NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 25-Oct-2012
Day Change Summary
Previous Current
24-Oct-2012 25-Oct-2012 Change Change % Previous Week
Open 3.935 3.906 -0.029 -0.7% 3.899
High 3.940 3.906 -0.034 -0.9% 4.000
Low 3.835 3.800 -0.035 -0.9% 3.804
Close 3.860 3.882 0.022 0.6% 3.983
Range 0.105 0.106 0.001 1.0% 0.196
ATR 0.083 0.084 0.002 2.0% 0.000
Volume 2,757 4,468 1,711 62.1% 29,087
Daily Pivots for day following 25-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.181 4.137 3.940
R3 4.075 4.031 3.911
R2 3.969 3.969 3.901
R1 3.925 3.925 3.892 3.894
PP 3.863 3.863 3.863 3.847
S1 3.819 3.819 3.872 3.788
S2 3.757 3.757 3.863
S3 3.651 3.713 3.853
S4 3.545 3.607 3.824
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.517 4.446 4.091
R3 4.321 4.250 4.037
R2 4.125 4.125 4.019
R1 4.054 4.054 4.001 4.090
PP 3.929 3.929 3.929 3.947
S1 3.858 3.858 3.965 3.894
S2 3.733 3.733 3.947
S3 3.537 3.662 3.929
S4 3.341 3.466 3.875
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.000 3.800 0.200 5.2% 0.089 2.3% 41% False True 4,791
10 4.000 3.800 0.200 5.2% 0.083 2.1% 41% False True 6,273
20 4.000 3.699 0.301 7.8% 0.082 2.1% 61% False False 6,223
40 4.000 3.275 0.725 18.7% 0.076 2.0% 84% False False 4,766
60 4.000 3.250 0.750 19.3% 0.076 1.9% 84% False False 3,680
80 4.000 3.250 0.750 19.3% 0.074 1.9% 84% False False 3,029
100 4.000 3.170 0.830 21.4% 0.072 1.8% 86% False False 2,630
120 4.000 3.170 0.830 21.4% 0.070 1.8% 86% False False 2,378
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.357
2.618 4.184
1.618 4.078
1.000 4.012
0.618 3.972
HIGH 3.906
0.618 3.866
0.500 3.853
0.382 3.840
LOW 3.800
0.618 3.734
1.000 3.694
1.618 3.628
2.618 3.522
4.250 3.350
Fisher Pivots for day following 25-Oct-2012
Pivot 1 day 3 day
R1 3.872 3.878
PP 3.863 3.874
S1 3.853 3.870

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

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