NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 16-Apr-2012
Day Change Summary
Previous Current
13-Apr-2012 16-Apr-2012 Change Change % Previous Week
Open 2.435 2.421 -0.014 -0.6% 2.525
High 2.438 2.444 0.006 0.2% 2.567
Low 2.409 2.401 -0.008 -0.3% 2.409
Close 2.421 2.432 0.011 0.5% 2.421
Range 0.029 0.043 0.014 48.3% 0.158
ATR 0.079 0.076 -0.003 -3.2% 0.000
Volume 32,543 25,875 -6,668 -20.5% 129,366
Daily Pivots for day following 16-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.555 2.536 2.456
R3 2.512 2.493 2.444
R2 2.469 2.469 2.440
R1 2.450 2.450 2.436 2.460
PP 2.426 2.426 2.426 2.430
S1 2.407 2.407 2.428 2.417
S2 2.383 2.383 2.424
S3 2.340 2.364 2.420
S4 2.297 2.321 2.408
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 2.561 2.401 0.160 6.6% 0.057 2.3% 19% False True 25,259
10 2.663 2.401 0.262 10.8% 0.065 2.7% 12% False True 24,073
20 2.852 2.401 0.451 18.5% 0.071 2.9% 7% False True 20,811
40 3.198 2.401 0.797 32.8% 0.083 3.4% 4% False True 21,681
60 3.210 2.401 0.809 33.3% 0.103 4.2% 4% False True 23,740
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.627
2.618 2.557
1.618 2.514
1.000 2.487
0.618 2.471
HIGH 2.444
0.618 2.428
0.500 2.423
0.382 2.417
LOW 2.401
0.618 2.374
1.000 2.358
1.618 2.331
2.618 2.288
4.250 2.218
Fisher Pivots for day following 16-Apr-2012
Pivot 1 day 3 day
R1 2.429 2.459
PP 2.426 2.450
S1 2.423 2.441

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

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