NYMEX Natural Gas Future April 2013


Trading Metrics calculated at close of trading on 03-Oct-2012
Day Change Summary
Previous Current
02-Oct-2012 03-Oct-2012 Change Change % Previous Week
Open 3.852 3.801 -0.051 -1.3% 3.489
High 3.870 3.820 -0.050 -1.3% 3.736
Low 3.742 3.700 -0.042 -1.1% 3.453
Close 3.829 3.747 -0.082 -2.1% 3.730
Range 0.128 0.120 -0.008 -6.3% 0.283
ATR 0.089 0.092 0.003 3.2% 0.000
Volume 51,509 37,817 -13,692 -26.6% 101,490
Daily Pivots for day following 03-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.116 4.051 3.813
R3 3.996 3.931 3.780
R2 3.876 3.876 3.769
R1 3.811 3.811 3.758 3.784
PP 3.756 3.756 3.756 3.742
S1 3.691 3.691 3.736 3.664
S2 3.636 3.636 3.725
S3 3.516 3.571 3.714
S4 3.396 3.451 3.681
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 4.489 4.392 3.886
R3 4.206 4.109 3.808
R2 3.923 3.923 3.782
R1 3.826 3.826 3.756 3.875
PP 3.640 3.640 3.640 3.664
S1 3.543 3.543 3.704 3.592
S2 3.357 3.357 3.678
S3 3.074 3.260 3.652
S4 2.791 2.977 3.574
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.870 3.622 0.248 6.6% 0.091 2.4% 50% False False 34,626
10 3.870 3.390 0.480 12.8% 0.082 2.2% 74% False False 24,033
20 3.870 3.224 0.646 17.2% 0.089 2.4% 81% False False 20,935
40 3.870 3.205 0.665 17.7% 0.086 2.3% 82% False False 14,932
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 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.330
2.618 4.134
1.618 4.014
1.000 3.940
0.618 3.894
HIGH 3.820
0.618 3.774
0.500 3.760
0.382 3.746
LOW 3.700
0.618 3.626
1.000 3.580
1.618 3.506
2.618 3.386
4.250 3.190
Fisher Pivots for day following 03-Oct-2012
Pivot 1 day 3 day
R1 3.760 3.785
PP 3.756 3.772
S1 3.751 3.760

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

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