NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 23-Apr-2012
Day Change Summary
Previous Current
20-Apr-2012 23-Apr-2012 Change Change % Previous Week
Open 2.321 2.348 0.027 1.2% 2.421
High 2.333 2.400 0.067 2.9% 2.444
Low 2.300 2.314 0.014 0.6% 2.300
Close 2.332 2.382 0.050 2.1% 2.332
Range 0.033 0.086 0.053 160.6% 0.144
ATR 0.068 0.069 0.001 1.9% 0.000
Volume 21,657 19,224 -2,433 -11.2% 113,871
Daily Pivots for day following 23-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.623 2.589 2.429
R3 2.537 2.503 2.406
R2 2.451 2.451 2.398
R1 2.417 2.417 2.390 2.434
PP 2.365 2.365 2.365 2.374
S1 2.331 2.331 2.374 2.348
S2 2.279 2.279 2.366
S3 2.193 2.245 2.358
S4 2.107 2.159 2.335
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.791 2.705 2.411
R3 2.647 2.561 2.372
R2 2.503 2.503 2.358
R1 2.417 2.417 2.345 2.388
PP 2.359 2.359 2.359 2.344
S1 2.273 2.273 2.319 2.244
S2 2.215 2.215 2.306
S3 2.071 2.129 2.292
S4 1.927 1.985 2.253
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.429 2.300 0.129 5.4% 0.052 2.2% 64% False False 21,444
10 2.561 2.300 0.261 11.0% 0.054 2.3% 31% False False 23,351
20 2.774 2.300 0.474 19.9% 0.064 2.7% 17% False False 22,138
40 3.104 2.300 0.804 33.8% 0.074 3.1% 10% False False 21,200
60 3.210 2.300 0.910 38.2% 0.091 3.8% 9% False False 22,801
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 2.766
2.618 2.625
1.618 2.539
1.000 2.486
0.618 2.453
HIGH 2.400
0.618 2.367
0.500 2.357
0.382 2.347
LOW 2.314
0.618 2.261
1.000 2.228
1.618 2.175
2.618 2.089
4.250 1.949
Fisher Pivots for day following 23-Apr-2012
Pivot 1 day 3 day
R1 2.374 2.371
PP 2.365 2.361
S1 2.357 2.350

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

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