NYMEX Natural Gas Future September 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 2.339 2.299 -0.040 -1.7% 2.441
High 2.342 2.313 -0.029 -1.2% 2.481
Low 2.295 2.276 -0.019 -0.8% 2.317
Close 2.297 2.285 -0.012 -0.5% 2.330
Range 0.047 0.037 -0.010 -21.3% 0.164
ATR 0.072 0.070 -0.003 -3.5% 0.000
Volume 12,761 13,744 983 7.7% 102,152
Daily Pivots for day following 18-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.402 2.381 2.305
R3 2.365 2.344 2.295
R2 2.328 2.328 2.292
R1 2.307 2.307 2.288 2.299
PP 2.291 2.291 2.291 2.288
S1 2.270 2.270 2.282 2.262
S2 2.254 2.254 2.278
S3 2.217 2.233 2.275
S4 2.180 2.196 2.265
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 2.429 2.276 0.153 6.7% 0.050 2.2% 6% False True 19,826
10 2.565 2.276 0.289 12.6% 0.058 2.5% 3% False True 18,507
20 2.736 2.276 0.460 20.1% 0.065 2.8% 2% False True 14,940
40 3.140 2.276 0.864 37.8% 0.075 3.3% 1% False True 13,224
60 3.170 2.276 0.894 39.1% 0.093 4.1% 1% False True 12,617
80 3.523 2.276 1.247 54.6% 0.097 4.2% 1% False True 10,901
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 0.014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.470
2.618 2.410
1.618 2.373
1.000 2.350
0.618 2.336
HIGH 2.313
0.618 2.299
0.500 2.295
0.382 2.290
LOW 2.276
0.618 2.253
1.000 2.239
1.618 2.216
2.618 2.179
4.250 2.119
Fisher Pivots for day following 18-Apr-2012
Pivot 1 day 3 day
R1 2.295 2.317
PP 2.291 2.306
S1 2.288 2.296

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

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