NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 25-Oct-2012
Day Change Summary
Previous Current
24-Oct-2012 25-Oct-2012 Change Change % Previous Week
Open 3.938 3.833 -0.105 -2.7% 3.947
High 3.969 3.927 -0.042 -1.1% 4.044
Low 3.852 3.810 -0.042 -1.1% 3.824
Close 3.875 3.890 0.015 0.4% 4.026
Range 0.117 0.117 0.000 0.0% 0.220
ATR 0.102 0.103 0.001 1.0% 0.000
Volume 15,577 15,072 -505 -3.2% 80,138
Daily Pivots for day following 25-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.227 4.175 3.954
R3 4.110 4.058 3.922
R2 3.993 3.993 3.911
R1 3.941 3.941 3.901 3.967
PP 3.876 3.876 3.876 3.889
S1 3.824 3.824 3.879 3.850
S2 3.759 3.759 3.869
S3 3.642 3.707 3.858
S4 3.525 3.590 3.826
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.625 4.545 4.147
R3 4.405 4.325 4.087
R2 4.185 4.185 4.066
R1 4.105 4.105 4.046 4.145
PP 3.965 3.965 3.965 3.985
S1 3.885 3.885 4.006 3.925
S2 3.745 3.745 3.986
S3 3.525 3.665 3.966
S4 3.305 3.445 3.905
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.049 3.810 0.239 6.1% 0.115 3.0% 33% False True 18,553
10 4.049 3.810 0.239 6.1% 0.108 2.8% 33% False True 19,708
20 4.049 3.688 0.361 9.3% 0.104 2.7% 56% False False 20,678
40 4.049 3.224 0.825 21.2% 0.097 2.5% 81% False False 16,556
60 4.049 3.210 0.839 21.6% 0.092 2.4% 81% False False 13,536
80 4.049 3.210 0.839 21.6% 0.091 2.4% 81% False False 11,675
Crabel Price Patterns
NR False
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 0.019
Fibonacci Retracements and Extensions
4.250 4.424
2.618 4.233
1.618 4.116
1.000 4.044
0.618 3.999
HIGH 3.927
0.618 3.882
0.500 3.869
0.382 3.855
LOW 3.810
0.618 3.738
1.000 3.693
1.618 3.621
2.618 3.504
4.250 3.313
Fisher Pivots for day following 25-Oct-2012
Pivot 1 day 3 day
R1 3.883 3.890
PP 3.876 3.890
S1 3.869 3.890

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

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