NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 13-Apr-2012

Day Change Summary
	Previous	Current
	12-Apr-2012	13-Apr-2012	Change	Change %	Previous Week
Open	2.458	2.435	-0.023	-0.9%	2.525
High	2.517	2.438	-0.079	-3.1%	2.567
Low	2.433	2.409	-0.024	-1.0%	2.409
Close	2.439	2.421	-0.018	-0.7%	2.421
Range	0.084	0.029	-0.055	-65.5%	0.158
ATR	0.082	0.079	-0.004	-4.5%	0.000
Volume	25,484	32,543	7,059	27.7%	129,366

Daily Pivots for day following 13-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.510	2.494	2.437
R3	2.481	2.465	2.429
R2	2.452	2.452	2.426
R1	2.436	2.436	2.424	2.430
PP	2.423	2.423	2.423	2.419
S1	2.407	2.407	2.418	2.401
S2	2.394	2.394	2.416
S3	2.365	2.378	2.413
S4	2.336	2.349	2.405

Weekly Pivots for week ending 13-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.940	2.838	2.508
R3	2.782	2.680	2.464
R2	2.624	2.624	2.450
R1	2.522	2.522	2.435	2.494
PP	2.466	2.466	2.466	2.452
S1	2.364	2.364	2.407	2.336
S2	2.308	2.308	2.392
S3	2.150	2.206	2.378
S4	1.992	2.048	2.334

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.567	2.409	0.158	6.5%	0.063	2.6%	8%	False	True	25,873
10	2.663	2.409	0.254	10.5%	0.067	2.8%	5%	False	True	23,909
20	2.852	2.409	0.443	18.3%	0.071	3.0%	3%	False	True	20,839
40	3.198	2.409	0.789	32.6%	0.084	3.5%	2%	False	True	21,615
60	3.210	2.409	0.801	33.1%	0.105	4.3%	1%	False	True	23,681

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.018
Narrowest range in 64 trading days

Fibonacci Retracements and Extensions
4.250	2.561
2.618	2.514
1.618	2.485
1.000	2.467
0.618	2.456
HIGH	2.438
0.618	2.427
0.500	2.424
0.382	2.420
LOW	2.409
0.618	2.391
1.000	2.380
1.618	2.362
2.618	2.333
4.250	2.286

Fisher Pivots for day following 13-Apr-2012
Pivot	1 day	3 day
R1	2.424	2.463
PP	2.423	2.449
S1	2.422	2.435

Download as Excel Spreadsheet

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

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