NYMEX Natural Gas Future April 2013


Trading Metrics calculated at close of trading on 10-Sep-2012
Day Change Summary
Previous Current
07-Sep-2012 10-Sep-2012 Change Change % Previous Week
Open 3.288 3.229 -0.059 -1.8% 3.321
High 3.288 3.370 0.082 2.5% 3.401
Low 3.229 3.224 -0.005 -0.2% 3.229
Close 3.243 3.346 0.103 3.2% 3.243
Range 0.059 0.146 0.087 147.5% 0.172
ATR 0.084 0.089 0.004 5.2% 0.000
Volume 14,511 18,301 3,790 26.1% 39,161
Daily Pivots for day following 10-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.751 3.695 3.426
R3 3.605 3.549 3.386
R2 3.459 3.459 3.373
R1 3.403 3.403 3.359 3.431
PP 3.313 3.313 3.313 3.328
S1 3.257 3.257 3.333 3.285
S2 3.167 3.167 3.319
S3 3.021 3.111 3.306
S4 2.875 2.965 3.266
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.807 3.697 3.338
R3 3.635 3.525 3.290
R2 3.463 3.463 3.275
R1 3.353 3.353 3.259 3.322
PP 3.291 3.291 3.291 3.276
S1 3.181 3.181 3.227 3.150
S2 3.119 3.119 3.211
S3 2.947 3.009 3.196
S4 2.775 2.837 3.148
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.401 3.224 0.177 5.3% 0.081 2.4% 69% False True 11,492
10 3.401 3.205 0.196 5.9% 0.082 2.5% 72% False False 10,010
20 3.467 3.205 0.262 7.8% 0.082 2.4% 54% False False 8,943
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 3.991
2.618 3.752
1.618 3.606
1.000 3.516
0.618 3.460
HIGH 3.370
0.618 3.314
0.500 3.297
0.382 3.280
LOW 3.224
0.618 3.134
1.000 3.078
1.618 2.988
2.618 2.842
4.250 2.604
Fisher Pivots for day following 10-Sep-2012
Pivot 1 day 3 day
R1 3.330 3.330
PP 3.313 3.313
S1 3.297 3.297

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

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