NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 05-Apr-2012
Day Change Summary
Previous Current
04-Apr-2012 05-Apr-2012 Change Change % Previous Week
Open 2.298 2.266 -0.032 -1.4% 2.493
High 2.324 2.280 -0.044 -1.9% 2.526
Low 2.257 2.197 -0.060 -2.7% 2.235
Close 2.267 2.201 -0.066 -2.9% 2.259
Range 0.067 0.083 0.016 23.9% 0.291
ATR 0.090 0.089 0.000 -0.6% 0.000
Volume 44,312 41,455 -2,857 -6.4% 175,216
Daily Pivots for day following 05-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.475 2.421 2.247
R3 2.392 2.338 2.224
R2 2.309 2.309 2.216
R1 2.255 2.255 2.209 2.241
PP 2.226 2.226 2.226 2.219
S1 2.172 2.172 2.193 2.158
S2 2.143 2.143 2.186
S3 2.060 2.089 2.178
S4 1.977 2.006 2.155
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.213 3.027 2.419
R3 2.922 2.736 2.339
R2 2.631 2.631 2.312
R1 2.445 2.445 2.286 2.393
PP 2.340 2.340 2.340 2.314
S1 2.154 2.154 2.232 2.102
S2 2.049 2.049 2.206
S3 1.758 1.863 2.179
S4 1.467 1.572 2.099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.335 2.197 0.138 6.3% 0.074 3.4% 3% False True 47,163
10 2.526 2.197 0.329 14.9% 0.079 3.6% 1% False True 38,126
20 2.607 2.197 0.410 18.6% 0.082 3.7% 1% False True 32,784
40 3.040 2.197 0.843 38.3% 0.093 4.2% 0% False True 29,648
60 3.153 2.197 0.956 43.4% 0.112 5.1% 0% False True 28,073
80 3.485 2.197 1.288 58.5% 0.105 4.8% 0% False True 22,463
100 3.851 2.197 1.654 75.1% 0.102 4.6% 0% False True 18,867
120 4.157 2.197 1.960 89.1% 0.100 4.6% 0% False True 16,107
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.633
2.618 2.497
1.618 2.414
1.000 2.363
0.618 2.331
HIGH 2.280
0.618 2.248
0.500 2.239
0.382 2.229
LOW 2.197
0.618 2.146
1.000 2.114
1.618 2.063
2.618 1.980
4.250 1.844
Fisher Pivots for day following 05-Apr-2012
Pivot 1 day 3 day
R1 2.239 2.266
PP 2.226 2.244
S1 2.214 2.223

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

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