NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 04-Oct-2012
Day Change Summary
Previous Current
03-Oct-2012 04-Oct-2012 Change Change % Previous Week
Open 3.819 3.817 -0.002 -0.1% 3.591
High 3.822 3.859 0.037 1.0% 3.794
Low 3.764 3.792 0.028 0.7% 3.539
Close 3.804 3.825 0.021 0.6% 3.791
Range 0.058 0.067 0.009 15.5% 0.255
ATR 0.084 0.083 -0.001 -1.5% 0.000
Volume 3,106 2,790 -316 -10.2% 12,689
Daily Pivots for day following 04-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.026 3.993 3.862
R3 3.959 3.926 3.843
R2 3.892 3.892 3.837
R1 3.859 3.859 3.831 3.876
PP 3.825 3.825 3.825 3.834
S1 3.792 3.792 3.819 3.809
S2 3.758 3.758 3.813
S3 3.691 3.725 3.807
S4 3.624 3.658 3.788
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 3.734 0.181 4.7% 0.073 1.9% 50% False False 3,009
10 3.915 3.503 0.412 10.8% 0.070 1.8% 78% False False 2,567
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 0.015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.144
2.618 4.034
1.618 3.967
1.000 3.926
0.618 3.900
HIGH 3.859
0.618 3.833
0.500 3.826
0.382 3.818
LOW 3.792
0.618 3.751
1.000 3.725
1.618 3.684
2.618 3.617
4.250 3.507
Fisher Pivots for day following 04-Oct-2012
Pivot 1 day 3 day
R1 3.826 3.840
PP 3.825 3.835
S1 3.825 3.830

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

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