NYMEX Natural Gas Future December 2012


Trading Metrics calculated at close of trading on 31-Oct-2012
Day Change Summary
Previous Current
30-Oct-2012 31-Oct-2012 Change Change % Previous Week
Open 3.801 3.695 -0.106 -2.8% 3.940
High 3.820 3.778 -0.042 -1.1% 3.965
Low 3.650 3.680 0.030 0.8% 3.693
Close 3.691 3.692 0.001 0.0% 3.724
Range 0.170 0.098 -0.072 -42.4% 0.272
ATR 0.124 0.122 -0.002 -1.5% 0.000
Volume 80,326 100,035 19,709 24.5% 513,154
Daily Pivots for day following 31-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.011 3.949 3.746
R3 3.913 3.851 3.719
R2 3.815 3.815 3.710
R1 3.753 3.753 3.701 3.735
PP 3.717 3.717 3.717 3.708
S1 3.655 3.655 3.683 3.637
S2 3.619 3.619 3.674
S3 3.521 3.557 3.665
S4 3.423 3.459 3.638
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.610 4.439 3.874
R3 4.338 4.167 3.799
R2 4.066 4.066 3.774
R1 3.895 3.895 3.749 3.845
PP 3.794 3.794 3.794 3.769
S1 3.623 3.623 3.699 3.573
S2 3.522 3.522 3.674
S3 3.250 3.351 3.649
S4 2.978 3.079 3.574
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.851 3.650 0.201 5.4% 0.126 3.4% 21% False False 101,045
10 3.970 3.650 0.320 8.7% 0.135 3.7% 13% False False 99,014
20 3.970 3.621 0.349 9.5% 0.122 3.3% 20% False False 89,344
40 3.970 3.055 0.915 24.8% 0.117 3.2% 70% False False 69,757
60 3.970 3.055 0.915 24.8% 0.111 3.0% 70% False False 54,981
80 3.970 3.055 0.915 24.8% 0.111 3.0% 70% False False 46,128
100 3.970 2.962 1.008 27.3% 0.112 3.0% 72% False False 40,046
120 3.970 2.962 1.008 27.3% 0.109 2.9% 72% False False 35,304
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4.195
2.618 4.035
1.618 3.937
1.000 3.876
0.618 3.839
HIGH 3.778
0.618 3.741
0.500 3.729
0.382 3.717
LOW 3.680
0.618 3.619
1.000 3.582
1.618 3.521
2.618 3.423
4.250 3.264
Fisher Pivots for day following 31-Oct-2012
Pivot 1 day 3 day
R1 3.729 3.751
PP 3.717 3.731
S1 3.704 3.712

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

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