apr-2013
Day Change Summary
Previous Current
05-Apr-2013 08-Apr-2013 Change Change % Previous Week
Open 3.947 4.163 0.216 5.5% 3.969
High 4.146 4.180 0.034 0.8% 4.146
Low 3.930 4.045 0.115 2.9% 3.861
Close 4.125 4.082 -0.043 -1.0% 4.125
Range 0.216 0.135 -0.081 -37.5% 0.285
ATR 0.115 0.116 0.001 1.3% 0.000
Volume 311,657 250,952 -60,705 -19.5% 946,865
Daily Pivots for day following 08-Apr-2013
Classic Woodie Camarilla DeMark
R4 4.507 4.430 4.156
R3 4.372 4.295 4.119
R2 4.237 4.237 4.107
R1 4.160 4.160 4.094 4.131
PP 4.102 4.102 4.102 4.088
S1 4.025 4.025 4.070 3.996
S2 3.967 3.967 4.057
S3 3.832 3.890 4.045
S4 3.697 3.755 4.008
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 4.899 4.797 4.282
R3 4.614 4.512 4.203
R2 4.329 4.329 4.177
R1 4.227 4.227 4.151 4.278
PP 4.044 4.044 4.044 4.070
S1 3.942 3.942 4.099 3.993
S2 3.759 3.759 4.073
S3 3.474 3.657 4.047
S4 3.189 3.372 3.968
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.180 3.861 0.319 7.8% 0.131 3.2% 69% True False 210,495
10 4.180 3.861 0.319 7.8% 0.131 3.2% 69% True False 185,716
20 4.180 3.632 0.548 13.4% 0.114 2.8% 82% True False 142,023
40 4.180 3.260 0.920 22.5% 0.101 2.5% 89% True False 98,687
60 4.180 3.247 0.933 22.9% 0.101 2.5% 89% True False 73,066
80 4.180 3.150 1.030 25.2% 0.101 2.5% 90% True False 57,783
100 4.180 3.150 1.030 25.2% 0.101 2.5% 90% True False 47,720
120 4.180 3.150 1.030 25.2% 0.097 2.4% 90% True False 40,656
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 True
Stretch 0.026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.754
2.618 4.533
1.618 4.398
1.000 4.315
0.618 4.263
HIGH 4.180
0.618 4.128
0.500 4.113
0.382 4.097
LOW 4.045
0.618 3.962
1.000 3.910
1.618 3.827
2.618 3.692
4.250 3.471
Fisher Pivots for day following 08-Apr-2013
Pivot 1 day 3 day
R1 4.113 4.062
PP 4.102 4.041
S1 4.092 4.021

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

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