NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 20-Nov-2012
Day Change Summary
Previous Current
19-Nov-2012 20-Nov-2012 Change Change % Previous Week
Open 3.943 3.871 -0.072 -1.8% 3.685
High 3.945 3.953 0.008 0.2% 3.942
Low 3.858 3.870 0.012 0.3% 3.675
Close 3.865 3.950 0.085 2.2% 3.910
Range 0.087 0.083 -0.004 -4.6% 0.267
ATR 0.088 0.088 0.000 0.0% 0.000
Volume 2,983 1,763 -1,220 -40.9% 19,471
Daily Pivots for day following 20-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.173 4.145 3.996
R3 4.090 4.062 3.973
R2 4.007 4.007 3.965
R1 3.979 3.979 3.958 3.993
PP 3.924 3.924 3.924 3.932
S1 3.896 3.896 3.942 3.910
S2 3.841 3.841 3.935
S3 3.758 3.813 3.927
S4 3.675 3.730 3.904
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.643 4.544 4.057
R3 4.376 4.277 3.983
R2 4.109 4.109 3.959
R1 4.010 4.010 3.934 4.060
PP 3.842 3.842 3.842 3.867
S1 3.743 3.743 3.886 3.793
S2 3.575 3.575 3.861
S3 3.308 3.476 3.837
S4 3.041 3.209 3.763
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.953 3.816 0.137 3.5% 0.083 2.1% 98% True False 3,476
10 3.953 3.674 0.279 7.1% 0.083 2.1% 99% True False 3,109
20 3.980 3.674 0.306 7.7% 0.085 2.2% 90% False False 2,577
40 4.031 3.634 0.397 10.1% 0.080 2.0% 80% False False 2,740
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 0.011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.306
2.618 4.170
1.618 4.087
1.000 4.036
0.618 4.004
HIGH 3.953
0.618 3.921
0.500 3.912
0.382 3.902
LOW 3.870
0.618 3.819
1.000 3.787
1.618 3.736
2.618 3.653
4.250 3.517
Fisher Pivots for day following 20-Nov-2012
Pivot 1 day 3 day
R1 3.937 3.928
PP 3.924 3.906
S1 3.912 3.885

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

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