NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 17-Sep-2012
Day Change Summary
Previous Current
14-Sep-2012 17-Sep-2012 Change Change % Previous Week
Open 3.514 3.447 -0.067 -1.9% 3.200
High 3.550 3.493 -0.057 -1.6% 3.550
Low 3.425 3.406 -0.019 -0.6% 3.200
Close 3.456 3.417 -0.039 -1.1% 3.456
Range 0.125 0.087 -0.038 -30.4% 0.350
ATR 0.107 0.105 -0.001 -1.3% 0.000
Volume 39,605 34,987 -4,618 -11.7% 217,390
Daily Pivots for day following 17-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.700 3.645 3.465
R3 3.613 3.558 3.441
R2 3.526 3.526 3.433
R1 3.471 3.471 3.425 3.455
PP 3.439 3.439 3.439 3.431
S1 3.384 3.384 3.409 3.368
S2 3.352 3.352 3.401
S3 3.265 3.297 3.393
S4 3.178 3.210 3.369
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 4.452 4.304 3.649
R3 4.102 3.954 3.552
R2 3.752 3.752 3.520
R1 3.604 3.604 3.488 3.678
PP 3.402 3.402 3.402 3.439
S1 3.254 3.254 3.424 3.328
S2 3.052 3.052 3.392
S3 2.702 2.904 3.360
S4 2.352 2.554 3.264
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.550 3.305 0.245 7.2% 0.117 3.4% 46% False False 43,896
10 3.550 3.200 0.350 10.2% 0.109 3.2% 62% False False 37,290
20 3.550 3.200 0.350 10.2% 0.104 3.0% 62% False False 31,901
40 3.750 3.200 0.550 16.1% 0.100 2.9% 39% False False 29,309
60 3.750 3.200 0.550 16.1% 0.103 3.0% 39% False False 26,094
80 3.750 3.114 0.636 18.6% 0.101 2.9% 48% False False 24,102
100 3.750 3.114 0.636 18.6% 0.098 2.9% 48% False False 22,345
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.023
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.863
2.618 3.721
1.618 3.634
1.000 3.580
0.618 3.547
HIGH 3.493
0.618 3.460
0.500 3.450
0.382 3.439
LOW 3.406
0.618 3.352
1.000 3.319
1.618 3.265
2.618 3.178
4.250 3.036
Fisher Pivots for day following 17-Sep-2012
Pivot 1 day 3 day
R1 3.450 3.478
PP 3.439 3.458
S1 3.428 3.437

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

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