NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 10-Apr-2012
Day Change Summary
Previous Current
09-Apr-2012 10-Apr-2012 Change Change % Previous Week
Open 2.103 2.111 0.008 0.4% 2.122
High 2.117 2.126 0.009 0.4% 2.204
Low 2.061 2.024 -0.037 -1.8% 2.069
Close 2.107 2.031 -0.076 -3.6% 2.089
Range 0.056 0.102 0.046 82.1% 0.135
ATR 0.091 0.092 0.001 0.9% 0.000
Volume 109,360 120,588 11,228 10.3% 473,266
Daily Pivots for day following 10-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.366 2.301 2.087
R3 2.264 2.199 2.059
R2 2.162 2.162 2.050
R1 2.097 2.097 2.040 2.079
PP 2.060 2.060 2.060 2.051
S1 1.995 1.995 2.022 1.977
S2 1.958 1.958 2.012
S3 1.856 1.893 2.003
S4 1.754 1.791 1.975
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.526 2.442 2.163
R3 2.391 2.307 2.126
R2 2.256 2.256 2.114
R1 2.172 2.172 2.101 2.147
PP 2.121 2.121 2.121 2.108
S1 2.037 2.037 2.077 2.012
S2 1.986 1.986 2.064
S3 1.851 1.902 2.052
S4 1.716 1.767 2.015
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.204 2.024 0.180 8.9% 0.078 3.8% 4% False True 116,606
10 2.329 2.024 0.305 15.0% 0.082 4.0% 2% False True 115,841
20 2.502 2.024 0.478 23.5% 0.089 4.4% 1% False True 90,606
40 2.961 2.024 0.937 46.1% 0.095 4.7% 1% False True 70,868
60 3.015 2.024 0.991 48.8% 0.114 5.6% 1% False True 63,900
80 3.435 2.024 1.411 69.5% 0.110 5.4% 0% False True 51,326
100 3.804 2.024 1.780 87.6% 0.106 5.2% 0% False True 42,874
120 4.080 2.024 2.056 101.2% 0.103 5.1% 0% False True 36,681
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2.560
2.618 2.393
1.618 2.291
1.000 2.228
0.618 2.189
HIGH 2.126
0.618 2.087
0.500 2.075
0.382 2.063
LOW 2.024
0.618 1.961
1.000 1.922
1.618 1.859
2.618 1.757
4.250 1.591
Fisher Pivots for day following 10-Apr-2012
Pivot 1 day 3 day
R1 2.075 2.092
PP 2.060 2.071
S1 2.046 2.051

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

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