NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 12-Oct-2012
Day Change Summary
Previous Current
11-Oct-2012 12-Oct-2012 Change Change % Previous Week
Open 3.934 3.976 0.042 1.1% 3.866
High 3.994 3.998 0.004 0.1% 3.998
Low 3.917 3.913 -0.004 -0.1% 3.810
Close 3.993 3.949 -0.044 -1.1% 3.949
Range 0.077 0.085 0.008 10.4% 0.188
ATR 0.081 0.081 0.000 0.4% 0.000
Volume 2,070 7,110 5,040 243.5% 15,495
Daily Pivots for day following 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.208 4.164 3.996
R3 4.123 4.079 3.972
R2 4.038 4.038 3.965
R1 3.994 3.994 3.957 3.974
PP 3.953 3.953 3.953 3.943
S1 3.909 3.909 3.941 3.889
S2 3.868 3.868 3.933
S3 3.783 3.824 3.926
S4 3.698 3.739 3.902
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.483 4.404 4.052
R3 4.295 4.216 4.001
R2 4.107 4.107 3.983
R1 4.028 4.028 3.966 4.068
PP 3.919 3.919 3.919 3.939
S1 3.840 3.840 3.932 3.880
S2 3.731 3.731 3.915
S3 3.543 3.652 3.897
S4 3.355 3.464 3.846
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.998 3.810 0.188 4.8% 0.081 2.1% 74% True False 3,099
10 3.998 3.764 0.234 5.9% 0.077 1.9% 79% True False 3,145
20 3.998 3.479 0.519 13.1% 0.069 1.8% 91% True False 2,557
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.359
2.618 4.221
1.618 4.136
1.000 4.083
0.618 4.051
HIGH 3.998
0.618 3.966
0.500 3.956
0.382 3.945
LOW 3.913
0.618 3.860
1.000 3.828
1.618 3.775
2.618 3.690
4.250 3.552
Fisher Pivots for day following 12-Oct-2012
Pivot 1 day 3 day
R1 3.956 3.949
PP 3.953 3.949
S1 3.951 3.949

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

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