NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 19-Apr-2012
Day Change Summary
Previous Current
18-Apr-2012 19-Apr-2012 Change Change % Previous Week
Open 2.048 2.042 -0.006 -0.3% 2.200
High 2.079 2.056 -0.023 -1.1% 2.239
Low 2.033 1.991 -0.042 -2.1% 2.069
Close 2.050 1.995 -0.055 -2.7% 2.084
Range 0.046 0.065 0.019 41.3% 0.170
ATR 0.078 0.077 -0.001 -1.2% 0.000
Volume 57,025 73,340 16,315 28.6% 364,867
Daily Pivots for day following 19-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.209 2.167 2.031
R3 2.144 2.102 2.013
R2 2.079 2.079 2.007
R1 2.037 2.037 2.001 2.026
PP 2.014 2.014 2.014 2.008
S1 1.972 1.972 1.989 1.961
S2 1.949 1.949 1.983
S3 1.884 1.907 1.977
S4 1.819 1.842 1.959
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.641 2.532 2.178
R3 2.471 2.362 2.131
R2 2.301 2.301 2.115
R1 2.192 2.192 2.100 2.162
PP 2.131 2.131 2.131 2.115
S1 2.022 2.022 2.068 1.992
S2 1.961 1.961 2.053
S3 1.791 1.852 2.037
S4 1.621 1.682 1.991
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.128 1.991 0.137 6.9% 0.053 2.6% 3% False True 75,590
10 2.280 1.991 0.289 14.5% 0.067 3.4% 1% False True 66,407
20 2.570 1.991 0.579 29.0% 0.075 3.7% 1% False True 51,468
40 3.035 1.991 1.044 52.3% 0.082 4.1% 0% False True 38,813
60 3.077 1.991 1.086 54.4% 0.099 5.0% 0% False True 35,184
80 3.398 1.991 1.407 70.5% 0.104 5.2% 0% False True 29,675
100 3.851 1.991 1.860 93.2% 0.100 5.0% 0% False True 24,703
120 4.118 1.991 2.127 106.6% 0.098 4.9% 0% False True 21,171
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2.332
2.618 2.226
1.618 2.161
1.000 2.121
0.618 2.096
HIGH 2.056
0.618 2.031
0.500 2.024
0.382 2.016
LOW 1.991
0.618 1.951
1.000 1.926
1.618 1.886
2.618 1.821
4.250 1.715
Fisher Pivots for day following 19-Apr-2012
Pivot 1 day 3 day
R1 2.024 2.050
PP 2.014 2.031
S1 2.005 2.013

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

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