NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 20-Apr-2012
Day Change Summary
Previous Current
19-Apr-2012 20-Apr-2012 Change Change % Previous Week
Open 1.949 1.904 -0.045 -2.3% 1.986
High 1.971 1.935 -0.036 -1.8% 2.030
Low 1.902 1.902 0.000 0.0% 1.902
Close 1.907 1.927 0.020 1.0% 1.927
Range 0.069 0.033 -0.036 -52.2% 0.128
ATR 0.080 0.077 -0.003 -4.2% 0.000
Volume 106,018 72,169 -33,849 -31.9% 483,346
Daily Pivots for day following 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.020 2.007 1.945
R3 1.987 1.974 1.936
R2 1.954 1.954 1.933
R1 1.941 1.941 1.930 1.948
PP 1.921 1.921 1.921 1.925
S1 1.908 1.908 1.924 1.915
S2 1.888 1.888 1.921
S3 1.855 1.875 1.918
S4 1.822 1.842 1.909
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.337 2.260 1.997
R3 2.209 2.132 1.962
R2 2.081 2.081 1.950
R1 2.004 2.004 1.939 1.979
PP 1.953 1.953 1.953 1.940
S1 1.876 1.876 1.915 1.851
S2 1.825 1.825 1.904
S3 1.697 1.748 1.892
S4 1.569 1.620 1.857
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.030 1.902 0.128 6.6% 0.055 2.8% 20% False True 96,669
10 2.126 1.902 0.224 11.6% 0.065 3.4% 11% False True 114,761
20 2.421 1.902 0.519 26.9% 0.074 3.8% 5% False True 110,886
40 2.891 1.902 0.989 51.3% 0.084 4.3% 3% False True 81,447
60 3.015 1.902 1.113 57.8% 0.102 5.3% 2% False True 73,998
80 3.352 1.902 1.450 75.2% 0.108 5.6% 2% False True 61,858
100 3.804 1.902 1.902 98.7% 0.104 5.4% 1% False True 51,488
120 4.080 1.902 2.178 113.0% 0.102 5.3% 1% False True 44,079
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Narrowest range in 175 trading days
Fibonacci Retracements and Extensions
4.250 2.075
2.618 2.021
1.618 1.988
1.000 1.968
0.618 1.955
HIGH 1.935
0.618 1.922
0.500 1.919
0.382 1.915
LOW 1.902
0.618 1.882
1.000 1.869
1.618 1.849
2.618 1.816
4.250 1.762
Fisher Pivots for day following 20-Apr-2012
Pivot 1 day 3 day
R1 1.924 1.945
PP 1.921 1.939
S1 1.919 1.933

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

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