NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 22-Apr-2013
Day Change Summary
Previous Current
19-Apr-2013 22-Apr-2013 Change Change % Previous Week
Open 4.418 4.390 -0.028 -0.6% 4.227
High 4.420 4.397 -0.023 -0.5% 4.429
Low 4.363 4.251 -0.112 -2.6% 4.084
Close 4.408 4.267 -0.141 -3.2% 4.408
Range 0.057 0.146 0.089 156.1% 0.345
ATR 0.125 0.127 0.002 1.8% 0.000
Volume 100,567 125,557 24,990 24.8% 771,989
Daily Pivots for day following 22-Apr-2013
Classic Woodie Camarilla DeMark
R4 4.743 4.651 4.347
R3 4.597 4.505 4.307
R2 4.451 4.451 4.294
R1 4.359 4.359 4.280 4.332
PP 4.305 4.305 4.305 4.292
S1 4.213 4.213 4.254 4.186
S2 4.159 4.159 4.240
S3 4.013 4.067 4.227
S4 3.867 3.921 4.187
Weekly Pivots for week ending 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 5.342 5.220 4.598
R3 4.997 4.875 4.503
R2 4.652 4.652 4.471
R1 4.530 4.530 4.440 4.591
PP 4.307 4.307 4.307 4.338
S1 4.185 4.185 4.376 4.246
S2 3.962 3.962 4.345
S3 3.617 3.840 4.313
S4 3.272 3.495 4.218
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.429 4.084 0.345 8.1% 0.135 3.2% 53% False False 148,898
10 4.429 4.004 0.425 10.0% 0.134 3.1% 62% False False 168,557
20 4.429 3.861 0.568 13.3% 0.132 3.1% 71% False False 177,137
40 4.429 3.444 0.985 23.1% 0.112 2.6% 84% False False 124,918
60 4.429 3.260 1.169 27.4% 0.106 2.5% 86% False False 97,621
80 4.429 3.150 1.279 30.0% 0.106 2.5% 87% False False 77,243
100 4.429 3.150 1.279 30.0% 0.105 2.5% 87% False False 63,899
120 4.429 3.150 1.279 30.0% 0.102 2.4% 87% False False 54,262
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.018
2.618 4.779
1.618 4.633
1.000 4.543
0.618 4.487
HIGH 4.397
0.618 4.341
0.500 4.324
0.382 4.307
LOW 4.251
0.618 4.161
1.000 4.105
1.618 4.015
2.618 3.869
4.250 3.631
Fisher Pivots for day following 22-Apr-2013
Pivot 1 day 3 day
R1 4.324 4.301
PP 4.305 4.289
S1 4.286 4.278

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

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