NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 12-Oct-2011
Day Change Summary
Previous Current
11-Oct-2011 12-Oct-2011 Change Change % Previous Week
Open 3.990 4.019 0.029 0.7% 4.144
High 4.024 4.034 0.010 0.2% 4.160
Low 3.950 3.959 0.009 0.2% 4.000
Close 4.021 3.965 -0.056 -1.4% 4.011
Range 0.074 0.075 0.001 1.4% 0.160
ATR 0.081 0.081 0.000 -0.6% 0.000
Volume 2,563 6,291 3,728 145.5% 16,700
Daily Pivots for day following 12-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.211 4.163 4.006
R3 4.136 4.088 3.986
R2 4.061 4.061 3.979
R1 4.013 4.013 3.972 4.000
PP 3.986 3.986 3.986 3.979
S1 3.938 3.938 3.958 3.925
S2 3.911 3.911 3.951
S3 3.836 3.863 3.944
S4 3.761 3.788 3.924
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.537 4.434 4.099
R3 4.377 4.274 4.055
R2 4.217 4.217 4.040
R1 4.114 4.114 4.026 4.086
PP 4.057 4.057 4.057 4.043
S1 3.954 3.954 3.996 3.926
S2 3.897 3.897 3.982
S3 3.737 3.794 3.967
S4 3.577 3.634 3.923
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.106 3.950 0.156 3.9% 0.073 1.8% 10% False False 4,333
10 4.239 3.950 0.289 7.3% 0.079 2.0% 5% False False 3,690
20 4.430 3.950 0.480 12.1% 0.074 1.9% 3% False False 3,077
40 4.525 3.950 0.575 14.5% 0.084 2.1% 3% False False 2,230
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 4.353
2.618 4.230
1.618 4.155
1.000 4.109
0.618 4.080
HIGH 4.034
0.618 4.005
0.500 3.997
0.382 3.988
LOW 3.959
0.618 3.913
1.000 3.884
1.618 3.838
2.618 3.763
4.250 3.640
Fisher Pivots for day following 12-Oct-2011
Pivot 1 day 3 day
R1 3.997 4.003
PP 3.986 3.990
S1 3.976 3.978

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

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