NYMEX Natural Gas Future September 2012


Trading Metrics calculated at close of trading on 22-May-2012
Day Change Summary
Previous Current
21-May-2012 22-May-2012 Change Change % Previous Week
Open 2.885 2.798 -0.087 -3.0% 2.662
High 2.889 2.872 -0.017 -0.6% 2.912
Low 2.748 2.730 -0.018 -0.7% 2.571
Close 2.766 2.849 0.083 3.0% 2.896
Range 0.141 0.142 0.001 0.7% 0.341
ATR 0.109 0.111 0.002 2.2% 0.000
Volume 43,406 24,613 -18,793 -43.3% 154,383
Daily Pivots for day following 22-May-2012
Classic Woodie Camarilla DeMark
R4 3.243 3.188 2.927
R3 3.101 3.046 2.888
R2 2.959 2.959 2.875
R1 2.904 2.904 2.862 2.932
PP 2.817 2.817 2.817 2.831
S1 2.762 2.762 2.836 2.790
S2 2.675 2.675 2.823
S3 2.533 2.620 2.810
S4 2.391 2.478 2.771
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 3.816 3.697 3.084
R3 3.475 3.356 2.990
R2 3.134 3.134 2.959
R1 3.015 3.015 2.927 3.075
PP 2.793 2.793 2.793 2.823
S1 2.674 2.674 2.865 2.734
S2 2.452 2.452 2.833
S3 2.111 2.333 2.802
S4 1.770 1.992 2.708
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.912 2.652 0.260 9.1% 0.145 5.1% 76% False False 28,628
10 2.912 2.571 0.341 12.0% 0.120 4.2% 82% False False 35,071
20 2.912 2.279 0.633 22.2% 0.117 4.1% 90% False False 30,966
40 2.912 2.222 0.690 24.2% 0.090 3.1% 91% False False 24,269
60 2.912 2.222 0.690 24.2% 0.084 3.0% 91% False False 19,757
80 3.167 2.222 0.945 33.2% 0.094 3.3% 66% False False 17,670
100 3.410 2.222 1.188 41.7% 0.100 3.5% 53% False False 15,646
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.030
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.476
2.618 3.244
1.618 3.102
1.000 3.014
0.618 2.960
HIGH 2.872
0.618 2.818
0.500 2.801
0.382 2.784
LOW 2.730
0.618 2.642
1.000 2.588
1.618 2.500
2.618 2.358
4.250 2.127
Fisher Pivots for day following 22-May-2012
Pivot 1 day 3 day
R1 2.833 2.840
PP 2.817 2.830
S1 2.801 2.821

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

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