NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 13-Oct-2011
Day Change Summary
Previous Current
12-Oct-2011 13-Oct-2011 Change Change % Previous Week
Open 4.057 4.000 -0.057 -1.4% 4.184
High 4.074 4.025 -0.049 -1.2% 4.200
Low 4.002 3.967 -0.035 -0.9% 4.044
Close 4.007 4.018 0.011 0.3% 4.051
Range 0.072 0.058 -0.014 -19.4% 0.156
ATR 0.076 0.075 -0.001 -1.7% 0.000
Volume 1,826 1,057 -769 -42.1% 9,376
Daily Pivots for day following 13-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.177 4.156 4.050
R3 4.119 4.098 4.034
R2 4.061 4.061 4.029
R1 4.040 4.040 4.023 4.051
PP 4.003 4.003 4.003 4.009
S1 3.982 3.982 4.013 3.993
S2 3.945 3.945 4.007
S3 3.887 3.924 4.002
S4 3.829 3.866 3.986
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.566 4.465 4.137
R3 4.410 4.309 4.094
R2 4.254 4.254 4.080
R1 4.153 4.153 4.065 4.126
PP 4.098 4.098 4.098 4.085
S1 3.997 3.997 4.037 3.970
S2 3.942 3.942 4.022
S3 3.786 3.841 4.008
S4 3.630 3.685 3.965
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.141 3.967 0.174 4.3% 0.073 1.8% 29% False True 1,480
10 4.236 3.967 0.269 6.7% 0.073 1.8% 19% False True 1,627
20 4.384 3.967 0.417 10.4% 0.070 1.7% 12% False True 1,452
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 True
Bull Hook False
Stretch 0.018
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.272
2.618 4.177
1.618 4.119
1.000 4.083
0.618 4.061
HIGH 4.025
0.618 4.003
0.500 3.996
0.382 3.989
LOW 3.967
0.618 3.931
1.000 3.909
1.618 3.873
2.618 3.815
4.250 3.721
Fisher Pivots for day following 13-Oct-2011
Pivot 1 day 3 day
R1 4.011 4.021
PP 4.003 4.020
S1 3.996 4.019

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

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