NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 16-Oct-2012
Day Change Summary
Previous Current
15-Oct-2012 16-Oct-2012 Change Change % Previous Week
Open 3.910 3.916 0.006 0.2% 3.866
High 3.910 3.921 0.011 0.3% 3.998
Low 3.850 3.863 0.013 0.3% 3.810
Close 3.884 3.891 0.007 0.2% 3.949
Range 0.060 0.058 -0.002 -3.3% 0.188
ATR 0.082 0.081 -0.002 -2.1% 0.000
Volume 2,820 2,665 -155 -5.5% 15,495
Daily Pivots for day following 16-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.066 4.036 3.923
R3 4.008 3.978 3.907
R2 3.950 3.950 3.902
R1 3.920 3.920 3.896 3.906
PP 3.892 3.892 3.892 3.885
S1 3.862 3.862 3.886 3.848
S2 3.834 3.834 3.880
S3 3.776 3.804 3.875
S4 3.718 3.746 3.859
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 3.850 0.148 3.8% 0.070 1.8% 28% False False 3,447
10 3.998 3.764 0.234 6.0% 0.071 1.8% 54% False False 3,163
20 3.998 3.479 0.519 13.3% 0.069 1.8% 79% False False 2,746
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.017
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4.168
2.618 4.073
1.618 4.015
1.000 3.979
0.618 3.957
HIGH 3.921
0.618 3.899
0.500 3.892
0.382 3.885
LOW 3.863
0.618 3.827
1.000 3.805
1.618 3.769
2.618 3.711
4.250 3.617
Fisher Pivots for day following 16-Oct-2012
Pivot 1 day 3 day
R1 3.892 3.924
PP 3.892 3.913
S1 3.891 3.902

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

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