NYMEX Natural Gas Future December 2012


Trading Metrics calculated at close of trading on 01-Nov-2012
Day Change Summary
Previous Current
31-Oct-2012 01-Nov-2012 Change Change % Previous Week
Open 3.695 3.692 -0.003 -0.1% 3.940
High 3.778 3.742 -0.036 -1.0% 3.965
Low 3.680 3.653 -0.027 -0.7% 3.693
Close 3.692 3.699 0.007 0.2% 3.724
Range 0.098 0.089 -0.009 -9.2% 0.272
ATR 0.122 0.120 -0.002 -1.9% 0.000
Volume 100,035 106,550 6,515 6.5% 513,154
Daily Pivots for day following 01-Nov-2012
Classic Woodie Camarilla DeMark
R4 3.965 3.921 3.748
R3 3.876 3.832 3.723
R2 3.787 3.787 3.715
R1 3.743 3.743 3.707 3.765
PP 3.698 3.698 3.698 3.709
S1 3.654 3.654 3.691 3.676
S2 3.609 3.609 3.683
S3 3.520 3.565 3.675
S4 3.431 3.476 3.650
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% 0.119 3.2% 24% False False 97,308
10 3.970 3.650 0.320 8.7% 0.126 3.4% 15% False False 98,424
20 3.970 3.622 0.348 9.4% 0.121 3.3% 22% False False 91,829
40 3.970 3.055 0.915 24.7% 0.117 3.2% 70% False False 71,470
60 3.970 3.055 0.915 24.7% 0.112 3.0% 70% False False 56,283
80 3.970 3.055 0.915 24.7% 0.111 3.0% 70% False False 47,234
100 3.970 2.962 1.008 27.3% 0.112 3.0% 73% False False 40,933
120 3.970 2.962 1.008 27.3% 0.109 2.9% 73% False False 36,099
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.025
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4.120
2.618 3.975
1.618 3.886
1.000 3.831
0.618 3.797
HIGH 3.742
0.618 3.708
0.500 3.698
0.382 3.687
LOW 3.653
0.618 3.598
1.000 3.564
1.618 3.509
2.618 3.420
4.250 3.275
Fisher Pivots for day following 01-Nov-2012
Pivot 1 day 3 day
R1 3.699 3.735
PP 3.698 3.723
S1 3.698 3.711

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

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