NYMEX Natural Gas Future June 2013

Trading Metrics calculated at close of trading on 02-Oct-2012

Day Change Summary
	Previous	Current
	01-Oct-2012	02-Oct-2012	Change	Change %	Previous Week
Open	3.832	3.873	0.041	1.1%	3.591
High	3.890	3.915	0.025	0.6%	3.794
Low	3.831	3.796	-0.035	-0.9%	3.539
Close	3.875	3.878	0.003	0.1%	3.791
Range	0.059	0.119	0.060	101.7%	0.255
ATR	0.079	0.082	0.003	3.6%	0.000
Volume	2,106	3,203	1,097	52.1%	12,689

Daily Pivots for day following 02-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.220	4.168	3.943
R3	4.101	4.049	3.911
R2	3.982	3.982	3.900
R1	3.930	3.930	3.889	3.956
PP	3.863	3.863	3.863	3.876
S1	3.811	3.811	3.867	3.837
S2	3.744	3.744	3.856
S3	3.625	3.692	3.845
S4	3.506	3.573	3.813

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	3.915	3.634	0.281	7.2%	0.076	2.0%	87%	True	False	2,855
10	3.915	3.479	0.436	11.2%	0.067	1.7%	92%	True	False	2,329

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	0.015
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	4.421
2.618	4.227
1.618	4.108
1.000	4.034
0.618	3.989
HIGH	3.915
0.618	3.870
0.500	3.856
0.382	3.841
LOW	3.796
0.618	3.722
1.000	3.677
1.618	3.603
2.618	3.484
4.250	3.290

Fisher Pivots for day following 02-Oct-2012
Pivot	1 day	3 day
R1	3.871	3.860
PP	3.863	3.842
S1	3.856	3.825

Download as Excel Spreadsheet

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

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