NYMEX Natural Gas Future February 2013


Trading Metrics calculated at close of trading on 16-Oct-2012
Day Change Summary
Previous Current
15-Oct-2012 16-Oct-2012 Change Change % Previous Week
Open 3.989 3.914 -0.075 -1.9% 3.845
High 4.011 3.947 -0.064 -1.6% 4.055
Low 3.862 3.872 0.010 0.3% 3.796
Close 3.908 3.910 0.002 0.1% 4.001
Range 0.149 0.075 -0.074 -49.7% 0.259
ATR 0.101 0.099 -0.002 -1.8% 0.000
Volume 17,144 12,396 -4,748 -27.7% 99,068
Daily Pivots for day following 16-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.135 4.097 3.951
R3 4.060 4.022 3.931
R2 3.985 3.985 3.924
R1 3.947 3.947 3.917 3.929
PP 3.910 3.910 3.910 3.900
S1 3.872 3.872 3.903 3.854
S2 3.835 3.835 3.896
S3 3.760 3.797 3.889
S4 3.685 3.722 3.869
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 3.862 0.193 4.9% 0.103 2.6% 25% False False 20,742
10 4.055 3.765 0.290 7.4% 0.101 2.6% 50% False False 18,458
20 4.055 3.400 0.655 16.8% 0.094 2.4% 78% False False 16,035
40 4.055 3.222 0.833 21.3% 0.093 2.4% 83% False False 11,830
60 4.055 3.222 0.833 21.3% 0.091 2.3% 83% False False 9,661
80 4.055 3.222 0.833 21.3% 0.091 2.3% 83% False False 8,225
100 4.055 3.150 0.905 23.1% 0.089 2.3% 84% False False 7,081
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 0.027
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.266
2.618 4.143
1.618 4.068
1.000 4.022
0.618 3.993
HIGH 3.947
0.618 3.918
0.500 3.910
0.382 3.901
LOW 3.872
0.618 3.826
1.000 3.797
1.618 3.751
2.618 3.676
4.250 3.553
Fisher Pivots for day following 16-Oct-2012
Pivot 1 day 3 day
R1 3.910 3.957
PP 3.910 3.941
S1 3.910 3.926

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

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