NYMEX Natural Gas Future July 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 4.190 4.260 0.070 1.7% 4.245
High 4.273 4.348 0.075 1.8% 4.348
Low 4.135 4.235 0.100 2.4% 4.094
Close 4.225 4.308 0.083 2.0% 4.308
Range 0.138 0.113 -0.025 -18.1% 0.254
ATR 0.111 0.112 0.001 0.7% 0.000
Volume 83,061 75,689 -7,372 -8.9% 423,969
Daily Pivots for day following 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 4.636 4.585 4.370
R3 4.523 4.472 4.339
R2 4.410 4.410 4.329
R1 4.359 4.359 4.318 4.385
PP 4.297 4.297 4.297 4.310
S1 4.246 4.246 4.298 4.272
S2 4.184 4.184 4.287
S3 4.071 4.133 4.277
S4 3.958 4.020 4.246
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 5.012 4.914 4.448
R3 4.758 4.660 4.378
R2 4.504 4.504 4.355
R1 4.406 4.406 4.331 4.455
PP 4.250 4.250 4.250 4.275
S1 4.152 4.152 4.285 4.201
S2 3.996 3.996 4.261
S3 3.742 3.898 4.238
S4 3.488 3.644 4.168
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.348 4.094 0.254 5.9% 0.122 2.8% 84% True False 84,793
10 4.348 3.963 0.385 8.9% 0.119 2.8% 90% True False 60,720
20 4.348 3.950 0.398 9.2% 0.114 2.6% 90% True False 46,654
40 4.348 3.382 0.966 22.4% 0.101 2.3% 96% True False 34,331
60 4.348 3.382 0.966 22.4% 0.096 2.2% 96% True False 26,874
80 4.348 3.336 1.012 23.5% 0.094 2.2% 96% True False 21,713
100 4.348 3.336 1.012 23.5% 0.092 2.1% 96% True False 18,210
120 4.348 3.336 1.012 23.5% 0.090 2.1% 96% True False 15,517
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 4.828
2.618 4.644
1.618 4.531
1.000 4.461
0.618 4.418
HIGH 4.348
0.618 4.305
0.500 4.292
0.382 4.278
LOW 4.235
0.618 4.165
1.000 4.122
1.618 4.052
2.618 3.939
4.250 3.755
Fisher Pivots for day following 12-Apr-2013
Pivot 1 day 3 day
R1 4.303 4.282
PP 4.297 4.256
S1 4.292 4.230

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

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