NYMEX Natural Gas Future February 2013


Trading Metrics calculated at close of trading on 05-Oct-2012
Day Change Summary
Previous Current
04-Oct-2012 05-Oct-2012 Change Change % Previous Week
Open 3.829 3.865 0.036 0.9% 3.795
High 3.882 3.876 -0.006 -0.2% 3.950
Low 3.794 3.805 0.011 0.3% 3.765
Close 3.835 3.848 0.013 0.3% 3.848
Range 0.088 0.071 -0.017 -19.3% 0.185
ATR 0.097 0.095 -0.002 -1.9% 0.000
Volume 20,400 15,450 -4,950 -24.3% 101,552
Daily Pivots for day following 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.056 4.023 3.887
R3 3.985 3.952 3.868
R2 3.914 3.914 3.861
R1 3.881 3.881 3.855 3.862
PP 3.843 3.843 3.843 3.834
S1 3.810 3.810 3.841 3.791
S2 3.772 3.772 3.835
S3 3.701 3.739 3.828
S4 3.630 3.668 3.809
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.409 4.314 3.950
R3 4.224 4.129 3.899
R2 4.039 4.039 3.882
R1 3.944 3.944 3.865 3.992
PP 3.854 3.854 3.854 3.878
S1 3.759 3.759 3.831 3.807
S2 3.669 3.669 3.814
S3 3.484 3.574 3.797
S4 3.299 3.389 3.746
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.950 3.765 0.185 4.8% 0.107 2.8% 45% False False 20,310
10 3.950 3.469 0.481 12.5% 0.092 2.4% 79% False False 16,377
20 3.950 3.241 0.709 18.4% 0.096 2.5% 86% False False 13,688
40 3.950 3.222 0.728 18.9% 0.088 2.3% 86% False False 9,710
60 3.950 3.222 0.728 18.9% 0.088 2.3% 86% False False 8,005
80 3.950 3.150 0.800 20.8% 0.091 2.4% 87% False False 6,883
100 3.950 3.150 0.800 20.8% 0.088 2.3% 87% False False 6,013
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 0.013
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.178
2.618 4.062
1.618 3.991
1.000 3.947
0.618 3.920
HIGH 3.876
0.618 3.849
0.500 3.841
0.382 3.832
LOW 3.805
0.618 3.761
1.000 3.734
1.618 3.690
2.618 3.619
4.250 3.503
Fisher Pivots for day following 05-Oct-2012
Pivot 1 day 3 day
R1 3.846 3.841
PP 3.843 3.834
S1 3.841 3.828

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

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