NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 15-Oct-2012
Day Change Summary
Previous Current
12-Oct-2012 15-Oct-2012 Change Change % Previous Week
Open 3.976 3.910 -0.066 -1.7% 3.866
High 3.998 3.910 -0.088 -2.2% 3.998
Low 3.913 3.850 -0.063 -1.6% 3.810
Close 3.949 3.884 -0.065 -1.6% 3.949
Range 0.085 0.060 -0.025 -29.4% 0.188
ATR 0.081 0.082 0.001 1.6% 0.000
Volume 7,110 2,820 -4,290 -60.3% 15,495
Daily Pivots for day following 15-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.061 4.033 3.917
R3 4.001 3.973 3.901
R2 3.941 3.941 3.895
R1 3.913 3.913 3.890 3.897
PP 3.881 3.881 3.881 3.874
S1 3.853 3.853 3.879 3.837
S2 3.821 3.821 3.873
S3 3.761 3.793 3.868
S4 3.701 3.733 3.851
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 3.840 0.158 4.1% 0.077 2.0% 28% False False 3,196
10 3.998 3.764 0.234 6.0% 0.077 2.0% 51% False False 3,217
20 3.998 3.479 0.519 13.4% 0.069 1.8% 78% False False 2,647
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Stretch 0.021
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.165
2.618 4.067
1.618 4.007
1.000 3.970
0.618 3.947
HIGH 3.910
0.618 3.887
0.500 3.880
0.382 3.873
LOW 3.850
0.618 3.813
1.000 3.790
1.618 3.753
2.618 3.693
4.250 3.595
Fisher Pivots for day following 15-Oct-2012
Pivot 1 day 3 day
R1 3.883 3.924
PP 3.881 3.911
S1 3.880 3.897

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

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