NYMEX Natural Gas Future November 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 2.955 2.977 0.022 0.7% 3.068
High 2.986 3.079 0.093 3.1% 3.121
Low 2.923 2.950 0.027 0.9% 2.923
Close 2.962 3.071 0.109 3.7% 3.071
Range 0.063 0.129 0.066 104.8% 0.198
ATR 0.115 0.116 0.001 0.8% 0.000
Volume 96,640 114,788 18,148 18.8% 476,665
Daily Pivots for day following 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.420 3.375 3.142
R3 3.291 3.246 3.106
R2 3.162 3.162 3.095
R1 3.117 3.117 3.083 3.140
PP 3.033 3.033 3.033 3.045
S1 2.988 2.988 3.059 3.011
S2 2.904 2.904 3.047
S3 2.775 2.859 3.036
S4 2.646 2.730 3.000
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.632 3.550 3.180
R3 3.434 3.352 3.125
R2 3.236 3.236 3.107
R1 3.154 3.154 3.089 3.195
PP 3.038 3.038 3.038 3.059
S1 2.956 2.956 3.053 2.997
S2 2.840 2.840 3.035
S3 2.642 2.758 3.017
S4 2.444 2.560 2.962
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.121 2.923 0.198 6.4% 0.105 3.4% 75% False False 95,333
10 3.199 2.802 0.397 12.9% 0.125 4.1% 68% False False 89,229
20 3.199 2.790 0.409 13.3% 0.117 3.8% 69% False False 70,363
40 3.407 2.790 0.617 20.1% 0.118 3.9% 46% False False 64,464
60 3.407 2.790 0.617 20.1% 0.118 3.8% 46% False False 53,107
80 3.407 2.650 0.757 24.6% 0.115 3.8% 56% False False 45,043
100 3.407 2.650 0.757 24.6% 0.112 3.6% 56% False False 39,260
120 3.407 2.566 0.841 27.4% 0.104 3.4% 60% False False 34,436
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 3.627
2.618 3.417
1.618 3.288
1.000 3.208
0.618 3.159
HIGH 3.079
0.618 3.030
0.500 3.015
0.382 2.999
LOW 2.950
0.618 2.870
1.000 2.821
1.618 2.741
2.618 2.612
4.250 2.402
Fisher Pivots for day following 21-Sep-2012
Pivot 1 day 3 day
R1 3.052 3.048
PP 3.033 3.024
S1 3.015 3.001

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

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