NYMEX Natural Gas Future April 2013


Trading Metrics calculated at close of trading on 15-Oct-2012
Day Change Summary
Previous Current
12-Oct-2012 15-Oct-2012 Change Change % Previous Week
Open 3.924 3.880 -0.044 -1.1% 3.780
High 3.948 3.880 -0.068 -1.7% 3.954
Low 3.859 3.780 -0.079 -2.0% 3.733
Close 3.895 3.820 -0.075 -1.9% 3.895
Range 0.089 0.100 0.011 12.4% 0.221
ATR 0.090 0.092 0.002 1.9% 0.000
Volume 58,808 29,034 -29,774 -50.6% 143,169
Daily Pivots for day following 15-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.127 4.073 3.875
R3 4.027 3.973 3.848
R2 3.927 3.927 3.838
R1 3.873 3.873 3.829 3.850
PP 3.827 3.827 3.827 3.815
S1 3.773 3.773 3.811 3.750
S2 3.727 3.727 3.802
S3 3.627 3.673 3.793
S4 3.527 3.573 3.765
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.524 4.430 4.017
R3 4.303 4.209 3.956
R2 4.082 4.082 3.936
R1 3.988 3.988 3.915 4.035
PP 3.861 3.861 3.861 3.884
S1 3.767 3.767 3.875 3.814
S2 3.640 3.640 3.854
S3 3.419 3.546 3.834
S4 3.198 3.325 3.773
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.954 3.768 0.186 4.9% 0.091 2.4% 28% False False 30,653
10 3.954 3.700 0.254 6.6% 0.097 2.5% 47% False False 31,145
20 3.954 3.390 0.564 14.8% 0.084 2.2% 76% False False 24,384
40 3.954 3.205 0.749 19.6% 0.088 2.3% 82% False False 18,405
60 3.954 3.205 0.749 19.6% 0.088 2.3% 82% False False 15,668
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.023
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.305
2.618 4.142
1.618 4.042
1.000 3.980
0.618 3.942
HIGH 3.880
0.618 3.842
0.500 3.830
0.382 3.818
LOW 3.780
0.618 3.718
1.000 3.680
1.618 3.618
2.618 3.518
4.250 3.355
Fisher Pivots for day following 15-Oct-2012
Pivot 1 day 3 day
R1 3.830 3.867
PP 3.827 3.851
S1 3.823 3.836

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

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