NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 25-Apr-2012
Day Change Summary
Previous Current
24-Apr-2012 25-Apr-2012 Change Change % Previous Week
Open 2.402 2.382 -0.020 -0.8% 2.421
High 2.410 2.495 0.085 3.5% 2.444
Low 2.370 2.366 -0.004 -0.2% 2.300
Close 2.371 2.480 0.109 4.6% 2.332
Range 0.040 0.129 0.089 222.5% 0.144
ATR 0.067 0.072 0.004 6.5% 0.000
Volume 47,147 26,126 -21,021 -44.6% 113,871
Daily Pivots for day following 25-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.834 2.786 2.551
R3 2.705 2.657 2.515
R2 2.576 2.576 2.504
R1 2.528 2.528 2.492 2.552
PP 2.447 2.447 2.447 2.459
S1 2.399 2.399 2.468 2.423
S2 2.318 2.318 2.456
S3 2.189 2.270 2.445
S4 2.060 2.141 2.409
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 2.495 2.300 0.195 7.9% 0.069 2.8% 92% True False 28,128
10 2.517 2.300 0.217 8.8% 0.059 2.4% 83% False False 26,439
20 2.705 2.300 0.405 16.3% 0.066 2.7% 44% False False 24,376
40 2.955 2.300 0.655 26.4% 0.072 2.9% 27% False False 22,059
60 3.198 2.300 0.898 36.2% 0.089 3.6% 20% False False 23,304
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 3.043
2.618 2.833
1.618 2.704
1.000 2.624
0.618 2.575
HIGH 2.495
0.618 2.446
0.500 2.431
0.382 2.415
LOW 2.366
0.618 2.286
1.000 2.237
1.618 2.157
2.618 2.028
4.250 1.818
Fisher Pivots for day following 25-Apr-2012
Pivot 1 day 3 day
R1 2.464 2.455
PP 2.447 2.430
S1 2.431 2.405

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

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