NYMEX Natural Gas Future September 2012


Trading Metrics calculated at close of trading on 14-May-2012
Day Change Summary
Previous Current
11-May-2012 14-May-2012 Change Change % Previous Week
Open 2.657 2.662 0.005 0.2% 2.496
High 2.707 2.688 -0.019 -0.7% 2.707
Low 2.629 2.585 -0.044 -1.7% 2.486
Close 2.672 2.597 -0.075 -2.8% 2.672
Range 0.078 0.103 0.025 32.1% 0.221
ATR 0.092 0.093 0.001 0.8% 0.000
Volume 39,954 53,275 13,321 33.3% 184,550
Daily Pivots for day following 14-May-2012
Classic Woodie Camarilla DeMark
R4 2.932 2.868 2.654
R3 2.829 2.765 2.625
R2 2.726 2.726 2.616
R1 2.662 2.662 2.606 2.643
PP 2.623 2.623 2.623 2.614
S1 2.559 2.559 2.588 2.540
S2 2.520 2.520 2.578
S3 2.417 2.456 2.569
S4 2.314 2.353 2.540
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 8.5% 0.106 4.1% 50% False False 42,005
10 2.707 2.458 0.249 9.6% 0.100 3.9% 56% False False 36,586
20 2.707 2.222 0.485 18.7% 0.091 3.5% 77% False False 27,897
40 2.785 2.222 0.563 21.7% 0.080 3.1% 67% False False 21,095
60 3.143 2.222 0.921 35.5% 0.083 3.2% 41% False False 18,158
80 3.170 2.222 0.948 36.5% 0.097 3.8% 40% False False 16,284
100 3.523 2.222 1.301 50.1% 0.096 3.7% 29% False False 14,069
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.020
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.126
2.618 2.958
1.618 2.855
1.000 2.791
0.618 2.752
HIGH 2.688
0.618 2.649
0.500 2.637
0.382 2.624
LOW 2.585
0.618 2.521
1.000 2.482
1.618 2.418
2.618 2.315
4.250 2.147
Fisher Pivots for day following 14-May-2012
Pivot 1 day 3 day
R1 2.637 2.646
PP 2.623 2.630
S1 2.610 2.613

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

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