NYMEX Natural Gas Future December 2012


Trading Metrics calculated at close of trading on 08-Oct-2012
Day Change Summary
Previous Current
05-Oct-2012 08-Oct-2012 Change Change % Previous Week
Open 3.683 3.672 -0.011 -0.3% 3.627
High 3.719 3.721 0.002 0.1% 3.815
Low 3.633 3.622 -0.011 -0.3% 3.609
Close 3.682 3.697 0.015 0.4% 3.682
Range 0.086 0.099 0.013 15.1% 0.206
ATR 0.111 0.110 -0.001 -0.8% 0.000
Volume 52,516 60,604 8,088 15.4% 333,990
Daily Pivots for day following 08-Oct-2012
Classic Woodie Camarilla DeMark
R4 3.977 3.936 3.751
R3 3.878 3.837 3.724
R2 3.779 3.779 3.715
R1 3.738 3.738 3.706 3.759
PP 3.680 3.680 3.680 3.690
S1 3.639 3.639 3.688 3.660
S2 3.581 3.581 3.679
S3 3.482 3.540 3.670
S4 3.383 3.441 3.643
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.320 4.207 3.795
R3 4.114 4.001 3.739
R2 3.908 3.908 3.720
R1 3.795 3.795 3.701 3.852
PP 3.702 3.702 3.702 3.730
S1 3.589 3.589 3.663 3.646
S2 3.496 3.496 3.644
S3 3.290 3.383 3.625
S4 3.084 3.177 3.569
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.815 3.609 0.206 5.6% 0.121 3.3% 43% False False 63,977
10 3.815 3.327 0.488 13.2% 0.115 3.1% 76% False False 60,455
20 3.815 3.166 0.649 17.6% 0.111 3.0% 82% False False 53,279
40 3.815 3.055 0.760 20.6% 0.105 2.8% 84% False False 39,704
60 3.815 3.055 0.760 20.6% 0.107 2.9% 84% False False 33,712
80 3.815 3.055 0.760 20.6% 0.108 2.9% 84% False False 29,292
100 3.815 2.962 0.853 23.1% 0.106 2.9% 86% False False 25,937
120 3.815 2.909 0.906 24.5% 0.102 2.8% 87% False False 23,198
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.142
2.618 3.980
1.618 3.881
1.000 3.820
0.618 3.782
HIGH 3.721
0.618 3.683
0.500 3.672
0.382 3.660
LOW 3.622
0.618 3.561
1.000 3.523
1.618 3.462
2.618 3.363
4.250 3.201
Fisher Pivots for day following 08-Oct-2012
Pivot 1 day 3 day
R1 3.689 3.691
PP 3.680 3.684
S1 3.672 3.678

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

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