NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 17-Apr-2012
Day Change Summary
Previous Current
16-Apr-2012 17-Apr-2012 Change Change % Previous Week
Open 2.421 2.429 0.008 0.3% 2.525
High 2.444 2.429 -0.015 -0.6% 2.567
Low 2.401 2.382 -0.019 -0.8% 2.409
Close 2.432 2.384 -0.048 -2.0% 2.421
Range 0.043 0.047 0.004 9.3% 0.158
ATR 0.076 0.074 -0.002 -2.4% 0.000
Volume 25,875 20,145 -5,730 -22.1% 129,366
Daily Pivots for day following 17-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.539 2.509 2.410
R3 2.492 2.462 2.397
R2 2.445 2.445 2.393
R1 2.415 2.415 2.388 2.407
PP 2.398 2.398 2.398 2.394
S1 2.368 2.368 2.380 2.360
S2 2.351 2.351 2.375
S3 2.304 2.321 2.371
S4 2.257 2.274 2.358
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 2.517 2.382 0.135 5.7% 0.053 2.2% 1% False True 25,412
10 2.663 2.382 0.281 11.8% 0.060 2.5% 1% False True 23,314
20 2.829 2.382 0.447 18.8% 0.068 2.9% 0% False True 21,097
40 3.198 2.382 0.816 34.2% 0.080 3.4% 0% False True 21,302
60 3.210 2.382 0.828 34.7% 0.102 4.3% 0% False True 23,616
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.629
2.618 2.552
1.618 2.505
1.000 2.476
0.618 2.458
HIGH 2.429
0.618 2.411
0.500 2.406
0.382 2.400
LOW 2.382
0.618 2.353
1.000 2.335
1.618 2.306
2.618 2.259
4.250 2.182
Fisher Pivots for day following 17-Apr-2012
Pivot 1 day 3 day
R1 2.406 2.413
PP 2.398 2.403
S1 2.391 2.394

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

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