NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 19-Sep-2012
Day Change Summary
Previous Current
18-Sep-2012 19-Sep-2012 Change Change % Previous Week
Open 3.422 3.394 -0.028 -0.8% 3.200
High 3.475 3.435 -0.040 -1.2% 3.550
Low 3.380 3.359 -0.021 -0.6% 3.200
Close 3.393 3.388 -0.005 -0.1% 3.456
Range 0.095 0.076 -0.019 -20.0% 0.350
ATR 0.105 0.102 -0.002 -1.9% 0.000
Volume 24,801 40,632 15,831 63.8% 217,390
Daily Pivots for day following 19-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.622 3.581 3.430
R3 3.546 3.505 3.409
R2 3.470 3.470 3.402
R1 3.429 3.429 3.395 3.412
PP 3.394 3.394 3.394 3.385
S1 3.353 3.353 3.381 3.336
S2 3.318 3.318 3.374
S3 3.242 3.277 3.367
S4 3.166 3.201 3.346
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 3.359 0.191 5.6% 0.097 2.9% 15% False True 36,381
10 3.550 3.200 0.350 10.3% 0.108 3.2% 54% False False 39,042
20 3.550 3.200 0.350 10.3% 0.101 3.0% 54% False False 33,267
40 3.750 3.200 0.550 16.2% 0.100 3.0% 34% False False 29,654
60 3.750 3.200 0.550 16.2% 0.103 3.0% 34% False False 26,490
80 3.750 3.114 0.636 18.8% 0.101 3.0% 43% False False 24,397
100 3.750 3.114 0.636 18.8% 0.098 2.9% 43% False False 22,628
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 0.026
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 3.758
2.618 3.634
1.618 3.558
1.000 3.511
0.618 3.482
HIGH 3.435
0.618 3.406
0.500 3.397
0.382 3.388
LOW 3.359
0.618 3.312
1.000 3.283
1.618 3.236
2.618 3.160
4.250 3.036
Fisher Pivots for day following 19-Sep-2012
Pivot 1 day 3 day
R1 3.397 3.426
PP 3.394 3.413
S1 3.391 3.401

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

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