NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 31-Aug-2012
Day Change Summary
Previous Current
30-Aug-2012 31-Aug-2012 Change Change % Previous Week
Open 2.692 2.760 0.068 2.5% 2.788
High 2.767 2.808 0.041 1.5% 2.808
Low 2.637 2.707 0.070 2.7% 2.610
Close 2.748 2.799 0.051 1.9% 2.799
Range 0.130 0.101 -0.029 -22.3% 0.198
ATR 0.125 0.123 -0.002 -1.4% 0.000
Volume 96,262 116,399 20,137 20.9% 544,267
Daily Pivots for day following 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.074 3.038 2.855
R3 2.973 2.937 2.827
R2 2.872 2.872 2.818
R1 2.836 2.836 2.808 2.854
PP 2.771 2.771 2.771 2.781
S1 2.735 2.735 2.790 2.753
S2 2.670 2.670 2.780
S3 2.569 2.634 2.771
S4 2.468 2.533 2.743
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.333 3.264 2.908
R3 3.135 3.066 2.853
R2 2.937 2.937 2.835
R1 2.868 2.868 2.817 2.903
PP 2.739 2.739 2.739 2.756
S1 2.670 2.670 2.781 2.705
S2 2.541 2.541 2.763
S3 2.343 2.472 2.745
S4 2.145 2.274 2.690
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.808 2.610 0.198 7.1% 0.104 3.7% 95% True False 108,853
10 2.910 2.610 0.300 10.7% 0.119 4.3% 63% False False 97,409
20 3.135 2.610 0.525 18.8% 0.121 4.3% 36% False False 89,748
40 3.281 2.610 0.671 24.0% 0.127 4.5% 28% False False 73,297
60 3.281 2.357 0.924 33.0% 0.131 4.7% 48% False False 65,260
80 3.281 2.357 0.924 33.0% 0.127 4.5% 48% False False 58,320
100 3.281 2.300 0.981 35.0% 0.118 4.2% 51% False False 52,425
120 3.281 2.300 0.981 35.0% 0.111 4.0% 51% False False 47,095
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 0.031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.237
2.618 3.072
1.618 2.971
1.000 2.909
0.618 2.870
HIGH 2.808
0.618 2.769
0.500 2.758
0.382 2.746
LOW 2.707
0.618 2.645
1.000 2.606
1.618 2.544
2.618 2.443
4.250 2.278
Fisher Pivots for day following 31-Aug-2012
Pivot 1 day 3 day
R1 2.785 2.769
PP 2.771 2.739
S1 2.758 2.709

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

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