NYMEX Natural Gas Future September 2012


Trading Metrics calculated at close of trading on 29-May-2012
Day Change Summary
Previous Current
25-May-2012 29-May-2012 Change Change % Previous Week
Open 2.791 2.702 -0.089 -3.2% 2.885
High 2.791 2.704 -0.087 -3.1% 2.889
Low 2.663 2.565 -0.098 -3.7% 2.663
Close 2.718 2.584 -0.134 -4.9% 2.718
Range 0.128 0.139 0.011 8.6% 0.226
ATR 0.112 0.115 0.003 2.6% 0.000
Volume 38,209 28,491 -9,718 -25.4% 170,732
Daily Pivots for day following 29-May-2012
Classic Woodie Camarilla DeMark
R4 3.035 2.948 2.660
R3 2.896 2.809 2.622
R2 2.757 2.757 2.609
R1 2.670 2.670 2.597 2.644
PP 2.618 2.618 2.618 2.605
S1 2.531 2.531 2.571 2.505
S2 2.479 2.479 2.559
S3 2.340 2.392 2.546
S4 2.201 2.253 2.508
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 3.435 3.302 2.842
R3 3.209 3.076 2.780
R2 2.983 2.983 2.759
R1 2.850 2.850 2.739 2.804
PP 2.757 2.757 2.757 2.733
S1 2.624 2.624 2.697 2.578
S2 2.531 2.531 2.677
S3 2.305 2.398 2.656
S4 2.079 2.172 2.594
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.875 2.565 0.310 12.0% 0.125 4.8% 6% False True 31,163
10 2.912 2.565 0.347 13.4% 0.131 5.1% 5% False True 30,033
20 2.912 2.458 0.454 17.6% 0.116 4.5% 28% False False 33,309
40 2.912 2.222 0.690 26.7% 0.095 3.7% 52% False False 26,216
60 2.912 2.222 0.690 26.7% 0.087 3.4% 52% False False 21,292
80 3.143 2.222 0.921 35.6% 0.092 3.6% 39% False False 18,876
100 3.401 2.222 1.179 45.6% 0.101 3.9% 31% False False 16,839
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 0.025
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.295
2.618 3.068
1.618 2.929
1.000 2.843
0.618 2.790
HIGH 2.704
0.618 2.651
0.500 2.635
0.382 2.618
LOW 2.565
0.618 2.479
1.000 2.426
1.618 2.340
2.618 2.201
4.250 1.974
Fisher Pivots for day following 29-May-2012
Pivot 1 day 3 day
R1 2.635 2.719
PP 2.618 2.674
S1 2.601 2.629

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

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