NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 19-Oct-2012
Day Change Summary
Previous Current
18-Oct-2012 19-Oct-2012 Change Change % Previous Week
Open 3.939 3.992 0.053 1.3% 3.910
High 3.994 4.031 0.037 0.9% 4.031
Low 3.912 3.990 0.078 2.0% 3.850
Close 3.993 4.015 0.022 0.6% 4.015
Range 0.082 0.041 -0.041 -50.0% 0.181
ATR 0.080 0.077 -0.003 -3.5% 0.000
Volume 2,049 2,482 433 21.1% 12,879
Daily Pivots for day following 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.135 4.116 4.038
R3 4.094 4.075 4.026
R2 4.053 4.053 4.023
R1 4.034 4.034 4.019 4.044
PP 4.012 4.012 4.012 4.017
S1 3.993 3.993 4.011 4.003
S2 3.971 3.971 4.007
S3 3.930 3.952 4.004
S4 3.889 3.911 3.992
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.508 4.443 4.115
R3 4.327 4.262 4.065
R2 4.146 4.146 4.048
R1 4.081 4.081 4.032 4.114
PP 3.965 3.965 3.965 3.982
S1 3.900 3.900 3.998 3.933
S2 3.784 3.784 3.982
S3 3.603 3.719 3.965
S4 3.422 3.538 3.915
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.031 3.850 0.181 4.5% 0.062 1.5% 91% True False 2,575
10 4.031 3.810 0.221 5.5% 0.072 1.8% 93% True False 2,837
20 4.031 3.539 0.492 12.3% 0.069 1.7% 97% True False 2,851
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 4.205
2.618 4.138
1.618 4.097
1.000 4.072
0.618 4.056
HIGH 4.031
0.618 4.015
0.500 4.011
0.382 4.006
LOW 3.990
0.618 3.965
1.000 3.949
1.618 3.924
2.618 3.883
4.250 3.816
Fisher Pivots for day following 19-Oct-2012
Pivot 1 day 3 day
R1 4.014 3.996
PP 4.012 3.976
S1 4.011 3.957

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

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