NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 03-Oct-2012
Day Change Summary
Previous Current
02-Oct-2012 03-Oct-2012 Change Change % Previous Week
Open 3.873 3.819 -0.054 -1.4% 3.591
High 3.915 3.822 -0.093 -2.4% 3.794
Low 3.796 3.764 -0.032 -0.8% 3.539
Close 3.878 3.804 -0.074 -1.9% 3.791
Range 0.119 0.058 -0.061 -51.3% 0.255
ATR 0.082 0.084 0.002 2.8% 0.000
Volume 3,203 3,106 -97 -3.0% 12,689
Daily Pivots for day following 03-Oct-2012
Classic Woodie Camarilla DeMark
R4 3.971 3.945 3.836
R3 3.913 3.887 3.820
R2 3.855 3.855 3.815
R1 3.829 3.829 3.809 3.813
PP 3.797 3.797 3.797 3.789
S1 3.771 3.771 3.799 3.755
S2 3.739 3.739 3.793
S3 3.681 3.713 3.788
S4 3.623 3.655 3.772
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 3.689 0.226 5.9% 0.073 1.9% 51% False False 3,162
10 3.915 3.486 0.429 11.3% 0.067 1.8% 74% False False 2,502
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.014
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.069
2.618 3.974
1.618 3.916
1.000 3.880
0.618 3.858
HIGH 3.822
0.618 3.800
0.500 3.793
0.382 3.786
LOW 3.764
0.618 3.728
1.000 3.706
1.618 3.670
2.618 3.612
4.250 3.518
Fisher Pivots for day following 03-Oct-2012
Pivot 1 day 3 day
R1 3.800 3.840
PP 3.797 3.828
S1 3.793 3.816

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

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