NYMEX Natural Gas Future September 2012


Trading Metrics calculated at close of trading on 11-May-2012
Day Change Summary
Previous Current
10-May-2012 11-May-2012 Change Change % Previous Week
Open 2.638 2.657 0.019 0.7% 2.496
High 2.700 2.707 0.007 0.3% 2.707
Low 2.605 2.629 0.024 0.9% 2.486
Close 2.667 2.672 0.005 0.2% 2.672
Range 0.095 0.078 -0.017 -17.9% 0.221
ATR 0.094 0.092 -0.001 -1.2% 0.000
Volume 47,729 39,954 -7,775 -16.3% 184,550
Daily Pivots for day following 11-May-2012
Classic Woodie Camarilla DeMark
R4 2.903 2.866 2.715
R3 2.825 2.788 2.693
R2 2.747 2.747 2.686
R1 2.710 2.710 2.679 2.729
PP 2.669 2.669 2.669 2.679
S1 2.632 2.632 2.665 2.651
S2 2.591 2.591 2.658
S3 2.513 2.554 2.651
S4 2.435 2.476 2.629
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 3.285 3.199 2.794
R3 3.064 2.978 2.733
R2 2.843 2.843 2.713
R1 2.757 2.757 2.692 2.800
PP 2.622 2.622 2.622 2.643
S1 2.536 2.536 2.652 2.579
S2 2.401 2.401 2.631
S3 2.180 2.315 2.611
S4 1.959 2.094 2.550
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.707 2.486 0.221 8.3% 0.099 3.7% 84% True False 36,910
10 2.707 2.379 0.328 12.3% 0.106 4.0% 89% True False 33,095
20 2.707 2.222 0.485 18.2% 0.088 3.3% 93% True False 26,702
40 2.785 2.222 0.563 21.1% 0.078 2.9% 80% False False 20,077
60 3.143 2.222 0.921 34.5% 0.083 3.1% 49% False False 17,429
80 3.170 2.222 0.948 35.5% 0.097 3.6% 47% False False 15,715
100 3.523 2.222 1.301 48.7% 0.096 3.6% 35% False False 13,561
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 3.039
2.618 2.911
1.618 2.833
1.000 2.785
0.618 2.755
HIGH 2.707
0.618 2.677
0.500 2.668
0.382 2.659
LOW 2.629
0.618 2.581
1.000 2.551
1.618 2.503
2.618 2.425
4.250 2.298
Fisher Pivots for day following 11-May-2012
Pivot 1 day 3 day
R1 2.671 2.666
PP 2.669 2.659
S1 2.668 2.653

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

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