NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 31-Oct-2012
Day Change Summary
Previous Current
30-Oct-2012 31-Oct-2012 Change Change % Previous Week
Open 3.933 3.880 -0.053 -1.3% 4.025
High 3.933 3.896 -0.037 -0.9% 4.030
Low 3.839 3.833 -0.006 -0.2% 3.837
Close 3.847 3.840 -0.007 -0.2% 3.871
Range 0.094 0.063 -0.031 -33.0% 0.193
ATR 0.084 0.083 -0.002 -1.8% 0.000
Volume 2,609 1,780 -829 -31.8% 9,915
Daily Pivots for day following 31-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.045 4.006 3.875
R3 3.982 3.943 3.857
R2 3.919 3.919 3.852
R1 3.880 3.880 3.846 3.868
PP 3.856 3.856 3.856 3.851
S1 3.817 3.817 3.834 3.805
S2 3.793 3.793 3.828
S3 3.730 3.754 3.823
S4 3.667 3.691 3.805
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 3.956 3.833 0.123 3.2% 0.082 2.1% 6% False True 1,886
10 4.031 3.833 0.198 5.2% 0.084 2.2% 4% False True 2,036
20 4.031 3.792 0.239 6.2% 0.078 2.0% 20% False False 2,587
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 0.013
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.164
2.618 4.061
1.618 3.998
1.000 3.959
0.618 3.935
HIGH 3.896
0.618 3.872
0.500 3.865
0.382 3.857
LOW 3.833
0.618 3.794
1.000 3.770
1.618 3.731
2.618 3.668
4.250 3.565
Fisher Pivots for day following 31-Oct-2012
Pivot 1 day 3 day
R1 3.865 3.895
PP 3.856 3.876
S1 3.848 3.858

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

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