NYMEX Natural Gas Future June 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 2.042 1.993 -0.049 -2.4% 2.084
High 2.056 2.018 -0.038 -1.8% 2.128
Low 1.991 1.982 -0.009 -0.5% 1.982
Close 1.995 2.015 0.020 1.0% 2.015
Range 0.065 0.036 -0.029 -44.6% 0.146
ATR 0.077 0.074 -0.003 -3.8% 0.000
Volume 73,340 53,349 -19,991 -27.3% 311,100
Daily Pivots for day following 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.113 2.100 2.035
R3 2.077 2.064 2.025
R2 2.041 2.041 2.022
R1 2.028 2.028 2.018 2.035
PP 2.005 2.005 2.005 2.008
S1 1.992 1.992 2.012 1.999
S2 1.969 1.969 2.008
S3 1.933 1.956 2.005
S4 1.897 1.920 1.995
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.480 2.393 2.095
R3 2.334 2.247 2.055
R2 2.188 2.188 2.042
R1 2.101 2.101 2.028 2.072
PP 2.042 2.042 2.042 2.027
S1 1.955 1.955 2.002 1.926
S2 1.896 1.896 1.988
S3 1.750 1.809 1.975
S4 1.604 1.663 1.935
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.128 1.982 0.146 7.2% 0.052 2.6% 23% False True 62,220
10 2.239 1.982 0.257 12.8% 0.062 3.1% 13% False True 67,596
20 2.526 1.982 0.544 27.0% 0.070 3.5% 6% False True 52,861
40 2.987 1.982 1.005 49.9% 0.080 4.0% 3% False True 39,620
60 3.077 1.982 1.095 54.3% 0.098 4.9% 3% False True 35,679
80 3.398 1.982 1.416 70.3% 0.104 5.2% 2% False True 30,279
100 3.851 1.982 1.869 92.8% 0.100 5.0% 2% False True 25,199
120 4.118 1.982 2.136 106.0% 0.098 4.9% 2% False True 21,608
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Narrowest range in 144 trading days
Fibonacci Retracements and Extensions
4.250 2.171
2.618 2.112
1.618 2.076
1.000 2.054
0.618 2.040
HIGH 2.018
0.618 2.004
0.500 2.000
0.382 1.996
LOW 1.982
0.618 1.960
1.000 1.946
1.618 1.924
2.618 1.888
4.250 1.829
Fisher Pivots for day following 20-Apr-2012
Pivot 1 day 3 day
R1 2.010 2.031
PP 2.005 2.025
S1 2.000 2.020

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

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