NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 25-Sep-2012
Day Change Summary
Previous Current
24-Sep-2012 25-Sep-2012 Change Change % Previous Week
Open 3.078 3.047 -0.031 -1.0% 3.068
High 3.083 3.123 0.040 1.3% 3.121
Low 3.000 3.042 0.042 1.4% 2.923
Close 3.033 3.105 0.072 2.4% 3.071
Range 0.083 0.081 -0.002 -2.4% 0.198
ATR 0.114 0.112 -0.002 -1.5% 0.000
Volume 94,819 103,765 8,946 9.4% 476,665
Daily Pivots for day following 25-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.333 3.300 3.150
R3 3.252 3.219 3.127
R2 3.171 3.171 3.120
R1 3.138 3.138 3.112 3.155
PP 3.090 3.090 3.090 3.098
S1 3.057 3.057 3.098 3.074
S2 3.009 3.009 3.090
S3 2.928 2.976 3.083
S4 2.847 2.895 3.060
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.632 3.550 3.180
R3 3.434 3.352 3.125
R2 3.236 3.236 3.107
R1 3.154 3.154 3.089 3.195
PP 3.038 3.038 3.038 3.059
S1 2.956 2.956 3.053 2.997
S2 2.840 2.840 3.035
S3 2.642 2.758 3.017
S4 2.444 2.560 2.962
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.123 2.923 0.200 6.4% 0.090 2.9% 91% True False 101,161
10 3.199 2.923 0.276 8.9% 0.106 3.4% 66% False False 96,163
20 3.199 2.790 0.409 13.2% 0.111 3.6% 77% False False 74,851
40 3.407 2.790 0.617 19.9% 0.116 3.7% 51% False False 68,087
60 3.407 2.790 0.617 19.9% 0.116 3.7% 51% False False 55,311
80 3.407 2.650 0.757 24.4% 0.115 3.7% 60% False False 47,101
100 3.407 2.650 0.757 24.4% 0.112 3.6% 60% False False 41,008
120 3.407 2.566 0.841 27.1% 0.104 3.4% 64% False False 35,963
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.029
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.467
2.618 3.335
1.618 3.254
1.000 3.204
0.618 3.173
HIGH 3.123
0.618 3.092
0.500 3.083
0.382 3.073
LOW 3.042
0.618 2.992
1.000 2.961
1.618 2.911
2.618 2.830
4.250 2.698
Fisher Pivots for day following 25-Sep-2012
Pivot 1 day 3 day
R1 3.098 3.082
PP 3.090 3.059
S1 3.083 3.037

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

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