NYMEX Natural Gas Future December 2012


Trading Metrics calculated at close of trading on 05-Nov-2012
Day Change Summary
Previous Current
02-Nov-2012 05-Nov-2012 Change Change % Previous Week
Open 3.675 3.533 -0.142 -3.9% 3.725
High 3.693 3.588 -0.105 -2.8% 3.851
Low 3.532 3.506 -0.026 -0.7% 3.532
Close 3.554 3.554 0.000 0.0% 3.554
Range 0.161 0.082 -0.079 -49.1% 0.319
ATR 0.123 0.120 -0.003 -2.4% 0.000
Volume 128,738 85,735 -43,003 -33.4% 522,187
Daily Pivots for day following 05-Nov-2012
Classic Woodie Camarilla DeMark
R4 3.795 3.757 3.599
R3 3.713 3.675 3.577
R2 3.631 3.631 3.569
R1 3.593 3.593 3.562 3.612
PP 3.549 3.549 3.549 3.559
S1 3.511 3.511 3.546 3.530
S2 3.467 3.467 3.539
S3 3.385 3.429 3.531
S4 3.303 3.347 3.509
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.603 4.397 3.729
R3 4.284 4.078 3.642
R2 3.965 3.965 3.612
R1 3.759 3.759 3.583 3.703
PP 3.646 3.646 3.646 3.617
S1 3.440 3.440 3.525 3.384
S2 3.327 3.327 3.496
S3 3.008 3.121 3.466
S4 2.689 2.802 3.379
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.820 3.506 0.314 8.8% 0.120 3.4% 15% False True 100,276
10 3.880 3.506 0.374 10.5% 0.119 3.4% 13% False True 101,271
20 3.970 3.506 0.464 13.1% 0.123 3.5% 10% False True 96,897
40 3.970 3.166 0.804 22.6% 0.117 3.3% 48% False False 75,088
60 3.970 3.055 0.915 25.7% 0.111 3.1% 55% False False 58,768
80 3.970 3.055 0.915 25.7% 0.111 3.1% 55% False False 49,508
100 3.970 3.055 0.915 25.7% 0.111 3.1% 55% False False 42,813
120 3.970 2.962 1.008 28.4% 0.109 3.1% 59% False False 37,764
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 0.024
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 3.937
2.618 3.803
1.618 3.721
1.000 3.670
0.618 3.639
HIGH 3.588
0.618 3.557
0.500 3.547
0.382 3.537
LOW 3.506
0.618 3.455
1.000 3.424
1.618 3.373
2.618 3.291
4.250 3.158
Fisher Pivots for day following 05-Nov-2012
Pivot 1 day 3 day
R1 3.552 3.624
PP 3.549 3.601
S1 3.547 3.577

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

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