NYMEX Natural Gas Future July 2013


Trading Metrics calculated at close of trading on 05-Nov-2012
Day Change Summary
Previous Current
02-Nov-2012 05-Nov-2012 Change Change % Previous Week
Open 3.835 3.738 -0.097 -2.5% 3.924
High 3.851 3.780 -0.071 -1.8% 4.019
Low 3.741 3.731 -0.010 -0.3% 3.741
Close 3.765 3.761 -0.004 -0.1% 3.765
Range 0.110 0.049 -0.061 -55.5% 0.278
ATR 0.088 0.085 -0.003 -3.1% 0.000
Volume 2,291 2,777 486 21.2% 9,615
Daily Pivots for day following 05-Nov-2012
Classic Woodie Camarilla DeMark
R4 3.904 3.882 3.788
R3 3.855 3.833 3.774
R2 3.806 3.806 3.770
R1 3.784 3.784 3.765 3.795
PP 3.757 3.757 3.757 3.763
S1 3.735 3.735 3.757 3.746
S2 3.708 3.708 3.752
S3 3.659 3.686 3.748
S4 3.610 3.637 3.734
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.676 4.498 3.918
R3 4.398 4.220 3.841
R2 4.120 4.120 3.816
R1 3.942 3.942 3.790 3.892
PP 3.842 3.842 3.842 3.817
S1 3.664 3.664 3.740 3.614
S2 3.564 3.564 3.714
S3 3.286 3.386 3.689
S4 3.008 3.108 3.612
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.972 3.731 0.241 6.4% 0.082 2.2% 12% False True 2,164
10 4.019 3.731 0.288 7.7% 0.083 2.2% 10% False True 1,770
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.010
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 3.988
2.618 3.908
1.618 3.859
1.000 3.829
0.618 3.810
HIGH 3.780
0.618 3.761
0.500 3.756
0.382 3.750
LOW 3.731
0.618 3.701
1.000 3.682
1.618 3.652
2.618 3.603
4.250 3.523
Fisher Pivots for day following 05-Nov-2012
Pivot 1 day 3 day
R1 3.759 3.825
PP 3.757 3.804
S1 3.756 3.782

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

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