NYMEX Natural Gas Future September 2012


Trading Metrics calculated at close of trading on 09-May-2012
Day Change Summary
Previous Current
08-May-2012 09-May-2012 Change Change % Previous Week
Open 2.525 2.621 0.096 3.8% 2.420
High 2.647 2.690 0.043 1.6% 2.587
Low 2.486 2.599 0.113 4.5% 2.379
Close 2.585 2.654 0.069 2.7% 2.490
Range 0.161 0.091 -0.070 -43.5% 0.208
ATR 0.093 0.094 0.001 1.0% 0.000
Volume 28,440 40,631 12,191 42.9% 146,402
Daily Pivots for day following 09-May-2012
Classic Woodie Camarilla DeMark
R4 2.921 2.878 2.704
R3 2.830 2.787 2.679
R2 2.739 2.739 2.671
R1 2.696 2.696 2.662 2.718
PP 2.648 2.648 2.648 2.658
S1 2.605 2.605 2.646 2.627
S2 2.557 2.557 2.637
S3 2.466 2.514 2.629
S4 2.375 2.423 2.604
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 3.109 3.008 2.604
R3 2.901 2.800 2.547
R2 2.693 2.693 2.528
R1 2.592 2.592 2.509 2.643
PP 2.485 2.485 2.485 2.511
S1 2.384 2.384 2.471 2.435
S2 2.277 2.277 2.452
S3 2.069 2.176 2.433
S4 1.861 1.968 2.376
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.690 2.475 0.215 8.1% 0.107 4.0% 83% True False 33,300
10 2.690 2.352 0.338 12.7% 0.111 4.2% 89% True False 29,274
20 2.690 2.222 0.468 17.6% 0.085 3.2% 92% True False 24,480
40 2.785 2.222 0.563 21.2% 0.079 3.0% 77% False False 18,586
60 3.143 2.222 0.921 34.7% 0.084 3.2% 47% False False 16,305
80 3.170 2.222 0.948 35.7% 0.098 3.7% 46% False False 14,868
100 3.523 2.222 1.301 49.0% 0.095 3.6% 33% False False 12,787
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.077
2.618 2.928
1.618 2.837
1.000 2.781
0.618 2.746
HIGH 2.690
0.618 2.655
0.500 2.645
0.382 2.634
LOW 2.599
0.618 2.543
1.000 2.508
1.618 2.452
2.618 2.361
4.250 2.212
Fisher Pivots for day following 09-May-2012
Pivot 1 day 3 day
R1 2.651 2.632
PP 2.648 2.610
S1 2.645 2.588

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

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