NYMEX Natural Gas Future July 2013

Trading Metrics calculated at close of trading on 30-Oct-2012

Day Change Summary
	Previous	Current
	29-Oct-2012	30-Oct-2012	Change	Change %	Previous Week
Open	3.924	3.972	0.048	1.2%	4.052
High	4.019	3.972	-0.047	-1.2%	4.066
Low	3.923	3.855	-0.068	-1.7%	3.877
Close	3.973	3.888	-0.085	-2.1%	3.911
Range	0.096	0.117	0.021	21.9%	0.189
ATR	0.083	0.086	0.002	3.0%	0.000
Volume	1,570	2,396	826	52.6%	6,766

Daily Pivots for day following 30-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.256	4.189	3.952
R3	4.139	4.072	3.920
R2	4.022	4.022	3.909
R1	3.955	3.955	3.899	3.930
PP	3.905	3.905	3.905	3.893
S1	3.838	3.838	3.877	3.813
S2	3.788	3.788	3.867
S3	3.671	3.721	3.856
S4	3.554	3.604	3.824

Weekly Pivots for week ending 26-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.518	4.404	4.015
R3	4.329	4.215	3.963
R2	4.140	4.140	3.946
R1	4.026	4.026	3.928	3.989
PP	3.951	3.951	3.951	3.933
S1	3.837	3.837	3.894	3.800
S2	3.762	3.762	3.876
S3	3.573	3.648	3.859
S4	3.384	3.459	3.807

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.019	3.855	0.164	4.2%	0.096	2.5%	20%	False	True	1,560
10	4.071	3.855	0.216	5.6%	0.087	2.2%	15%	False	True	1,773

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.014
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4.469
2.618	4.278
1.618	4.161
1.000	4.089
0.618	4.044
HIGH	3.972
0.618	3.927
0.500	3.914
0.382	3.900
LOW	3.855
0.618	3.783
1.000	3.738
1.618	3.666
2.618	3.549
4.250	3.358

Fisher Pivots for day following 30-Oct-2012
Pivot	1 day	3 day
R1	3.914	3.937
PP	3.905	3.921
S1	3.897	3.904

Download as Excel Spreadsheet

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

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