NYMEX Natural Gas Future December 2012


Trading Metrics calculated at close of trading on 18-Oct-2012
Day Change Summary
Previous Current
17-Oct-2012 18-Oct-2012 Change Change % Previous Week
Open 3.769 3.820 0.051 1.4% 3.672
High 3.840 3.909 0.069 1.8% 3.919
Low 3.746 3.733 -0.013 -0.3% 3.622
Close 3.820 3.904 0.084 2.2% 3.877
Range 0.094 0.176 0.082 87.2% 0.297
ATR 0.111 0.115 0.005 4.2% 0.000
Volume 112,346 112,445 99 0.1% 385,489
Daily Pivots for day following 18-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.377 4.316 4.001
R3 4.201 4.140 3.952
R2 4.025 4.025 3.936
R1 3.964 3.964 3.920 3.995
PP 3.849 3.849 3.849 3.864
S1 3.788 3.788 3.888 3.819
S2 3.673 3.673 3.872
S3 3.497 3.612 3.856
S4 3.321 3.436 3.807
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 3.915 3.727 0.188 4.8% 0.117 3.0% 94% False False 98,239
10 3.919 3.622 0.297 7.6% 0.115 2.9% 95% False False 85,234
20 3.919 3.240 0.679 17.4% 0.116 3.0% 98% False False 71,030
40 3.919 3.055 0.864 22.1% 0.111 2.8% 98% False False 54,030
60 3.919 3.055 0.864 22.1% 0.110 2.8% 98% False False 43,737
80 3.919 3.055 0.864 22.1% 0.110 2.8% 98% False False 36,924
100 3.919 2.962 0.957 24.5% 0.108 2.8% 98% False False 32,306
120 3.919 2.962 0.957 24.5% 0.105 2.7% 98% False False 28,728
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.037
Widest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 4.657
2.618 4.370
1.618 4.194
1.000 4.085
0.618 4.018
HIGH 3.909
0.618 3.842
0.500 3.821
0.382 3.800
LOW 3.733
0.618 3.624
1.000 3.557
1.618 3.448
2.618 3.272
4.250 2.985
Fisher Pivots for day following 18-Oct-2012
Pivot 1 day 3 day
R1 3.876 3.875
PP 3.849 3.847
S1 3.821 3.818

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

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