NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 24-Oct-2012
Day Change Summary
Previous Current
23-Oct-2012 24-Oct-2012 Change Change % Previous Week
Open 3.922 3.955 0.033 0.8% 3.910
High 3.968 3.980 0.012 0.3% 4.031
Low 3.918 3.871 -0.047 -1.2% 3.850
Close 3.964 3.896 -0.068 -1.7% 4.015
Range 0.050 0.109 0.059 118.0% 0.181
ATR 0.081 0.083 0.002 2.5% 0.000
Volume 1,635 1,656 21 1.3% 12,879
Daily Pivots for day following 24-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.243 4.178 3.956
R3 4.134 4.069 3.926
R2 4.025 4.025 3.916
R1 3.960 3.960 3.906 3.938
PP 3.916 3.916 3.916 3.905
S1 3.851 3.851 3.886 3.829
S2 3.807 3.807 3.876
S3 3.698 3.742 3.866
S4 3.589 3.633 3.836
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 3.871 0.160 4.1% 0.085 2.2% 16% False True 2,187
10 4.031 3.850 0.181 4.6% 0.077 2.0% 25% False False 2,846
20 4.031 3.689 0.342 8.8% 0.076 1.9% 61% False False 2,906
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 0.014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.443
2.618 4.265
1.618 4.156
1.000 4.089
0.618 4.047
HIGH 3.980
0.618 3.938
0.500 3.926
0.382 3.913
LOW 3.871
0.618 3.804
1.000 3.762
1.618 3.695
2.618 3.586
4.250 3.408
Fisher Pivots for day following 24-Oct-2012
Pivot 1 day 3 day
R1 3.926 3.951
PP 3.916 3.932
S1 3.906 3.914

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

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