NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 01-Nov-2012
Day Change Summary
Previous Current
31-Oct-2012 01-Nov-2012 Change Change % Previous Week
Open 3.880 3.865 -0.015 -0.4% 4.025
High 3.896 3.884 -0.012 -0.3% 4.030
Low 3.833 3.811 -0.022 -0.6% 3.837
Close 3.840 3.846 0.006 0.2% 3.871
Range 0.063 0.073 0.010 15.9% 0.193
ATR 0.083 0.082 -0.001 -0.8% 0.000
Volume 1,780 2,227 447 25.1% 9,915
Daily Pivots for day following 01-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.066 4.029 3.886
R3 3.993 3.956 3.866
R2 3.920 3.920 3.859
R1 3.883 3.883 3.853 3.865
PP 3.847 3.847 3.847 3.838
S1 3.810 3.810 3.839 3.792
S2 3.774 3.774 3.833
S3 3.701 3.737 3.826
S4 3.628 3.664 3.806
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 3.811 0.145 3.8% 0.076 2.0% 24% False True 2,024
10 4.031 3.811 0.220 5.7% 0.083 2.2% 16% False True 2,054
20 4.031 3.805 0.226 5.9% 0.078 2.0% 18% False False 2,559
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.194
2.618 4.075
1.618 4.002
1.000 3.957
0.618 3.929
HIGH 3.884
0.618 3.856
0.500 3.848
0.382 3.839
LOW 3.811
0.618 3.766
1.000 3.738
1.618 3.693
2.618 3.620
4.250 3.501
Fisher Pivots for day following 01-Nov-2012
Pivot 1 day 3 day
R1 3.848 3.872
PP 3.847 3.863
S1 3.847 3.855

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

View Archives - Comment on this page... - Back to Index of Symbols