NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 10-Oct-2012
Day Change Summary
Previous Current
09-Oct-2012 10-Oct-2012 Change Change % Previous Week
Open 3.890 3.957 0.067 1.7% 3.832
High 3.933 3.970 0.037 0.9% 3.915
Low 3.840 3.900 0.060 1.6% 3.764
Close 3.933 3.930 -0.003 -0.1% 3.841
Range 0.093 0.070 -0.023 -24.7% 0.151
ATR 0.082 0.081 -0.001 -1.1% 0.000
Volume 1,411 2,570 1,159 82.1% 15,962
Daily Pivots for day following 10-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.143 4.107 3.969
R3 4.073 4.037 3.949
R2 4.003 4.003 3.943
R1 3.967 3.967 3.936 3.950
PP 3.933 3.933 3.933 3.925
S1 3.897 3.897 3.924 3.880
S2 3.863 3.863 3.917
S3 3.793 3.827 3.911
S4 3.723 3.757 3.892
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 3.970 3.792 0.178 4.5% 0.074 1.9% 78% True False 2,772
10 3.970 3.689 0.281 7.2% 0.074 1.9% 86% True False 2,967
20 3.970 3.479 0.491 12.5% 0.070 1.8% 92% True False 2,255
Crabel Price Patterns
NR True
NR4 False
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 True
Stretch 0.021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.268
2.618 4.153
1.618 4.083
1.000 4.040
0.618 4.013
HIGH 3.970
0.618 3.943
0.500 3.935
0.382 3.927
LOW 3.900
0.618 3.857
1.000 3.830
1.618 3.787
2.618 3.717
4.250 3.603
Fisher Pivots for day following 10-Oct-2012
Pivot 1 day 3 day
R1 3.935 3.917
PP 3.933 3.903
S1 3.932 3.890

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

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