NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 19-Oct-2012
Day Change Summary
Previous Current
18-Oct-2012 19-Oct-2012 Change Change % Previous Week
Open 3.478 3.584 0.106 3.0% 3.593
High 3.591 3.647 0.056 1.6% 3.647
Low 3.401 3.559 0.158 4.6% 3.398
Close 3.587 3.617 0.030 0.8% 3.617
Range 0.190 0.088 -0.102 -53.7% 0.249
ATR 0.126 0.123 -0.003 -2.1% 0.000
Volume 205,527 122,775 -82,752 -40.3% 825,439
Daily Pivots for day following 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 3.872 3.832 3.665
R3 3.784 3.744 3.641
R2 3.696 3.696 3.633
R1 3.656 3.656 3.625 3.676
PP 3.608 3.608 3.608 3.618
S1 3.568 3.568 3.609 3.588
S2 3.520 3.520 3.601
S3 3.432 3.480 3.593
S4 3.344 3.392 3.569
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.301 4.208 3.754
R3 4.052 3.959 3.685
R2 3.803 3.803 3.663
R1 3.710 3.710 3.640 3.757
PP 3.554 3.554 3.554 3.577
S1 3.461 3.461 3.594 3.508
S2 3.305 3.305 3.571
S3 3.056 3.212 3.549
S4 2.807 2.963 3.480
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.647 3.398 0.249 6.9% 0.129 3.6% 88% True False 165,087
10 3.647 3.327 0.320 8.8% 0.124 3.4% 91% True False 181,838
20 3.647 3.000 0.647 17.9% 0.123 3.4% 95% True False 176,046
40 3.647 2.790 0.857 23.7% 0.120 3.3% 96% True False 123,204
60 3.647 2.790 0.857 23.7% 0.120 3.3% 96% True False 101,658
80 3.647 2.790 0.857 23.7% 0.119 3.3% 96% True False 83,842
100 3.647 2.650 0.997 27.6% 0.117 3.2% 97% True False 71,244
120 3.647 2.650 0.997 27.6% 0.114 3.1% 97% True False 62,058
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.039
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.021
2.618 3.877
1.618 3.789
1.000 3.735
0.618 3.701
HIGH 3.647
0.618 3.613
0.500 3.603
0.382 3.593
LOW 3.559
0.618 3.505
1.000 3.471
1.618 3.417
2.618 3.329
4.250 3.185
Fisher Pivots for day following 19-Oct-2012
Pivot 1 day 3 day
R1 3.612 3.586
PP 3.608 3.554
S1 3.603 3.523

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

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