NYMEX Natural Gas Future February 2013


Trading Metrics calculated at close of trading on 04-Oct-2012
Day Change Summary
Previous Current
03-Oct-2012 04-Oct-2012 Change Change % Previous Week
Open 3.890 3.829 -0.061 -1.6% 3.533
High 3.890 3.882 -0.008 -0.2% 3.790
Low 3.765 3.794 0.029 0.8% 3.469
Close 3.815 3.835 0.020 0.5% 3.780
Range 0.125 0.088 -0.037 -29.6% 0.321
ATR 0.098 0.097 -0.001 -0.7% 0.000
Volume 20,128 20,400 272 1.4% 62,223
Daily Pivots for day following 04-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.101 4.056 3.883
R3 4.013 3.968 3.859
R2 3.925 3.925 3.851
R1 3.880 3.880 3.843 3.903
PP 3.837 3.837 3.837 3.848
S1 3.792 3.792 3.827 3.815
S2 3.749 3.749 3.819
S3 3.661 3.704 3.811
S4 3.573 3.616 3.787
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 4.643 4.532 3.957
R3 4.322 4.211 3.868
R2 4.001 4.001 3.839
R1 3.890 3.890 3.809 3.946
PP 3.680 3.680 3.680 3.707
S1 3.569 3.569 3.751 3.625
S2 3.359 3.359 3.721
S3 3.038 3.248 3.692
S4 2.717 2.927 3.603
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.950 3.713 0.237 6.2% 0.108 2.8% 51% False False 21,210
10 3.950 3.423 0.527 13.7% 0.097 2.5% 78% False False 15,863
20 3.950 3.241 0.709 18.5% 0.095 2.5% 84% False False 13,349
40 3.950 3.222 0.728 19.0% 0.089 2.3% 84% False False 9,474
60 3.950 3.222 0.728 19.0% 0.089 2.3% 84% False False 7,795
80 3.950 3.150 0.800 20.9% 0.091 2.4% 86% False False 6,718
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.256
2.618 4.112
1.618 4.024
1.000 3.970
0.618 3.936
HIGH 3.882
0.618 3.848
0.500 3.838
0.382 3.828
LOW 3.794
0.618 3.740
1.000 3.706
1.618 3.652
2.618 3.564
4.250 3.420
Fisher Pivots for day following 04-Oct-2012
Pivot 1 day 3 day
R1 3.838 3.858
PP 3.837 3.850
S1 3.836 3.843

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

View Archives - Comment on this page... - Back to Index of Symbols