NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 12-Apr-2013
Day Change Summary
Previous Current
11-Apr-2013 12-Apr-2013 Change Change % Previous Week
Open 4.144 4.210 0.066 1.6% 4.195
High 4.226 4.301 0.075 1.8% 4.301
Low 4.086 4.189 0.103 2.5% 4.044
Close 4.179 4.261 0.082 2.0% 4.261
Range 0.140 0.112 -0.028 -20.0% 0.257
ATR 0.115 0.116 0.000 0.4% 0.000
Volume 85,120 65,039 -20,081 -23.6% 437,219
Daily Pivots for day following 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 4.586 4.536 4.323
R3 4.474 4.424 4.292
R2 4.362 4.362 4.282
R1 4.312 4.312 4.271 4.337
PP 4.250 4.250 4.250 4.263
S1 4.200 4.200 4.251 4.225
S2 4.138 4.138 4.240
S3 4.026 4.088 4.230
S4 3.914 3.976 4.199
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 4.973 4.874 4.402
R3 4.716 4.617 4.332
R2 4.459 4.459 4.308
R1 4.360 4.360 4.285 4.410
PP 4.202 4.202 4.202 4.227
S1 4.103 4.103 4.237 4.153
S2 3.945 3.945 4.214
S3 3.688 3.846 4.190
S4 3.431 3.589 4.120
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.301 4.044 0.257 6.0% 0.123 2.9% 84% True False 87,443
10 4.301 3.911 0.390 9.2% 0.122 2.9% 90% True False 64,153
20 4.301 3.904 0.397 9.3% 0.117 2.8% 90% True False 50,108
40 4.301 3.325 0.976 22.9% 0.104 2.4% 96% True False 35,684
60 4.301 3.325 0.976 22.9% 0.100 2.3% 96% True False 27,974
80 4.301 3.204 1.097 25.7% 0.098 2.3% 96% True False 22,517
100 4.301 3.204 1.097 25.7% 0.097 2.3% 96% True False 18,931
120 4.301 3.204 1.097 25.7% 0.095 2.2% 96% True False 16,193
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 0.024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.777
2.618 4.594
1.618 4.482
1.000 4.413
0.618 4.370
HIGH 4.301
0.618 4.258
0.500 4.245
0.382 4.232
LOW 4.189
0.618 4.120
1.000 4.077
1.618 4.008
2.618 3.896
4.250 3.713
Fisher Pivots for day following 12-Apr-2013
Pivot 1 day 3 day
R1 4.256 4.235
PP 4.250 4.209
S1 4.245 4.183

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

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