NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 22-Jun-2012
Day Change Summary
Previous Current
21-Jun-2012 22-Jun-2012 Change Change % Previous Week
Open 2.683 2.760 0.077 2.9% 2.633
High 2.780 2.800 0.020 0.7% 2.812
Low 2.655 2.687 0.032 1.2% 2.633
Close 2.728 2.778 0.050 1.8% 2.778
Range 0.125 0.113 -0.012 -9.6% 0.179
ATR 0.128 0.127 -0.001 -0.8% 0.000
Volume 48,065 68,134 20,069 41.8% 254,652
Daily Pivots for day following 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.094 3.049 2.840
R3 2.981 2.936 2.809
R2 2.868 2.868 2.799
R1 2.823 2.823 2.788 2.846
PP 2.755 2.755 2.755 2.766
S1 2.710 2.710 2.768 2.733
S2 2.642 2.642 2.757
S3 2.529 2.597 2.747
S4 2.416 2.484 2.716
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.278 3.207 2.876
R3 3.099 3.028 2.827
R2 2.920 2.920 2.811
R1 2.849 2.849 2.794 2.885
PP 2.741 2.741 2.741 2.759
S1 2.670 2.670 2.762 2.706
S2 2.562 2.562 2.745
S3 2.383 2.491 2.729
S4 2.204 2.312 2.680
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.812 2.633 0.179 6.4% 0.142 5.1% 81% False False 50,930
10 2.812 2.357 0.455 16.4% 0.138 5.0% 93% False False 51,281
20 2.860 2.357 0.503 18.1% 0.123 4.4% 84% False False 43,582
40 2.976 2.357 0.619 22.3% 0.117 4.2% 68% False False 39,664
60 2.976 2.300 0.676 24.3% 0.102 3.7% 71% False False 34,730
80 2.976 2.300 0.676 24.3% 0.095 3.4% 71% False False 31,096
100 3.198 2.300 0.898 32.3% 0.100 3.6% 53% False False 29,986
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 3.280
2.618 3.096
1.618 2.983
1.000 2.913
0.618 2.870
HIGH 2.800
0.618 2.757
0.500 2.744
0.382 2.730
LOW 2.687
0.618 2.617
1.000 2.574
1.618 2.504
2.618 2.391
4.250 2.207
Fisher Pivots for day following 22-Jun-2012
Pivot 1 day 3 day
R1 2.767 2.763
PP 2.755 2.748
S1 2.744 2.734

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

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