NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 04-Sep-2012
Day Change Summary
Previous Current
31-Aug-2012 04-Sep-2012 Change Change % Previous Week
Open 2.760 2.806 0.046 1.7% 2.788
High 2.808 2.888 0.080 2.8% 2.808
Low 2.707 2.762 0.055 2.0% 2.610
Close 2.799 2.854 0.055 2.0% 2.799
Range 0.101 0.126 0.025 24.8% 0.198
ATR 0.123 0.123 0.000 0.2% 0.000
Volume 116,399 126,230 9,831 8.4% 544,267
Daily Pivots for day following 04-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.213 3.159 2.923
R3 3.087 3.033 2.889
R2 2.961 2.961 2.877
R1 2.907 2.907 2.866 2.934
PP 2.835 2.835 2.835 2.848
S1 2.781 2.781 2.842 2.808
S2 2.709 2.709 2.831
S3 2.583 2.655 2.819
S4 2.457 2.529 2.785
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 2.888 2.610 0.278 9.7% 0.103 3.6% 88% True False 115,491
10 2.910 2.610 0.300 10.5% 0.123 4.3% 81% False False 104,046
20 3.135 2.610 0.525 18.4% 0.121 4.2% 46% False False 93,632
40 3.281 2.610 0.671 23.5% 0.128 4.5% 36% False False 74,698
60 3.281 2.357 0.924 32.4% 0.131 4.6% 54% False False 66,616
80 3.281 2.357 0.924 32.4% 0.127 4.5% 54% False False 59,270
100 3.281 2.300 0.981 34.4% 0.118 4.1% 56% False False 53,432
120 3.281 2.300 0.981 34.4% 0.111 3.9% 56% False False 47,934
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.424
2.618 3.218
1.618 3.092
1.000 3.014
0.618 2.966
HIGH 2.888
0.618 2.840
0.500 2.825
0.382 2.810
LOW 2.762
0.618 2.684
1.000 2.636
1.618 2.558
2.618 2.432
4.250 2.227
Fisher Pivots for day following 04-Sep-2012
Pivot 1 day 3 day
R1 2.844 2.824
PP 2.835 2.793
S1 2.825 2.763

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

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