NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 23-Jan-2013
Day Change Summary
Previous Current
22-Jan-2013 23-Jan-2013 Change Change % Previous Week
Open 3.708 3.698 -0.010 -0.3% 3.518
High 3.763 3.710 -0.053 -1.4% 3.692
Low 3.630 3.647 0.017 0.5% 3.493
Close 3.685 3.690 0.005 0.1% 3.685
Range 0.133 0.063 -0.070 -52.6% 0.199
ATR 0.099 0.096 -0.003 -2.6% 0.000
Volume 9,144 11,179 2,035 22.3% 54,559
Daily Pivots for day following 23-Jan-2013
Classic Woodie Camarilla DeMark
R4 3.871 3.844 3.725
R3 3.808 3.781 3.707
R2 3.745 3.745 3.702
R1 3.718 3.718 3.696 3.700
PP 3.682 3.682 3.682 3.674
S1 3.655 3.655 3.684 3.637
S2 3.619 3.619 3.678
S3 3.556 3.592 3.673
S4 3.493 3.529 3.655
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 4.220 4.152 3.794
R3 4.021 3.953 3.740
R2 3.822 3.822 3.721
R1 3.754 3.754 3.703 3.788
PP 3.623 3.623 3.623 3.641
S1 3.555 3.555 3.667 3.589
S2 3.424 3.424 3.649
S3 3.225 3.356 3.630
S4 3.026 3.157 3.576
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.763 3.493 0.270 7.3% 0.093 2.5% 73% False False 11,428
10 3.763 3.275 0.488 13.2% 0.090 2.4% 85% False False 10,563
20 3.763 3.204 0.559 15.1% 0.094 2.5% 87% False False 7,850
40 3.980 3.204 0.776 21.0% 0.094 2.6% 63% False False 6,459
60 4.035 3.204 0.831 22.5% 0.091 2.5% 58% False False 5,191
80 4.035 3.204 0.831 22.5% 0.087 2.4% 58% False False 4,595
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.978
2.618 3.875
1.618 3.812
1.000 3.773
0.618 3.749
HIGH 3.710
0.618 3.686
0.500 3.679
0.382 3.671
LOW 3.647
0.618 3.608
1.000 3.584
1.618 3.545
2.618 3.482
4.250 3.379
Fisher Pivots for day following 23-Jan-2013
Pivot 1 day 3 day
R1 3.686 3.691
PP 3.682 3.691
S1 3.679 3.690

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

View Archives - Comment on this page... - Back to Index of Symbols