NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 24-Apr-2012
Day Change Summary
Previous Current
23-Apr-2012 24-Apr-2012 Change Change % Previous Week
Open 1.937 2.011 0.074 3.8% 1.986
High 2.022 2.028 0.006 0.3% 2.030
Low 1.921 1.970 0.049 2.6% 1.902
Close 2.007 1.975 -0.032 -1.6% 1.927
Range 0.101 0.058 -0.043 -42.6% 0.128
ATR 0.079 0.077 -0.001 -1.9% 0.000
Volume 129,315 62,825 -66,490 -51.4% 483,346
Daily Pivots for day following 24-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.165 2.128 2.007
R3 2.107 2.070 1.991
R2 2.049 2.049 1.986
R1 2.012 2.012 1.980 2.002
PP 1.991 1.991 1.991 1.986
S1 1.954 1.954 1.970 1.944
S2 1.933 1.933 1.964
S3 1.875 1.896 1.959
S4 1.817 1.838 1.943
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 2.028 1.902 0.126 6.4% 0.062 3.1% 58% True False 92,447
10 2.069 1.902 0.167 8.5% 0.065 3.3% 44% False False 110,980
20 2.329 1.902 0.427 21.6% 0.073 3.7% 17% False False 113,410
40 2.737 1.902 0.835 42.3% 0.081 4.1% 9% False False 84,770
60 3.015 1.902 1.113 56.4% 0.098 5.0% 7% False False 75,418
80 3.275 1.902 1.373 69.5% 0.108 5.5% 5% False False 64,157
100 3.777 1.902 1.875 94.9% 0.103 5.2% 4% False False 53,331
120 4.070 1.902 2.168 109.8% 0.101 5.1% 3% False False 45,554
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.275
2.618 2.180
1.618 2.122
1.000 2.086
0.618 2.064
HIGH 2.028
0.618 2.006
0.500 1.999
0.382 1.992
LOW 1.970
0.618 1.934
1.000 1.912
1.618 1.876
2.618 1.818
4.250 1.724
Fisher Pivots for day following 24-Apr-2012
Pivot 1 day 3 day
R1 1.999 1.972
PP 1.991 1.968
S1 1.983 1.965

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

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