NYMEX Natural Gas Future February 2013


Trading Metrics calculated at close of trading on 12-Oct-2012
Day Change Summary
Previous Current
11-Oct-2012 12-Oct-2012 Change Change % Previous Week
Open 3.945 4.031 0.086 2.2% 3.845
High 4.055 4.052 -0.003 -0.1% 4.055
Low 3.935 3.960 0.025 0.6% 3.796
Close 4.040 4.001 -0.039 -1.0% 4.001
Range 0.120 0.092 -0.028 -23.3% 0.259
ATR 0.097 0.097 0.000 -0.4% 0.000
Volume 17,959 34,243 16,284 90.7% 99,068
Daily Pivots for day following 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.280 4.233 4.052
R3 4.188 4.141 4.026
R2 4.096 4.096 4.018
R1 4.049 4.049 4.009 4.027
PP 4.004 4.004 4.004 3.993
S1 3.957 3.957 3.993 3.935
S2 3.912 3.912 3.984
S3 3.820 3.865 3.976
S4 3.728 3.773 3.950
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.728 4.623 4.143
R3 4.469 4.364 4.072
R2 4.210 4.210 4.048
R1 4.105 4.105 4.025 4.158
PP 3.951 3.951 3.951 3.977
S1 3.846 3.846 3.977 3.899
S2 3.692 3.692 3.954
S3 3.433 3.587 3.930
S4 3.174 3.328 3.859
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.055 3.796 0.259 6.5% 0.101 2.5% 79% False False 19,813
10 4.055 3.765 0.290 7.2% 0.104 2.6% 81% False False 20,062
20 4.055 3.400 0.655 16.4% 0.091 2.3% 92% False False 15,370
40 4.055 3.222 0.833 20.8% 0.091 2.3% 94% False False 11,428
60 4.055 3.222 0.833 20.8% 0.090 2.2% 94% False False 9,332
80 4.055 3.222 0.833 20.8% 0.091 2.3% 94% False False 7,915
100 4.055 3.150 0.905 22.6% 0.089 2.2% 94% False False 6,860
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.443
2.618 4.293
1.618 4.201
1.000 4.144
0.618 4.109
HIGH 4.052
0.618 4.017
0.500 4.006
0.382 3.995
LOW 3.960
0.618 3.903
1.000 3.868
1.618 3.811
2.618 3.719
4.250 3.569
Fisher Pivots for day following 12-Oct-2012
Pivot 1 day 3 day
R1 4.006 3.993
PP 4.004 3.985
S1 4.003 3.977

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

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