NYMEX Natural Gas Future December 2012


Trading Metrics calculated at close of trading on 20-Sep-2012
Day Change Summary
Previous Current
19-Sep-2012 20-Sep-2012 Change Change % Previous Week
Open 3.255 3.255 0.000 0.0% 3.069
High 3.289 3.267 -0.022 -0.7% 3.418
Low 3.210 3.210 0.000 0.0% 3.057
Close 3.235 3.250 0.015 0.5% 3.323
Range 0.079 0.057 -0.022 -27.8% 0.361
ATR 0.108 0.104 -0.004 -3.4% 0.000
Volume 48,148 39,649 -8,499 -17.7% 258,286
Daily Pivots for day following 20-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.413 3.389 3.281
R3 3.356 3.332 3.266
R2 3.299 3.299 3.260
R1 3.275 3.275 3.255 3.259
PP 3.242 3.242 3.242 3.234
S1 3.218 3.218 3.245 3.202
S2 3.185 3.185 3.240
S3 3.128 3.161 3.234
S4 3.071 3.104 3.219
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 4.349 4.197 3.522
R3 3.988 3.836 3.422
R2 3.627 3.627 3.389
R1 3.475 3.475 3.356 3.551
PP 3.266 3.266 3.266 3.304
S1 3.114 3.114 3.290 3.190
S2 2.905 2.905 3.257
S3 2.544 2.753 3.224
S4 2.183 2.392 3.124
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.416 3.210 0.206 6.3% 0.093 2.8% 19% False True 43,648
10 3.418 3.055 0.363 11.2% 0.109 3.3% 54% False False 45,396
20 3.418 3.055 0.363 11.2% 0.107 3.3% 54% False False 37,031
40 3.631 3.055 0.576 17.7% 0.107 3.3% 34% False False 30,090
60 3.631 3.055 0.576 17.7% 0.108 3.3% 34% False False 25,555
80 3.631 2.962 0.669 20.6% 0.106 3.3% 43% False False 22,625
100 3.631 2.962 0.669 20.6% 0.103 3.2% 43% False False 20,267
120 3.631 2.909 0.722 22.2% 0.096 3.0% 47% False False 18,420
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 3.509
2.618 3.416
1.618 3.359
1.000 3.324
0.618 3.302
HIGH 3.267
0.618 3.245
0.500 3.239
0.382 3.232
LOW 3.210
0.618 3.175
1.000 3.153
1.618 3.118
2.618 3.061
4.250 2.968
Fisher Pivots for day following 20-Sep-2012
Pivot 1 day 3 day
R1 3.246 3.270
PP 3.242 3.263
S1 3.239 3.257

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

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