NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 01-Oct-2012
Day Change Summary
Previous Current
28-Sep-2012 01-Oct-2012 Change Change % Previous Week
Open 3.756 3.832 0.076 2.0% 3.591
High 3.794 3.890 0.096 2.5% 3.794
Low 3.734 3.831 0.097 2.6% 3.539
Close 3.791 3.875 0.084 2.2% 3.791
Range 0.060 0.059 -0.001 -1.7% 0.255
ATR 0.077 0.079 0.002 2.0% 0.000
Volume 3,841 2,106 -1,735 -45.2% 12,689
Daily Pivots for day following 01-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.042 4.018 3.907
R3 3.983 3.959 3.891
R2 3.924 3.924 3.886
R1 3.900 3.900 3.880 3.912
PP 3.865 3.865 3.865 3.872
S1 3.841 3.841 3.870 3.853
S2 3.806 3.806 3.864
S3 3.747 3.782 3.859
S4 3.688 3.723 3.843
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 4.473 4.387 3.931
R3 4.218 4.132 3.861
R2 3.963 3.963 3.838
R1 3.877 3.877 3.814 3.920
PP 3.708 3.708 3.708 3.730
S1 3.622 3.622 3.768 3.665
S2 3.453 3.453 3.744
S3 3.198 3.367 3.721
S4 2.943 3.112 3.651
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.890 3.594 0.296 7.6% 0.060 1.5% 95% True False 2,506
10 3.890 3.479 0.411 10.6% 0.061 1.6% 96% True False 2,077
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.141
2.618 4.044
1.618 3.985
1.000 3.949
0.618 3.926
HIGH 3.890
0.618 3.867
0.500 3.861
0.382 3.854
LOW 3.831
0.618 3.795
1.000 3.772
1.618 3.736
2.618 3.677
4.250 3.580
Fisher Pivots for day following 01-Oct-2012
Pivot 1 day 3 day
R1 3.870 3.847
PP 3.865 3.818
S1 3.861 3.790

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

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