NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 23-Oct-2012
Day Change Summary
Previous Current
22-Oct-2012 23-Oct-2012 Change Change % Previous Week
Open 4.025 3.922 -0.103 -2.6% 3.910
High 4.030 3.968 -0.062 -1.5% 4.031
Low 3.886 3.918 0.032 0.8% 3.850
Close 3.899 3.964 0.065 1.7% 4.015
Range 0.144 0.050 -0.094 -65.3% 0.181
ATR 0.082 0.081 -0.001 -1.1% 0.000
Volume 3,113 1,635 -1,478 -47.5% 12,879
Daily Pivots for day following 23-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.100 4.082 3.992
R3 4.050 4.032 3.978
R2 4.000 4.000 3.973
R1 3.982 3.982 3.969 3.991
PP 3.950 3.950 3.950 3.955
S1 3.932 3.932 3.959 3.941
S2 3.900 3.900 3.955
S3 3.850 3.882 3.950
S4 3.800 3.832 3.937
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.508 4.443 4.115
R3 4.327 4.262 4.065
R2 4.146 4.146 4.048
R1 4.081 4.081 4.032 4.114
PP 3.965 3.965 3.965 3.982
S1 3.900 3.900 3.998 3.933
S2 3.784 3.784 3.982
S3 3.603 3.719 3.965
S4 3.422 3.538 3.915
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.031 3.883 0.148 3.7% 0.077 1.9% 55% False False 2,428
10 4.031 3.850 0.181 4.6% 0.073 1.9% 63% False False 2,937
20 4.031 3.634 0.397 10.0% 0.074 1.9% 83% False False 2,902
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.181
2.618 4.099
1.618 4.049
1.000 4.018
0.618 3.999
HIGH 3.968
0.618 3.949
0.500 3.943
0.382 3.937
LOW 3.918
0.618 3.887
1.000 3.868
1.618 3.837
2.618 3.787
4.250 3.706
Fisher Pivots for day following 23-Oct-2012
Pivot 1 day 3 day
R1 3.957 3.962
PP 3.950 3.960
S1 3.943 3.959

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

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