NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 13-Jul-2012
Day Change Summary
Previous Current
12-Jul-2012 13-Jul-2012 Change Change % Previous Week
Open 2.880 2.878 -0.002 -0.1% 2.828
High 2.931 2.925 -0.006 -0.2% 2.940
Low 2.744 2.854 0.110 4.0% 2.741
Close 2.894 2.894 0.000 0.0% 2.894
Range 0.187 0.071 -0.116 -62.0% 0.199
ATR 0.140 0.135 -0.005 -3.5% 0.000
Volume 35,981 65,106 29,125 80.9% 261,942
Daily Pivots for day following 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.104 3.070 2.933
R3 3.033 2.999 2.914
R2 2.962 2.962 2.907
R1 2.928 2.928 2.901 2.945
PP 2.891 2.891 2.891 2.900
S1 2.857 2.857 2.887 2.874
S2 2.820 2.820 2.881
S3 2.749 2.786 2.874
S4 2.678 2.715 2.855
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.455 3.374 3.003
R3 3.256 3.175 2.949
R2 3.057 3.057 2.930
R1 2.976 2.976 2.912 3.017
PP 2.858 2.858 2.858 2.879
S1 2.777 2.777 2.876 2.818
S2 2.659 2.659 2.858
S3 2.460 2.578 2.839
S4 2.261 2.379 2.785
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.940 2.741 0.199 6.9% 0.134 4.6% 77% False False 52,388
10 3.100 2.741 0.359 12.4% 0.137 4.7% 43% False False 49,452
20 3.100 2.613 0.487 16.8% 0.139 4.8% 58% False False 51,150
40 3.100 2.357 0.743 25.7% 0.130 4.5% 72% False False 45,359
60 3.100 2.300 0.800 27.6% 0.119 4.1% 74% False False 40,813
80 3.100 2.300 0.800 27.6% 0.106 3.7% 74% False False 35,953
100 3.198 2.300 0.898 31.0% 0.103 3.6% 66% False False 32,879
120 3.210 2.300 0.910 31.4% 0.108 3.7% 65% False False 32,194
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.038
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.227
2.618 3.111
1.618 3.040
1.000 2.996
0.618 2.969
HIGH 2.925
0.618 2.898
0.500 2.890
0.382 2.881
LOW 2.854
0.618 2.810
1.000 2.783
1.618 2.739
2.618 2.668
4.250 2.552
Fisher Pivots for day following 13-Jul-2012
Pivot 1 day 3 day
R1 2.893 2.875
PP 2.891 2.855
S1 2.890 2.836

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

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