NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 19-Oct-2012
Day Change Summary
Previous Current
18-Oct-2012 19-Oct-2012 Change Change % Previous Week
Open 3.960 4.023 0.063 1.6% 3.980
High 4.034 4.087 0.053 1.3% 4.087
Low 3.878 3.994 0.116 3.0% 3.850
Close 4.028 4.069 0.041 1.0% 4.069
Range 0.156 0.093 -0.063 -40.4% 0.237
ATR 0.109 0.108 -0.001 -1.1% 0.000
Volume 50,377 52,551 2,174 4.3% 267,254
Daily Pivots for day following 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.329 4.292 4.120
R3 4.236 4.199 4.095
R2 4.143 4.143 4.086
R1 4.106 4.106 4.078 4.125
PP 4.050 4.050 4.050 4.059
S1 4.013 4.013 4.060 4.032
S2 3.957 3.957 4.052
S3 3.864 3.920 4.043
S4 3.771 3.827 4.018
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.713 4.628 4.199
R3 4.476 4.391 4.134
R2 4.239 4.239 4.112
R1 4.154 4.154 4.091 4.197
PP 4.002 4.002 4.002 4.023
S1 3.917 3.917 4.047 3.960
S2 3.765 3.765 4.026
S3 3.528 3.680 4.004
S4 3.291 3.443 3.939
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.087 3.850 0.237 5.8% 0.114 2.8% 92% True False 53,450
10 4.087 3.775 0.312 7.7% 0.111 2.7% 94% True False 82,031
20 4.087 3.438 0.649 15.9% 0.108 2.7% 97% True False 70,121
40 4.087 3.200 0.887 21.8% 0.104 2.6% 98% True False 51,785
60 4.087 3.200 0.887 21.8% 0.103 2.5% 98% True False 43,536
80 4.087 3.200 0.887 21.8% 0.103 2.5% 98% True False 37,874
100 4.087 3.114 0.973 23.9% 0.102 2.5% 98% True False 33,963
120 4.087 3.114 0.973 23.9% 0.100 2.5% 98% True False 30,958
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 0.033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.482
2.618 4.330
1.618 4.237
1.000 4.180
0.618 4.144
HIGH 4.087
0.618 4.051
0.500 4.041
0.382 4.030
LOW 3.994
0.618 3.937
1.000 3.901
1.618 3.844
2.618 3.751
4.250 3.599
Fisher Pivots for day following 19-Oct-2012
Pivot 1 day 3 day
R1 4.060 4.040
PP 4.050 4.011
S1 4.041 3.983

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

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