NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 26-Sep-2012
Day Change Summary
Previous Current
25-Sep-2012 26-Sep-2012 Change Change % Previous Week
Open 3.047 3.113 0.066 2.2% 3.068
High 3.123 3.241 0.118 3.8% 3.121
Low 3.042 3.093 0.051 1.7% 2.923
Close 3.105 3.215 0.110 3.5% 3.071
Range 0.081 0.148 0.067 82.7% 0.198
ATR 0.112 0.115 0.003 2.3% 0.000
Volume 103,765 169,300 65,535 63.2% 476,665
Daily Pivots for day following 26-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.627 3.569 3.296
R3 3.479 3.421 3.256
R2 3.331 3.331 3.242
R1 3.273 3.273 3.229 3.302
PP 3.183 3.183 3.183 3.198
S1 3.125 3.125 3.201 3.154
S2 3.035 3.035 3.188
S3 2.887 2.977 3.174
S4 2.739 2.829 3.134
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 3.241 2.923 0.318 9.9% 0.101 3.1% 92% True False 115,862
10 3.241 2.923 0.318 9.9% 0.109 3.4% 92% True False 101,983
20 3.241 2.790 0.451 14.0% 0.115 3.6% 94% True False 81,313
40 3.368 2.790 0.578 18.0% 0.117 3.7% 74% False False 71,273
60 3.407 2.790 0.617 19.2% 0.117 3.6% 69% False False 57,498
80 3.407 2.650 0.757 23.5% 0.116 3.6% 75% False False 49,009
100 3.407 2.650 0.757 23.5% 0.113 3.5% 75% False False 42,567
120 3.407 2.566 0.841 26.2% 0.105 3.3% 77% False False 37,339
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 11 trading days
Fibonacci Retracements and Extensions
4.250 3.870
2.618 3.628
1.618 3.480
1.000 3.389
0.618 3.332
HIGH 3.241
0.618 3.184
0.500 3.167
0.382 3.150
LOW 3.093
0.618 3.002
1.000 2.945
1.618 2.854
2.618 2.706
4.250 2.464
Fisher Pivots for day following 26-Sep-2012
Pivot 1 day 3 day
R1 3.199 3.184
PP 3.183 3.152
S1 3.167 3.121

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

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