NYMEX Natural Gas Future September 2012


Trading Metrics calculated at close of trading on 26-Apr-2012
Day Change Summary
Previous Current
25-Apr-2012 26-Apr-2012 Change Change % Previous Week
Open 2.296 2.411 0.115 5.0% 2.330
High 2.407 2.512 0.105 4.4% 2.357
Low 2.279 2.361 0.082 3.6% 2.222
Close 2.394 2.366 -0.028 -1.2% 2.250
Range 0.128 0.151 0.023 18.0% 0.135
ATR 0.071 0.076 0.006 8.1% 0.000
Volume 16,503 16,985 482 2.9% 88,554
Daily Pivots for day following 26-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.866 2.767 2.449
R3 2.715 2.616 2.408
R2 2.564 2.564 2.394
R1 2.465 2.465 2.380 2.439
PP 2.413 2.413 2.413 2.400
S1 2.314 2.314 2.352 2.288
S2 2.262 2.262 2.338
S3 2.111 2.163 2.324
S4 1.960 2.012 2.283
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.681 2.601 2.324
R3 2.546 2.466 2.287
R2 2.411 2.411 2.275
R1 2.331 2.331 2.262 2.304
PP 2.276 2.276 2.276 2.263
S1 2.196 2.196 2.238 2.169
S2 2.141 2.141 2.225
S3 2.006 2.061 2.213
S4 1.871 1.926 2.176
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.512 2.222 0.290 12.3% 0.088 3.7% 50% True False 20,278
10 2.512 2.222 0.290 12.3% 0.066 2.8% 50% True False 19,758
20 2.603 2.222 0.381 16.1% 0.071 3.0% 38% False False 18,218
40 2.868 2.222 0.646 27.3% 0.070 3.0% 22% False False 14,574
60 3.143 2.222 0.921 38.9% 0.085 3.6% 16% False False 13,606
80 3.401 2.222 1.179 49.8% 0.097 4.1% 12% False False 12,172
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 3.154
2.618 2.907
1.618 2.756
1.000 2.663
0.618 2.605
HIGH 2.512
0.618 2.454
0.500 2.437
0.382 2.419
LOW 2.361
0.618 2.268
1.000 2.210
1.618 2.117
2.618 1.966
4.250 1.719
Fisher Pivots for day following 26-Apr-2012
Pivot 1 day 3 day
R1 2.437 2.396
PP 2.413 2.386
S1 2.390 2.376

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

View Archives - Comment on this page... - Back to Index of Symbols