NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 25-Sep-2012
Day Change Summary
Previous Current
24-Sep-2012 25-Sep-2012 Change Change % Previous Week
Open 2.900 2.850 -0.050 -1.7% 2.929
High 2.903 2.954 0.051 1.8% 2.983
Low 2.814 2.843 0.029 1.0% 2.737
Close 2.837 2.924 0.087 3.1% 2.885
Range 0.089 0.111 0.022 24.7% 0.246
ATR 0.123 0.123 0.000 -0.4% 0.000
Volume 77,628 82,608 4,980 6.4% 748,857
Daily Pivots for day following 25-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.240 3.193 2.985
R3 3.129 3.082 2.955
R2 3.018 3.018 2.944
R1 2.971 2.971 2.934 2.995
PP 2.907 2.907 2.907 2.919
S1 2.860 2.860 2.914 2.884
S2 2.796 2.796 2.904
S3 2.685 2.749 2.893
S4 2.574 2.638 2.863
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 2.954 2.737 0.217 7.4% 0.101 3.4% 86% True False 124,879
10 3.070 2.737 0.333 11.4% 0.116 4.0% 56% False False 144,780
20 3.070 2.610 0.460 15.7% 0.120 4.1% 68% False False 142,437
40 3.281 2.610 0.671 22.9% 0.126 4.3% 47% False False 112,157
60 3.281 2.610 0.671 22.9% 0.128 4.4% 47% False False 91,608
80 3.281 2.357 0.924 31.6% 0.128 4.4% 61% False False 80,720
100 3.281 2.357 0.924 31.6% 0.126 4.3% 61% False False 71,829
120 3.281 2.300 0.981 33.5% 0.117 4.0% 64% False False 64,379
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 0.028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.426
2.618 3.245
1.618 3.134
1.000 3.065
0.618 3.023
HIGH 2.954
0.618 2.912
0.500 2.899
0.382 2.885
LOW 2.843
0.618 2.774
1.000 2.732
1.618 2.663
2.618 2.552
4.250 2.371
Fisher Pivots for day following 25-Sep-2012
Pivot 1 day 3 day
R1 2.916 2.907
PP 2.907 2.889
S1 2.899 2.872

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

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