NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 09-Oct-2012
Day Change Summary
Previous Current
08-Oct-2012 09-Oct-2012 Change Change % Previous Week
Open 3.866 3.890 0.024 0.6% 3.832
High 3.892 3.933 0.041 1.1% 3.915
Low 3.810 3.840 0.030 0.8% 3.764
Close 3.874 3.933 0.059 1.5% 3.841
Range 0.082 0.093 0.011 13.4% 0.151
ATR 0.081 0.082 0.001 1.0% 0.000
Volume 2,334 1,411 -923 -39.5% 15,962
Daily Pivots for day following 09-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.181 4.150 3.984
R3 4.088 4.057 3.959
R2 3.995 3.995 3.950
R1 3.964 3.964 3.942 3.980
PP 3.902 3.902 3.902 3.910
S1 3.871 3.871 3.924 3.887
S2 3.809 3.809 3.916
S3 3.716 3.778 3.907
S4 3.623 3.685 3.882
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.293 4.218 3.924
R3 4.142 4.067 3.883
R2 3.991 3.991 3.869
R1 3.916 3.916 3.855 3.954
PP 3.840 3.840 3.840 3.859
S1 3.765 3.765 3.827 3.803
S2 3.689 3.689 3.813
S3 3.538 3.614 3.799
S4 3.387 3.463 3.758
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.933 3.764 0.169 4.3% 0.072 1.8% 100% True False 2,879
10 3.933 3.634 0.299 7.6% 0.074 1.9% 100% True False 2,867
20 3.933 3.479 0.454 11.5% 0.072 1.8% 100% True False 2,375
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.328
2.618 4.176
1.618 4.083
1.000 4.026
0.618 3.990
HIGH 3.933
0.618 3.897
0.500 3.887
0.382 3.876
LOW 3.840
0.618 3.783
1.000 3.747
1.618 3.690
2.618 3.597
4.250 3.445
Fisher Pivots for day following 09-Oct-2012
Pivot 1 day 3 day
R1 3.918 3.912
PP 3.902 3.890
S1 3.887 3.869

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

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