NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 18-Sep-2012
Day Change Summary
Previous Current
17-Sep-2012 18-Sep-2012 Change Change % Previous Week
Open 3.068 3.015 -0.053 -1.7% 2.812
High 3.121 3.069 -0.052 -1.7% 3.199
Low 3.008 2.945 -0.063 -2.1% 2.802
Close 3.015 2.961 -0.054 -1.8% 3.083
Range 0.113 0.124 0.011 9.7% 0.397
ATR 0.121 0.121 0.000 0.2% 0.000
Volume 71,086 98,354 27,268 38.4% 415,634
Daily Pivots for day following 18-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.364 3.286 3.029
R3 3.240 3.162 2.995
R2 3.116 3.116 2.984
R1 3.038 3.038 2.972 3.015
PP 2.992 2.992 2.992 2.980
S1 2.914 2.914 2.950 2.891
S2 2.868 2.868 2.938
S3 2.744 2.790 2.927
S4 2.620 2.666 2.893
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 4.219 4.048 3.301
R3 3.822 3.651 3.192
R2 3.425 3.425 3.156
R1 3.254 3.254 3.119 3.340
PP 3.028 3.028 3.028 3.071
S1 2.857 2.857 3.047 2.943
S2 2.631 2.631 3.010
S3 2.234 2.460 2.974
S4 1.837 2.063 2.865
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.199 2.945 0.254 8.6% 0.122 4.1% 6% False True 91,165
10 3.199 2.802 0.397 13.4% 0.128 4.3% 40% False False 74,942
20 3.199 2.790 0.409 13.8% 0.121 4.1% 42% False False 62,228
40 3.407 2.790 0.617 20.8% 0.119 4.0% 28% False False 58,963
60 3.407 2.790 0.617 20.8% 0.119 4.0% 28% False False 48,947
80 3.407 2.650 0.757 25.6% 0.115 3.9% 41% False False 41,777
100 3.407 2.650 0.757 25.6% 0.112 3.8% 41% False False 36,615
120 3.407 2.566 0.841 28.4% 0.103 3.5% 47% False False 32,077
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 0.033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.596
2.618 3.394
1.618 3.270
1.000 3.193
0.618 3.146
HIGH 3.069
0.618 3.022
0.500 3.007
0.382 2.992
LOW 2.945
0.618 2.868
1.000 2.821
1.618 2.744
2.618 2.620
4.250 2.418
Fisher Pivots for day following 18-Sep-2012
Pivot 1 day 3 day
R1 3.007 3.069
PP 2.992 3.033
S1 2.976 2.997

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

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