NYMEX Natural Gas Future December 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 3.255 3.252 -0.003 -0.1% 3.313
High 3.267 3.366 0.099 3.0% 3.366
Low 3.210 3.240 0.030 0.9% 3.210
Close 3.250 3.356 0.106 3.3% 3.356
Range 0.057 0.126 0.069 121.1% 0.156
ATR 0.104 0.106 0.002 1.5% 0.000
Volume 39,649 31,660 -7,989 -20.1% 195,561
Daily Pivots for day following 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.699 3.653 3.425
R3 3.573 3.527 3.391
R2 3.447 3.447 3.379
R1 3.401 3.401 3.368 3.424
PP 3.321 3.321 3.321 3.332
S1 3.275 3.275 3.344 3.298
S2 3.195 3.195 3.333
S3 3.069 3.149 3.321
S4 2.943 3.023 3.287
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.779 3.723 3.442
R3 3.623 3.567 3.399
R2 3.467 3.467 3.385
R1 3.411 3.411 3.370 3.439
PP 3.311 3.311 3.311 3.325
S1 3.255 3.255 3.342 3.283
S2 3.155 3.155 3.327
S3 2.999 3.099 3.313
S4 2.843 2.943 3.270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.366 3.210 0.156 4.6% 0.092 2.7% 94% True False 39,112
10 3.418 3.057 0.361 10.8% 0.113 3.4% 83% False False 45,384
20 3.418 3.055 0.363 10.8% 0.106 3.2% 83% False False 37,368
40 3.631 3.055 0.576 17.2% 0.108 3.2% 52% False False 30,382
60 3.631 3.055 0.576 17.2% 0.107 3.2% 52% False False 25,921
80 3.631 2.962 0.669 19.9% 0.106 3.2% 59% False False 22,925
100 3.631 2.962 0.669 19.9% 0.104 3.1% 59% False False 20,495
120 3.631 2.909 0.722 21.5% 0.096 2.9% 62% False False 18,621
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 0.028
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.902
2.618 3.696
1.618 3.570
1.000 3.492
0.618 3.444
HIGH 3.366
0.618 3.318
0.500 3.303
0.382 3.288
LOW 3.240
0.618 3.162
1.000 3.114
1.618 3.036
2.618 2.910
4.250 2.705
Fisher Pivots for day following 21-Sep-2012
Pivot 1 day 3 day
R1 3.338 3.333
PP 3.321 3.311
S1 3.303 3.288

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

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