NYMEX Natural Gas Future December 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 3.327 3.382 0.055 1.7% 3.313
High 3.398 3.512 0.114 3.4% 3.366
Low 3.327 3.373 0.046 1.4% 3.210
Close 3.382 3.488 0.106 3.1% 3.356
Range 0.071 0.139 0.068 95.8% 0.156
ATR 0.102 0.104 0.003 2.6% 0.000
Volume 26,642 35,203 8,561 32.1% 195,561
Daily Pivots for day following 26-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.875 3.820 3.564
R3 3.736 3.681 3.526
R2 3.597 3.597 3.513
R1 3.542 3.542 3.501 3.570
PP 3.458 3.458 3.458 3.471
S1 3.403 3.403 3.475 3.431
S2 3.319 3.319 3.463
S3 3.180 3.264 3.450
S4 3.041 3.125 3.412
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 3.512 3.210 0.302 8.7% 0.094 2.7% 92% True False 35,664
10 3.512 3.210 0.302 8.7% 0.098 2.8% 92% True False 40,679
20 3.512 3.055 0.457 13.1% 0.104 3.0% 95% True False 38,927
40 3.594 3.055 0.539 15.5% 0.108 3.1% 80% False False 31,759
60 3.631 3.055 0.576 16.5% 0.107 3.1% 75% False False 26,528
80 3.631 2.962 0.669 19.2% 0.106 3.0% 79% False False 23,737
100 3.631 2.962 0.669 19.2% 0.104 3.0% 79% False False 21,280
120 3.631 2.909 0.722 20.7% 0.098 2.8% 80% False False 19,340
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 0.021
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 4.103
2.618 3.876
1.618 3.737
1.000 3.651
0.618 3.598
HIGH 3.512
0.618 3.459
0.500 3.443
0.382 3.426
LOW 3.373
0.618 3.287
1.000 3.234
1.618 3.148
2.618 3.009
4.250 2.782
Fisher Pivots for day following 26-Sep-2012
Pivot 1 day 3 day
R1 3.473 3.458
PP 3.458 3.428
S1 3.443 3.399

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

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