NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 12-Sep-2012
Day Change Summary
Previous Current
11-Sep-2012 12-Sep-2012 Change Change % Previous Week
Open 2.842 3.001 0.159 5.6% 2.806
High 3.009 3.068 0.059 2.0% 2.888
Low 2.802 2.950 0.148 5.3% 2.666
Close 2.992 3.063 0.071 2.4% 2.682
Range 0.207 0.118 -0.089 -43.0% 0.222
ATR 0.132 0.131 -0.001 -0.7% 0.000
Volume 257,933 197,439 -60,494 -23.5% 550,425
Daily Pivots for day following 12-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.381 3.340 3.128
R3 3.263 3.222 3.095
R2 3.145 3.145 3.085
R1 3.104 3.104 3.074 3.125
PP 3.027 3.027 3.027 3.037
S1 2.986 2.986 3.052 3.007
S2 2.909 2.909 3.041
S3 2.791 2.868 3.031
S4 2.673 2.750 2.998
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.411 3.269 2.804
R3 3.189 3.047 2.743
R2 2.967 2.967 2.723
R1 2.825 2.825 2.702 2.785
PP 2.745 2.745 2.745 2.726
S1 2.603 2.603 2.662 2.563
S2 2.523 2.523 2.641
S3 2.301 2.381 2.621
S4 2.079 2.159 2.560
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.068 2.647 0.421 13.7% 0.150 4.9% 99% True False 180,130
10 3.068 2.610 0.458 15.0% 0.129 4.2% 99% True False 148,697
20 3.068 2.610 0.458 15.0% 0.124 4.0% 99% True False 116,220
40 3.281 2.610 0.671 21.9% 0.129 4.2% 68% False False 93,879
60 3.281 2.610 0.671 21.9% 0.132 4.3% 68% False False 78,596
80 3.281 2.357 0.924 30.2% 0.129 4.2% 76% False False 69,463
100 3.281 2.314 0.967 31.6% 0.124 4.1% 77% False False 62,178
120 3.281 2.300 0.981 32.0% 0.114 3.7% 78% False False 55,506
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 0.037
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.570
2.618 3.377
1.618 3.259
1.000 3.186
0.618 3.141
HIGH 3.068
0.618 3.023
0.500 3.009
0.382 2.995
LOW 2.950
0.618 2.877
1.000 2.832
1.618 2.759
2.618 2.641
4.250 2.449
Fisher Pivots for day following 12-Sep-2012
Pivot 1 day 3 day
R1 3.045 2.995
PP 3.027 2.926
S1 3.009 2.858

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

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