NYMEX Natural Gas Future August 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 2.252 2.234 -0.018 -0.8% 2.402
High 2.270 2.245 -0.025 -1.1% 2.450
Low 2.234 2.184 -0.050 -2.2% 2.274
Close 2.241 2.192 -0.049 -2.2% 2.287
Range 0.036 0.061 0.025 69.4% 0.176
ATR 0.073 0.072 -0.001 -1.1% 0.000
Volume 23,054 21,213 -1,841 -8.0% 133,697
Daily Pivots for day following 19-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.390 2.352 2.226
R3 2.329 2.291 2.209
R2 2.268 2.268 2.203
R1 2.230 2.230 2.198 2.219
PP 2.207 2.207 2.207 2.201
S1 2.169 2.169 2.186 2.158
S2 2.146 2.146 2.181
S3 2.085 2.108 2.175
S4 2.024 2.047 2.158
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 2.319 2.184 0.135 6.2% 0.046 2.1% 6% False True 24,776
10 2.494 2.184 0.310 14.1% 0.062 2.8% 3% False True 24,285
20 2.726 2.184 0.542 24.7% 0.070 3.2% 1% False True 19,539
40 3.134 2.184 0.950 43.3% 0.077 3.5% 1% False True 15,146
60 3.148 2.184 0.964 44.0% 0.094 4.3% 1% False True 14,773
80 3.491 2.184 1.307 59.6% 0.097 4.4% 1% False True 12,479
100 3.927 2.184 1.743 79.5% 0.093 4.2% 0% False True 10,484
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 0.013
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2.504
2.618 2.405
1.618 2.344
1.000 2.306
0.618 2.283
HIGH 2.245
0.618 2.222
0.500 2.215
0.382 2.207
LOW 2.184
0.618 2.146
1.000 2.123
1.618 2.085
2.618 2.024
4.250 1.925
Fisher Pivots for day following 19-Apr-2012
Pivot 1 day 3 day
R1 2.215 2.244
PP 2.207 2.227
S1 2.200 2.209

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

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