NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 11-Oct-2012
Day Change Summary
Previous Current
10-Oct-2012 11-Oct-2012 Change Change % Previous Week
Open 3.957 3.934 -0.023 -0.6% 3.832
High 3.970 3.994 0.024 0.6% 3.915
Low 3.900 3.917 0.017 0.4% 3.764
Close 3.930 3.993 0.063 1.6% 3.841
Range 0.070 0.077 0.007 10.0% 0.151
ATR 0.081 0.081 0.000 -0.4% 0.000
Volume 2,570 2,070 -500 -19.5% 15,962
Daily Pivots for day following 11-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.199 4.173 4.035
R3 4.122 4.096 4.014
R2 4.045 4.045 4.007
R1 4.019 4.019 4.000 4.032
PP 3.968 3.968 3.968 3.975
S1 3.942 3.942 3.986 3.955
S2 3.891 3.891 3.979
S3 3.814 3.865 3.972
S4 3.737 3.788 3.951
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 3.994 3.805 0.189 4.7% 0.076 1.9% 99% True False 2,628
10 3.994 3.734 0.260 6.5% 0.074 1.9% 100% True False 2,818
20 3.994 3.479 0.515 12.9% 0.070 1.7% 100% True False 2,258
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 0.021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.321
2.618 4.196
1.618 4.119
1.000 4.071
0.618 4.042
HIGH 3.994
0.618 3.965
0.500 3.956
0.382 3.946
LOW 3.917
0.618 3.869
1.000 3.840
1.618 3.792
2.618 3.715
4.250 3.590
Fisher Pivots for day following 11-Oct-2012
Pivot 1 day 3 day
R1 3.981 3.968
PP 3.968 3.942
S1 3.956 3.917

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

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