NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 18-Apr-2012
Day Change Summary
Previous Current
17-Apr-2012 18-Apr-2012 Change Change % Previous Week
Open 2.304 2.252 -0.052 -2.3% 2.402
High 2.304 2.270 -0.034 -1.5% 2.450
Low 2.250 2.234 -0.016 -0.7% 2.274
Close 2.254 2.241 -0.013 -0.6% 2.287
Range 0.054 0.036 -0.018 -33.3% 0.176
ATR 0.075 0.073 -0.003 -3.7% 0.000
Volume 17,379 23,054 5,675 32.7% 133,697
Daily Pivots for day following 18-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.356 2.335 2.261
R3 2.320 2.299 2.251
R2 2.284 2.284 2.248
R1 2.263 2.263 2.244 2.256
PP 2.248 2.248 2.248 2.245
S1 2.227 2.227 2.238 2.220
S2 2.212 2.212 2.234
S3 2.176 2.191 2.231
S4 2.140 2.155 2.221
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.865 2.752 2.384
R3 2.689 2.576 2.335
R2 2.513 2.513 2.319
R1 2.400 2.400 2.303 2.369
PP 2.337 2.337 2.337 2.321
S1 2.224 2.224 2.271 2.193
S2 2.161 2.161 2.255
S3 1.985 2.048 2.239
S4 1.809 1.872 2.190
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.385 2.234 0.151 6.7% 0.051 2.3% 5% False True 24,765
10 2.533 2.234 0.299 13.3% 0.062 2.8% 2% False True 24,679
20 2.726 2.234 0.492 22.0% 0.070 3.1% 1% False True 18,989
40 3.134 2.234 0.900 40.2% 0.078 3.5% 1% False True 14,821
60 3.148 2.234 0.914 40.8% 0.095 4.2% 1% False True 14,723
80 3.522 2.234 1.288 57.5% 0.098 4.4% 1% False True 12,261
100 3.927 2.234 1.693 75.5% 0.093 4.2% 0% False True 10,287
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.423
2.618 2.364
1.618 2.328
1.000 2.306
0.618 2.292
HIGH 2.270
0.618 2.256
0.500 2.252
0.382 2.248
LOW 2.234
0.618 2.212
1.000 2.198
1.618 2.176
2.618 2.140
4.250 2.081
Fisher Pivots for day following 18-Apr-2012
Pivot 1 day 3 day
R1 2.252 2.277
PP 2.248 2.265
S1 2.245 2.253

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

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