NYMEX Natural Gas Future November 2013


Trading Metrics calculated at close of trading on 19-Mar-2013
Day Change Summary
Previous Current
18-Mar-2013 19-Mar-2013 Change Change % Previous Week
Open 4.133 4.072 -0.061 -1.5% 3.924
High 4.156 4.152 -0.004 -0.1% 4.099
Low 4.059 4.072 0.013 0.3% 3.883
Close 4.083 4.152 0.069 1.7% 4.084
Range 0.097 0.080 -0.017 -17.5% 0.216
ATR 0.076 0.076 0.000 0.4% 0.000
Volume 17,138 10,567 -6,571 -38.3% 45,849
Daily Pivots for day following 19-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.365 4.339 4.196
R3 4.285 4.259 4.174
R2 4.205 4.205 4.167
R1 4.179 4.179 4.159 4.192
PP 4.125 4.125 4.125 4.132
S1 4.099 4.099 4.145 4.112
S2 4.045 4.045 4.137
S3 3.965 4.019 4.130
S4 3.885 3.939 4.108
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.670 4.593 4.203
R3 4.454 4.377 4.143
R2 4.238 4.238 4.124
R1 4.161 4.161 4.104 4.200
PP 4.022 4.022 4.022 4.041
S1 3.945 3.945 4.064 3.984
S2 3.806 3.806 4.044
S3 3.590 3.729 4.025
S4 3.374 3.513 3.965
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.156 3.895 0.261 6.3% 0.081 1.9% 98% False False 12,669
10 4.156 3.787 0.369 8.9% 0.074 1.8% 99% False False 9,496
20 4.156 3.625 0.531 12.8% 0.071 1.7% 99% False False 7,078
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.492
2.618 4.361
1.618 4.281
1.000 4.232
0.618 4.201
HIGH 4.152
0.618 4.121
0.500 4.112
0.382 4.103
LOW 4.072
0.618 4.023
1.000 3.992
1.618 3.943
2.618 3.863
4.250 3.732
Fisher Pivots for day following 19-Mar-2013
Pivot 1 day 3 day
R1 4.139 4.132
PP 4.125 4.112
S1 4.112 4.092

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

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