NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 12-Apr-2013
Day Change Summary
Previous Current
11-Apr-2013 12-Apr-2013 Change Change % Previous Week
Open 4.102 4.175 0.073 1.8% 4.163
High 4.185 4.264 0.079 1.9% 4.264
Low 4.047 4.151 0.104 2.6% 4.004
Close 4.139 4.222 0.083 2.0% 4.222
Range 0.138 0.113 -0.025 -18.1% 0.260
ATR 0.119 0.119 0.000 0.4% 0.000
Volume 225,709 152,668 -73,041 -32.4% 1,038,980
Daily Pivots for day following 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 4.551 4.500 4.284
R3 4.438 4.387 4.253
R2 4.325 4.325 4.243
R1 4.274 4.274 4.232 4.300
PP 4.212 4.212 4.212 4.225
S1 4.161 4.161 4.212 4.187
S2 4.099 4.099 4.201
S3 3.986 4.048 4.191
S4 3.873 3.935 4.160
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 4.943 4.843 4.365
R3 4.683 4.583 4.294
R2 4.423 4.423 4.270
R1 4.323 4.323 4.246 4.373
PP 4.163 4.163 4.163 4.189
S1 4.063 4.063 4.198 4.113
S2 3.903 3.903 4.174
S3 3.643 3.803 4.151
S4 3.383 3.543 4.079
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.264 4.004 0.260 6.2% 0.124 2.9% 84% True False 207,796
10 4.264 3.861 0.403 9.5% 0.125 3.0% 90% True False 198,584
20 4.264 3.856 0.408 9.7% 0.121 2.9% 90% True False 165,180
40 4.264 3.260 1.004 23.8% 0.106 2.5% 96% True False 110,373
60 4.264 3.260 1.004 23.8% 0.103 2.4% 96% True False 84,709
80 4.264 3.150 1.114 26.4% 0.103 2.4% 96% True False 66,838
100 4.264 3.150 1.114 26.4% 0.102 2.4% 96% True False 55,228
120 4.264 3.150 1.114 26.4% 0.099 2.3% 96% True False 47,025
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 0.026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.744
2.618 4.560
1.618 4.447
1.000 4.377
0.618 4.334
HIGH 4.264
0.618 4.221
0.500 4.208
0.382 4.194
LOW 4.151
0.618 4.081
1.000 4.038
1.618 3.968
2.618 3.855
4.250 3.671
Fisher Pivots for day following 12-Apr-2013
Pivot 1 day 3 day
R1 4.217 4.196
PP 4.212 4.170
S1 4.208 4.145

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

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