NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 21-Jun-2012
Day Change Summary
Previous Current
20-Jun-2012 21-Jun-2012 Change Change % Previous Week
Open 2.702 2.683 -0.019 -0.7% 2.465
High 2.812 2.780 -0.032 -1.1% 2.720
Low 2.655 2.655 0.000 0.0% 2.357
Close 2.673 2.728 0.055 2.1% 2.635
Range 0.157 0.125 -0.032 -20.4% 0.363
ATR 0.128 0.128 0.000 -0.2% 0.000
Volume 45,532 48,065 2,533 5.6% 258,167
Daily Pivots for day following 21-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.096 3.037 2.797
R3 2.971 2.912 2.762
R2 2.846 2.846 2.751
R1 2.787 2.787 2.739 2.817
PP 2.721 2.721 2.721 2.736
S1 2.662 2.662 2.717 2.692
S2 2.596 2.596 2.705
S3 2.471 2.537 2.694
S4 2.346 2.412 2.659
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.660 3.510 2.835
R3 3.297 3.147 2.735
R2 2.934 2.934 2.702
R1 2.784 2.784 2.668 2.859
PP 2.571 2.571 2.571 2.608
S1 2.421 2.421 2.602 2.496
S2 2.208 2.208 2.568
S3 1.845 2.058 2.535
S4 1.482 1.695 2.435
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.812 2.613 0.199 7.3% 0.141 5.2% 58% False False 53,385
10 2.812 2.357 0.455 16.7% 0.135 4.9% 82% False False 48,957
20 2.940 2.357 0.583 21.4% 0.123 4.5% 64% False False 42,036
40 2.976 2.357 0.619 22.7% 0.118 4.3% 60% False False 38,802
60 2.976 2.300 0.676 24.8% 0.101 3.7% 63% False False 33,993
80 2.976 2.300 0.676 24.8% 0.095 3.5% 63% False False 30,431
100 3.198 2.300 0.898 32.9% 0.100 3.7% 48% False False 29,503
Crabel Price Patterns
NR True
NR4 True
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 0.022
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.311
2.618 3.107
1.618 2.982
1.000 2.905
0.618 2.857
HIGH 2.780
0.618 2.732
0.500 2.718
0.382 2.703
LOW 2.655
0.618 2.578
1.000 2.530
1.618 2.453
2.618 2.328
4.250 2.124
Fisher Pivots for day following 21-Jun-2012
Pivot 1 day 3 day
R1 2.725 2.731
PP 2.721 2.730
S1 2.718 2.729

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

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