NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 08-May-2012
Day Change Summary
Previous Current
07-May-2012 08-May-2012 Change Change % Previous Week
Open 2.276 2.323 0.047 2.1% 2.190
High 2.358 2.461 0.103 4.4% 2.385
Low 2.273 2.276 0.003 0.1% 2.150
Close 2.336 2.393 0.057 2.4% 2.279
Range 0.085 0.185 0.100 117.6% 0.235
ATR 0.099 0.105 0.006 6.3% 0.000
Volume 85,524 148,094 62,570 73.2% 712,914
Daily Pivots for day following 08-May-2012
Classic Woodie Camarilla DeMark
R4 2.932 2.847 2.495
R3 2.747 2.662 2.444
R2 2.562 2.562 2.427
R1 2.477 2.477 2.410 2.520
PP 2.377 2.377 2.377 2.398
S1 2.292 2.292 2.376 2.335
S2 2.192 2.192 2.359
S3 2.007 2.107 2.342
S4 1.822 1.922 2.291
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 2.976 2.863 2.408
R3 2.741 2.628 2.344
R2 2.506 2.506 2.322
R1 2.393 2.393 2.301 2.450
PP 2.271 2.271 2.271 2.300
S1 2.158 2.158 2.257 2.215
S2 2.036 2.036 2.236
S3 1.801 1.923 2.214
S4 1.566 1.688 2.150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.461 2.236 0.225 9.4% 0.131 5.5% 70% True False 130,586
10 2.461 2.061 0.400 16.7% 0.131 5.5% 83% True False 138,050
20 2.461 1.982 0.479 20.0% 0.097 4.1% 86% True False 106,926
40 2.607 1.982 0.625 26.1% 0.091 3.8% 66% False False 71,176
60 3.040 1.982 1.058 44.2% 0.093 3.9% 39% False False 56,188
80 3.077 1.982 1.095 45.8% 0.107 4.5% 38% False False 48,772
100 3.466 1.982 1.484 62.0% 0.104 4.3% 28% False False 40,376
120 3.851 1.982 1.869 78.1% 0.102 4.2% 22% False False 34,454
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 3.247
2.618 2.945
1.618 2.760
1.000 2.646
0.618 2.575
HIGH 2.461
0.618 2.390
0.500 2.369
0.382 2.347
LOW 2.276
0.618 2.162
1.000 2.091
1.618 1.977
2.618 1.792
4.250 1.490
Fisher Pivots for day following 08-May-2012
Pivot 1 day 3 day
R1 2.385 2.382
PP 2.377 2.372
S1 2.369 2.361

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

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