NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 28-Jun-2012
Day Change Summary
Previous Current
27-Jun-2012 28-Jun-2012 Change Change % Previous Week
Open 2.898 2.831 -0.067 -2.3% 2.633
High 3.028 2.920 -0.108 -3.6% 2.812
Low 2.827 2.735 -0.092 -3.3% 2.633
Close 2.869 2.792 -0.077 -2.7% 2.778
Range 0.201 0.185 -0.016 -8.0% 0.179
ATR 0.129 0.133 0.004 3.1% 0.000
Volume 39,779 76,313 36,534 91.8% 254,652
Daily Pivots for day following 28-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.371 3.266 2.894
R3 3.186 3.081 2.843
R2 3.001 3.001 2.826
R1 2.896 2.896 2.809 2.856
PP 2.816 2.816 2.816 2.796
S1 2.711 2.711 2.775 2.671
S2 2.631 2.631 2.758
S3 2.446 2.526 2.741
S4 2.261 2.341 2.690
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 3.028 2.687 0.341 12.2% 0.141 5.1% 31% False False 52,311
10 3.028 2.613 0.415 14.9% 0.141 5.1% 43% False False 52,848
20 3.028 2.357 0.671 24.0% 0.128 4.6% 65% False False 47,060
40 3.028 2.357 0.671 24.0% 0.122 4.4% 65% False False 41,294
60 3.028 2.300 0.728 26.1% 0.106 3.8% 68% False False 36,407
80 3.028 2.300 0.728 26.1% 0.099 3.5% 68% False False 32,506
100 3.198 2.300 0.898 32.2% 0.100 3.6% 55% False False 30,784
Crabel Price Patterns
NR True
NR4 False
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 0.035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.706
2.618 3.404
1.618 3.219
1.000 3.105
0.618 3.034
HIGH 2.920
0.618 2.849
0.500 2.828
0.382 2.806
LOW 2.735
0.618 2.621
1.000 2.550
1.618 2.436
2.618 2.251
4.250 1.949
Fisher Pivots for day following 28-Jun-2012
Pivot 1 day 3 day
R1 2.828 2.882
PP 2.816 2.852
S1 2.804 2.822

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

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