NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 02-Oct-2012
Day Change Summary
Previous Current
01-Oct-2012 02-Oct-2012 Change Change % Previous Week
Open 3.325 3.483 0.158 4.8% 3.078
High 3.486 3.546 0.060 1.7% 3.330
Low 3.325 3.398 0.073 2.2% 3.000
Close 3.480 3.531 0.051 1.5% 3.320
Range 0.161 0.148 -0.013 -8.1% 0.330
ATR 0.117 0.119 0.002 1.9% 0.000
Volume 210,251 194,779 -15,472 -7.4% 760,065
Daily Pivots for day following 02-Oct-2012
Classic Woodie Camarilla DeMark
R4 3.936 3.881 3.612
R3 3.788 3.733 3.572
R2 3.640 3.640 3.558
R1 3.585 3.585 3.545 3.613
PP 3.492 3.492 3.492 3.505
S1 3.437 3.437 3.517 3.465
S2 3.344 3.344 3.504
S3 3.196 3.289 3.490
S4 3.048 3.141 3.450
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 4.207 4.093 3.502
R3 3.877 3.763 3.411
R2 3.547 3.547 3.381
R1 3.433 3.433 3.350 3.490
PP 3.217 3.217 3.217 3.245
S1 3.103 3.103 3.290 3.160
S2 2.887 2.887 3.260
S3 2.557 2.773 3.229
S4 2.227 2.443 3.139
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.546 3.093 0.453 12.8% 0.134 3.8% 97% True False 193,302
10 3.546 2.923 0.623 17.6% 0.112 3.2% 98% True False 147,232
20 3.546 2.802 0.744 21.1% 0.120 3.4% 98% True False 111,087
40 3.546 2.790 0.756 21.4% 0.116 3.3% 98% True False 86,380
60 3.546 2.790 0.756 21.4% 0.117 3.3% 98% True False 68,996
80 3.546 2.650 0.896 25.4% 0.118 3.3% 98% True False 58,189
100 3.546 2.650 0.896 25.4% 0.114 3.2% 98% True False 49,884
120 3.546 2.566 0.980 27.8% 0.107 3.0% 98% True False 43,597
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.175
2.618 3.933
1.618 3.785
1.000 3.694
0.618 3.637
HIGH 3.546
0.618 3.489
0.500 3.472
0.382 3.455
LOW 3.398
0.618 3.307
1.000 3.250
1.618 3.159
2.618 3.011
4.250 2.769
Fisher Pivots for day following 02-Oct-2012
Pivot 1 day 3 day
R1 3.511 3.486
PP 3.492 3.442
S1 3.472 3.397

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

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