NYMEX Natural Gas Future September 2013


Trading Metrics calculated at close of trading on 02-Jan-2013
Day Change Summary
Previous Current
31-Dec-2012 02-Jan-2013 Change Change % Previous Week
Open 3.710 3.530 -0.180 -4.9% 3.620
High 3.710 3.609 -0.101 -2.7% 3.700
Low 3.596 3.350 -0.246 -6.8% 3.601
Close 3.598 3.506 -0.092 -2.6% 3.700
Range 0.114 0.259 0.145 127.2% 0.099
ATR 0.076 0.089 0.013 17.2% 0.000
Volume 2,920 1,889 -1,031 -35.3% 7,649
Daily Pivots for day following 02-Jan-2013
Classic Woodie Camarilla DeMark
R4 4.265 4.145 3.648
R3 4.006 3.886 3.577
R2 3.747 3.747 3.553
R1 3.627 3.627 3.530 3.558
PP 3.488 3.488 3.488 3.454
S1 3.368 3.368 3.482 3.299
S2 3.229 3.229 3.459
S3 2.970 3.109 3.435
S4 2.711 2.850 3.364
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 3.964 3.931 3.754
R3 3.865 3.832 3.727
R2 3.766 3.766 3.718
R1 3.733 3.733 3.709 3.750
PP 3.667 3.667 3.667 3.675
S1 3.634 3.634 3.691 3.651
S2 3.568 3.568 3.682
S3 3.469 3.535 3.673
S4 3.370 3.436 3.646
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.710 3.350 0.360 10.3% 0.109 3.1% 43% False True 2,050
10 3.724 3.350 0.374 10.7% 0.081 2.3% 42% False True 1,876
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 4.710
2.618 4.287
1.618 4.028
1.000 3.868
0.618 3.769
HIGH 3.609
0.618 3.510
0.500 3.480
0.382 3.449
LOW 3.350
0.618 3.190
1.000 3.091
1.618 2.931
2.618 2.672
4.250 2.249
Fisher Pivots for day following 02-Jan-2013
Pivot 1 day 3 day
R1 3.497 3.530
PP 3.488 3.522
S1 3.480 3.514

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

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