NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 03-Aug-2012
Day Change Summary
Previous Current
02-Aug-2012 03-Aug-2012 Change Change % Previous Week
Open 3.164 2.930 -0.234 -7.4% 3.063
High 3.170 2.958 -0.212 -6.7% 3.281
Low 2.917 2.846 -0.071 -2.4% 2.846
Close 2.926 2.885 -0.041 -1.4% 2.885
Range 0.253 0.112 -0.141 -55.7% 0.435
ATR 0.140 0.138 -0.002 -1.4% 0.000
Volume 71,748 78,047 6,299 8.8% 342,602
Daily Pivots for day following 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.232 3.171 2.947
R3 3.120 3.059 2.916
R2 3.008 3.008 2.906
R1 2.947 2.947 2.895 2.922
PP 2.896 2.896 2.896 2.884
S1 2.835 2.835 2.875 2.810
S2 2.784 2.784 2.864
S3 2.672 2.723 2.854
S4 2.560 2.611 2.823
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 4.309 4.032 3.124
R3 3.874 3.597 3.005
R2 3.439 3.439 2.965
R1 3.162 3.162 2.925 3.083
PP 3.004 3.004 3.004 2.965
S1 2.727 2.727 2.845 2.648
S2 2.569 2.569 2.805
S3 2.134 2.292 2.765
S4 1.699 1.857 2.646
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.281 2.846 0.435 15.1% 0.155 5.4% 9% False True 68,520
10 3.281 2.846 0.435 15.1% 0.135 4.7% 9% False True 63,205
20 3.281 2.741 0.540 18.7% 0.133 4.6% 27% False False 56,846
40 3.281 2.357 0.924 32.0% 0.135 4.7% 57% False False 53,016
60 3.281 2.357 0.924 32.0% 0.129 4.5% 57% False False 47,845
80 3.281 2.300 0.981 34.0% 0.117 4.1% 60% False False 43,094
100 3.281 2.300 0.981 34.0% 0.109 3.8% 60% False False 38,564
120 3.281 2.300 0.981 34.0% 0.107 3.7% 60% False False 35,973
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 3.434
2.618 3.251
1.618 3.139
1.000 3.070
0.618 3.027
HIGH 2.958
0.618 2.915
0.500 2.902
0.382 2.889
LOW 2.846
0.618 2.777
1.000 2.734
1.618 2.665
2.618 2.553
4.250 2.370
Fisher Pivots for day following 03-Aug-2012
Pivot 1 day 3 day
R1 2.902 3.043
PP 2.896 2.990
S1 2.891 2.938

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

View Archives - Comment on this page... - Back to Index of Symbols