NYMEX Natural Gas Future February 2013


Trading Metrics calculated at close of trading on 31-Oct-2012
Day Change Summary
Previous Current
30-Oct-2012 31-Oct-2012 Change Change % Previous Week
Open 3.937 3.838 -0.099 -2.5% 4.065
High 3.944 3.909 -0.035 -0.9% 4.090
Low 3.793 3.823 0.030 0.8% 3.840
Close 3.830 3.827 -0.003 -0.1% 3.867
Range 0.151 0.086 -0.065 -43.0% 0.250
ATR 0.111 0.109 -0.002 -1.6% 0.000
Volume 26,187 14,312 -11,875 -45.3% 86,889
Daily Pivots for day following 31-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.111 4.055 3.874
R3 4.025 3.969 3.851
R2 3.939 3.939 3.843
R1 3.883 3.883 3.835 3.868
PP 3.853 3.853 3.853 3.846
S1 3.797 3.797 3.819 3.782
S2 3.767 3.767 3.811
S3 3.681 3.711 3.803
S4 3.595 3.625 3.780
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.682 4.525 4.005
R3 4.432 4.275 3.936
R2 4.182 4.182 3.913
R1 4.025 4.025 3.890 3.979
PP 3.932 3.932 3.932 3.909
S1 3.775 3.775 3.844 3.729
S2 3.682 3.682 3.821
S3 3.432 3.525 3.798
S4 3.182 3.275 3.730
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.990 3.793 0.197 5.1% 0.116 3.0% 17% False False 18,426
10 4.090 3.793 0.297 7.8% 0.122 3.2% 11% False False 17,334
20 4.090 3.793 0.297 7.8% 0.109 2.9% 11% False False 17,504
40 4.090 3.241 0.849 22.2% 0.103 2.7% 69% False False 15,021
60 4.090 3.222 0.868 22.7% 0.096 2.5% 70% False False 11,880
80 4.090 3.222 0.868 22.7% 0.094 2.5% 70% False False 10,029
100 4.090 3.150 0.940 24.6% 0.095 2.5% 72% False False 8,688
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4.275
2.618 4.134
1.618 4.048
1.000 3.995
0.618 3.962
HIGH 3.909
0.618 3.876
0.500 3.866
0.382 3.856
LOW 3.823
0.618 3.770
1.000 3.737
1.618 3.684
2.618 3.598
4.250 3.458
Fisher Pivots for day following 31-Oct-2012
Pivot 1 day 3 day
R1 3.866 3.892
PP 3.853 3.870
S1 3.840 3.849

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

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