NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 15-Aug-2012
Day Change Summary
Previous Current
14-Aug-2012 15-Aug-2012 Change Change % Previous Week
Open 2.791 2.867 0.076 2.7% 2.849
High 2.884 2.876 -0.008 -0.3% 3.135
Low 2.765 2.780 0.015 0.5% 2.798
Close 2.871 2.787 -0.084 -2.9% 2.808
Range 0.119 0.096 -0.023 -19.3% 0.337
ATR 0.135 0.132 -0.003 -2.1% 0.000
Volume 94,427 72,080 -22,347 -23.7% 409,264
Daily Pivots for day following 15-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.102 3.041 2.840
R3 3.006 2.945 2.813
R2 2.910 2.910 2.805
R1 2.849 2.849 2.796 2.832
PP 2.814 2.814 2.814 2.806
S1 2.753 2.753 2.778 2.736
S2 2.718 2.718 2.769
S3 2.622 2.657 2.761
S4 2.526 2.561 2.734
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.925 3.703 2.993
R3 3.588 3.366 2.901
R2 3.251 3.251 2.870
R1 3.029 3.029 2.839 2.972
PP 2.914 2.914 2.914 2.885
S1 2.692 2.692 2.777 2.635
S2 2.577 2.577 2.746
S3 2.240 2.355 2.715
S4 1.903 2.018 2.623
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.135 2.755 0.380 13.6% 0.136 4.9% 8% False False 102,172
10 3.170 2.755 0.415 14.9% 0.138 4.9% 8% False False 83,959
20 3.281 2.755 0.526 18.9% 0.128 4.6% 6% False False 73,360
40 3.281 2.655 0.626 22.5% 0.134 4.8% 21% False False 60,361
60 3.281 2.357 0.924 33.2% 0.130 4.6% 47% False False 53,894
80 3.281 2.357 0.924 33.2% 0.125 4.5% 47% False False 49,328
100 3.281 2.300 0.981 35.2% 0.113 4.0% 50% False False 43,890
120 3.281 2.300 0.981 35.2% 0.108 3.9% 50% False False 39,952
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.284
2.618 3.127
1.618 3.031
1.000 2.972
0.618 2.935
HIGH 2.876
0.618 2.839
0.500 2.828
0.382 2.817
LOW 2.780
0.618 2.721
1.000 2.684
1.618 2.625
2.618 2.529
4.250 2.372
Fisher Pivots for day following 15-Aug-2012
Pivot 1 day 3 day
R1 2.828 2.820
PP 2.814 2.809
S1 2.801 2.798

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

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