NYMEX Natural Gas Future September 2012


Trading Metrics calculated at close of trading on 16-Apr-2012
Day Change Summary
Previous Current
13-Apr-2012 16-Apr-2012 Change Change % Previous Week
Open 2.349 2.330 -0.019 -0.8% 2.441
High 2.350 2.357 0.007 0.3% 2.481
Low 2.317 2.311 -0.006 -0.3% 2.317
Close 2.330 2.346 0.016 0.7% 2.330
Range 0.033 0.046 0.013 39.4% 0.164
ATR 0.076 0.074 -0.002 -2.8% 0.000
Volume 26,979 29,375 2,396 8.9% 102,152
Daily Pivots for day following 16-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.476 2.457 2.371
R3 2.430 2.411 2.359
R2 2.384 2.384 2.354
R1 2.365 2.365 2.350 2.375
PP 2.338 2.338 2.338 2.343
S1 2.319 2.319 2.342 2.329
S2 2.292 2.292 2.338
S3 2.246 2.273 2.333
S4 2.200 2.227 2.321
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.868 2.763 2.420
R3 2.704 2.599 2.375
R2 2.540 2.540 2.360
R1 2.435 2.435 2.345 2.406
PP 2.376 2.376 2.376 2.361
S1 2.271 2.271 2.315 2.242
S2 2.212 2.212 2.300
S3 2.048 2.107 2.285
S4 1.884 1.943 2.240
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.479 2.311 0.168 7.2% 0.058 2.5% 21% False True 21,919
10 2.582 2.311 0.271 11.6% 0.065 2.8% 13% False True 19,037
20 2.785 2.311 0.474 20.2% 0.068 2.9% 7% False True 14,294
40 3.143 2.311 0.832 35.5% 0.079 3.4% 4% False True 13,289
60 3.170 2.311 0.859 36.6% 0.100 4.2% 4% False True 12,413
80 3.523 2.311 1.212 51.7% 0.097 4.2% 3% False True 10,612
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.553
2.618 2.477
1.618 2.431
1.000 2.403
0.618 2.385
HIGH 2.357
0.618 2.339
0.500 2.334
0.382 2.329
LOW 2.311
0.618 2.283
1.000 2.265
1.618 2.237
2.618 2.191
4.250 2.116
Fisher Pivots for day following 16-Apr-2012
Pivot 1 day 3 day
R1 2.342 2.370
PP 2.338 2.362
S1 2.334 2.354

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

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