NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 09-May-2012
Day Change Summary
Previous Current
08-May-2012 09-May-2012 Change Change % Previous Week
Open 2.323 2.440 0.117 5.0% 2.190
High 2.461 2.509 0.048 2.0% 2.385
Low 2.276 2.402 0.126 5.5% 2.150
Close 2.393 2.465 0.072 3.0% 2.279
Range 0.185 0.107 -0.078 -42.2% 0.235
ATR 0.105 0.106 0.001 0.8% 0.000
Volume 148,094 172,597 24,503 16.5% 712,914
Daily Pivots for day following 09-May-2012
Classic Woodie Camarilla DeMark
R4 2.780 2.729 2.524
R3 2.673 2.622 2.494
R2 2.566 2.566 2.485
R1 2.515 2.515 2.475 2.541
PP 2.459 2.459 2.459 2.471
S1 2.408 2.408 2.455 2.434
S2 2.352 2.352 2.445
S3 2.245 2.301 2.436
S4 2.138 2.194 2.406
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 2.509 2.253 0.256 10.4% 0.123 5.0% 83% True False 134,309
10 2.509 2.107 0.402 16.3% 0.129 5.2% 89% True False 143,397
20 2.509 1.982 0.527 21.4% 0.099 4.0% 92% True False 112,511
40 2.607 1.982 0.625 25.4% 0.090 3.7% 77% False False 74,998
60 3.040 1.982 1.058 42.9% 0.094 3.8% 46% False False 58,651
80 3.077 1.982 1.095 44.4% 0.107 4.3% 44% False False 50,656
100 3.441 1.982 1.459 59.2% 0.104 4.2% 33% False False 42,061
120 3.851 1.982 1.869 75.8% 0.102 4.1% 26% False False 35,845
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 False
Bear Hook False
Bull Hook False
Stretch 0.028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.964
2.618 2.789
1.618 2.682
1.000 2.616
0.618 2.575
HIGH 2.509
0.618 2.468
0.500 2.456
0.382 2.443
LOW 2.402
0.618 2.336
1.000 2.295
1.618 2.229
2.618 2.122
4.250 1.947
Fisher Pivots for day following 09-May-2012
Pivot 1 day 3 day
R1 2.462 2.440
PP 2.459 2.416
S1 2.456 2.391

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

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