NYMEX Natural Gas Future December 2012


Trading Metrics calculated at close of trading on 16-Oct-2012
Day Change Summary
Previous Current
15-Oct-2012 16-Oct-2012 Change Change % Previous Week
Open 3.866 3.774 -0.092 -2.4% 3.672
High 3.875 3.814 -0.061 -1.6% 3.919
Low 3.728 3.727 -0.001 0.0% 3.622
Close 3.774 3.767 -0.007 -0.2% 3.877
Range 0.147 0.087 -0.060 -40.8% 0.297
ATR 0.114 0.112 -0.002 -1.7% 0.000
Volume 82,801 106,751 23,950 28.9% 385,489
Daily Pivots for day following 16-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.030 3.986 3.815
R3 3.943 3.899 3.791
R2 3.856 3.856 3.783
R1 3.812 3.812 3.775 3.791
PP 3.769 3.769 3.769 3.759
S1 3.725 3.725 3.759 3.704
S2 3.682 3.682 3.751
S3 3.595 3.638 3.743
S4 3.508 3.551 3.719
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.697 4.584 4.040
R3 4.400 4.287 3.959
R2 4.103 4.103 3.931
R1 3.990 3.990 3.904 4.047
PP 3.806 3.806 3.806 3.834
S1 3.693 3.693 3.850 3.750
S2 3.509 3.509 3.823
S3 3.212 3.396 3.795
S4 2.915 3.099 3.714
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.919 3.727 0.192 5.1% 0.108 2.9% 21% False True 93,770
10 3.919 3.609 0.310 8.2% 0.115 3.0% 51% False False 75,230
20 3.919 3.210 0.709 18.8% 0.109 2.9% 79% False False 64,180
40 3.919 3.055 0.864 22.9% 0.109 2.9% 82% False False 49,554
60 3.919 3.055 0.864 22.9% 0.108 2.9% 82% False False 40,540
80 3.919 3.055 0.864 22.9% 0.109 2.9% 82% False False 34,429
100 3.919 2.962 0.957 25.4% 0.107 2.8% 84% False False 30,305
120 3.919 2.962 0.957 25.4% 0.105 2.8% 84% False False 27,029
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.184
2.618 4.042
1.618 3.955
1.000 3.901
0.618 3.868
HIGH 3.814
0.618 3.781
0.500 3.771
0.382 3.760
LOW 3.727
0.618 3.673
1.000 3.640
1.618 3.586
2.618 3.499
4.250 3.357
Fisher Pivots for day following 16-Oct-2012
Pivot 1 day 3 day
R1 3.771 3.821
PP 3.769 3.803
S1 3.768 3.785

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

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