NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 13-Sep-2012
Day Change Summary
Previous Current
12-Sep-2012 13-Sep-2012 Change Change % Previous Week
Open 3.001 3.063 0.062 2.1% 2.806
High 3.068 3.070 0.002 0.1% 2.888
Low 2.950 2.960 0.010 0.3% 2.666
Close 3.063 3.037 -0.026 -0.8% 2.682
Range 0.118 0.110 -0.008 -6.8% 0.222
ATR 0.131 0.129 -0.001 -1.1% 0.000
Volume 197,439 196,949 -490 -0.2% 550,425
Daily Pivots for day following 13-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.352 3.305 3.098
R3 3.242 3.195 3.067
R2 3.132 3.132 3.057
R1 3.085 3.085 3.047 3.054
PP 3.022 3.022 3.022 3.007
S1 2.975 2.975 3.027 2.944
S2 2.912 2.912 3.017
S3 2.802 2.865 3.007
S4 2.692 2.755 2.977
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 3.070 2.647 0.423 13.9% 0.147 4.8% 92% True False 187,916
10 3.070 2.637 0.433 14.3% 0.130 4.3% 92% True False 155,676
20 3.070 2.610 0.460 15.1% 0.124 4.1% 93% True False 122,464
40 3.281 2.610 0.671 22.1% 0.126 4.2% 64% False False 97,912
60 3.281 2.610 0.671 22.1% 0.131 4.3% 64% False False 81,062
80 3.281 2.357 0.924 30.4% 0.128 4.2% 74% False False 71,037
100 3.281 2.357 0.924 30.4% 0.125 4.1% 74% False False 63,955
120 3.281 2.300 0.981 32.3% 0.115 3.8% 75% False False 56,985
Crabel Price Patterns
NR True
NR4 True
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 0.035
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.538
2.618 3.358
1.618 3.248
1.000 3.180
0.618 3.138
HIGH 3.070
0.618 3.028
0.500 3.015
0.382 3.002
LOW 2.960
0.618 2.892
1.000 2.850
1.618 2.782
2.618 2.672
4.250 2.493
Fisher Pivots for day following 13-Sep-2012
Pivot 1 day 3 day
R1 3.030 3.003
PP 3.022 2.970
S1 3.015 2.936

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

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