NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 01-May-2012

Day Change Summary
	Previous	Current
	30-Apr-2012	01-May-2012	Change	Change %	Previous Week
Open	2.515	2.643	0.128	5.1%	2.348
High	2.628	2.670	0.042	1.6%	2.594
Low	2.473	2.599	0.126	5.1%	2.314
Close	2.600	2.660	0.060	2.3%	2.515
Range	0.155	0.071	-0.084	-54.2%	0.280
ATR	0.082	0.081	-0.001	-1.0%	0.000
Volume	20,707	25,646	4,939	23.9%	170,847

Daily Pivots for day following 01-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.856	2.829	2.699
R3	2.785	2.758	2.680
R2	2.714	2.714	2.673
R1	2.687	2.687	2.667	2.701
PP	2.643	2.643	2.643	2.650
S1	2.616	2.616	2.653	2.630
S2	2.572	2.572	2.647
S3	2.501	2.545	2.640
S4	2.430	2.474	2.621

Weekly Pivots for week ending 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.314	3.195	2.669
R3	3.034	2.915	2.592
R2	2.754	2.754	2.566
R1	2.635	2.635	2.541	2.695
PP	2.474	2.474	2.474	2.504
S1	2.355	2.355	2.489	2.415
S2	2.194	2.194	2.464
S3	1.914	2.075	2.438
S4	1.634	1.795	2.361

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.670	2.366	0.304	11.4%	0.114	4.3%	97%	True	False	30,165
10	2.670	2.300	0.370	13.9%	0.082	3.1%	97%	True	False	28,505
20	2.670	2.300	0.370	13.9%	0.071	2.7%	97%	True	False	25,909
40	2.852	2.300	0.552	20.8%	0.075	2.8%	65%	False	False	23,204
60	3.198	2.300	0.898	33.8%	0.086	3.2%	40%	False	False	23,662

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.021
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2.972
2.618	2.856
1.618	2.785
1.000	2.741
0.618	2.714
HIGH	2.670
0.618	2.643
0.500	2.635
0.382	2.626
LOW	2.599
0.618	2.555
1.000	2.528
1.618	2.484
2.618	2.413
4.250	2.297

Fisher Pivots for day following 01-May-2012
Pivot	1 day	3 day
R1	2.652	2.627
PP	2.643	2.593
S1	2.635	2.560

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