NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 21-Sep-2012
Day Change Summary
Previous Current
20-Sep-2012 21-Sep-2012 Change Change % Previous Week
Open 2.777 2.809 0.032 1.2% 2.929
High 2.821 2.901 0.080 2.8% 2.983
Low 2.747 2.790 0.043 1.6% 2.737
Close 2.797 2.885 0.088 3.1% 2.885
Range 0.074 0.111 0.037 50.0% 0.246
ATR 0.127 0.126 -0.001 -0.9% 0.000
Volume 161,154 141,845 -19,309 -12.0% 748,857
Daily Pivots for day following 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.192 3.149 2.946
R3 3.081 3.038 2.916
R2 2.970 2.970 2.905
R1 2.927 2.927 2.895 2.949
PP 2.859 2.859 2.859 2.869
S1 2.816 2.816 2.875 2.838
S2 2.748 2.748 2.865
S3 2.637 2.705 2.854
S4 2.526 2.594 2.824
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.606 3.492 3.020
R3 3.360 3.246 2.953
R2 3.114 3.114 2.930
R1 3.000 3.000 2.908 2.934
PP 2.868 2.868 2.868 2.836
S1 2.754 2.754 2.862 2.688
S2 2.622 2.622 2.840
S3 2.376 2.508 2.817
S4 2.130 2.262 2.750
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.983 2.737 0.246 8.5% 0.118 4.1% 60% False False 149,771
10 3.070 2.647 0.423 14.7% 0.137 4.7% 56% False False 168,685
20 3.070 2.610 0.460 15.9% 0.125 4.3% 60% False False 143,671
40 3.281 2.610 0.671 23.3% 0.128 4.4% 41% False False 110,579
60 3.281 2.610 0.671 23.3% 0.130 4.5% 41% False False 91,301
80 3.281 2.357 0.924 32.0% 0.129 4.5% 57% False False 79,645
100 3.281 2.357 0.924 32.0% 0.126 4.4% 57% False False 70,907
120 3.281 2.300 0.981 34.0% 0.117 4.0% 60% False False 63,407
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 3.373
2.618 3.192
1.618 3.081
1.000 3.012
0.618 2.970
HIGH 2.901
0.618 2.859
0.500 2.846
0.382 2.832
LOW 2.790
0.618 2.721
1.000 2.679
1.618 2.610
2.618 2.499
4.250 2.318
Fisher Pivots for day following 21-Sep-2012
Pivot 1 day 3 day
R1 2.872 2.863
PP 2.859 2.841
S1 2.846 2.819

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

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