NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 26-Oct-2012
Day Change Summary
Previous Current
25-Oct-2012 26-Oct-2012 Change Change % Previous Week
Open 3.882 3.919 0.037 1.0% 4.025
High 3.939 3.919 -0.020 -0.5% 4.030
Low 3.837 3.847 0.010 0.3% 3.837
Close 3.919 3.871 -0.048 -1.2% 3.871
Range 0.102 0.072 -0.030 -29.4% 0.193
ATR 0.084 0.083 -0.001 -1.0% 0.000
Volume 1,540 1,971 431 28.0% 9,915
Daily Pivots for day following 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.095 4.055 3.911
R3 4.023 3.983 3.891
R2 3.951 3.951 3.884
R1 3.911 3.911 3.878 3.895
PP 3.879 3.879 3.879 3.871
S1 3.839 3.839 3.864 3.823
S2 3.807 3.807 3.858
S3 3.735 3.767 3.851
S4 3.663 3.695 3.831
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.492 4.374 3.977
R3 4.299 4.181 3.924
R2 4.106 4.106 3.906
R1 3.988 3.988 3.889 3.951
PP 3.913 3.913 3.913 3.894
S1 3.795 3.795 3.853 3.758
S2 3.720 3.720 3.836
S3 3.527 3.602 3.818
S4 3.334 3.409 3.765
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.030 3.837 0.193 5.0% 0.095 2.5% 18% False False 1,983
10 4.031 3.837 0.194 5.0% 0.079 2.0% 18% False False 2,279
20 4.031 3.764 0.267 6.9% 0.078 2.0% 40% False False 2,712
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 0.014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.225
2.618 4.107
1.618 4.035
1.000 3.991
0.618 3.963
HIGH 3.919
0.618 3.891
0.500 3.883
0.382 3.875
LOW 3.847
0.618 3.803
1.000 3.775
1.618 3.731
2.618 3.659
4.250 3.541
Fisher Pivots for day following 26-Oct-2012
Pivot 1 day 3 day
R1 3.883 3.909
PP 3.879 3.896
S1 3.875 3.884

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

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