NYMEX Natural Gas Future February 2013


Trading Metrics calculated at close of trading on 14-Jan-2013
Day Change Summary
Previous Current
11-Jan-2013 14-Jan-2013 Change Change % Previous Week
Open 3.193 3.379 0.186 5.8% 3.277
High 3.341 3.411 0.070 2.1% 3.352
Low 3.178 3.337 0.159 5.0% 3.087
Close 3.327 3.373 0.046 1.4% 3.327
Range 0.163 0.074 -0.089 -54.6% 0.265
ATR 0.124 0.121 -0.003 -2.3% 0.000
Volume 163,034 134,646 -28,388 -17.4% 623,248
Daily Pivots for day following 14-Jan-2013
Classic Woodie Camarilla DeMark
R4 3.596 3.558 3.414
R3 3.522 3.484 3.393
R2 3.448 3.448 3.387
R1 3.410 3.410 3.380 3.392
PP 3.374 3.374 3.374 3.365
S1 3.336 3.336 3.366 3.318
S2 3.300 3.300 3.359
S3 3.226 3.262 3.353
S4 3.152 3.188 3.332
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 4.050 3.954 3.473
R3 3.785 3.689 3.400
R2 3.520 3.520 3.376
R1 3.424 3.424 3.351 3.472
PP 3.255 3.255 3.255 3.280
S1 3.159 3.159 3.303 3.207
S2 2.990 2.990 3.278
S3 2.725 2.894 3.254
S4 2.460 2.629 3.181
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.411 3.087 0.324 9.6% 0.112 3.3% 88% True False 135,710
10 3.481 3.050 0.431 12.8% 0.130 3.9% 75% False False 115,739
20 3.532 3.050 0.482 14.3% 0.120 3.6% 67% False False 93,277
40 4.074 3.050 1.024 30.4% 0.122 3.6% 32% False False 66,591
60 4.090 3.050 1.040 30.8% 0.120 3.6% 31% False False 50,585
80 4.090 3.050 1.040 30.8% 0.114 3.4% 31% False False 41,989
100 4.090 3.050 1.040 30.8% 0.109 3.2% 31% False False 35,159
120 4.090 3.050 1.040 30.8% 0.106 3.1% 31% False False 30,180
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 0.017
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 3.726
2.618 3.605
1.618 3.531
1.000 3.485
0.618 3.457
HIGH 3.411
0.618 3.383
0.500 3.374
0.382 3.365
LOW 3.337
0.618 3.291
1.000 3.263
1.618 3.217
2.618 3.143
4.250 3.023
Fisher Pivots for day following 14-Jan-2013
Pivot 1 day 3 day
R1 3.374 3.335
PP 3.374 3.297
S1 3.373 3.260

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

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