NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 08-May-2012
Day Change Summary
Previous Current
07-May-2012 08-May-2012 Change Change % Previous Week
Open 2.578 2.631 0.053 2.1% 2.515
High 2.652 2.733 0.081 3.1% 2.675
Low 2.577 2.582 0.005 0.2% 2.473
Close 2.631 2.678 0.047 1.8% 2.578
Range 0.075 0.151 0.076 101.3% 0.202
ATR 0.086 0.091 0.005 5.4% 0.000
Volume 22,733 25,270 2,537 11.2% 144,344
Daily Pivots for day following 08-May-2012
Classic Woodie Camarilla DeMark
R4 3.117 3.049 2.761
R3 2.966 2.898 2.720
R2 2.815 2.815 2.706
R1 2.747 2.747 2.692 2.781
PP 2.664 2.664 2.664 2.682
S1 2.596 2.596 2.664 2.630
S2 2.513 2.513 2.650
S3 2.362 2.445 2.636
S4 2.211 2.294 2.595
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 3.181 3.082 2.689
R3 2.979 2.880 2.634
R2 2.777 2.777 2.615
R1 2.678 2.678 2.597 2.728
PP 2.575 2.575 2.575 2.600
S1 2.476 2.476 2.559 2.526
S2 2.373 2.373 2.541
S3 2.171 2.274 2.522
S4 1.969 2.072 2.467
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.733 2.550 0.183 6.8% 0.109 4.1% 70% True False 29,198
10 2.733 2.366 0.367 13.7% 0.112 4.2% 85% True False 29,682
20 2.733 2.300 0.433 16.2% 0.082 3.1% 87% True False 27,905
40 2.852 2.300 0.552 20.6% 0.080 3.0% 68% False False 23,989
60 3.198 2.300 0.898 33.5% 0.085 3.2% 42% False False 23,790
80 3.210 2.300 0.910 34.0% 0.101 3.8% 42% False False 24,590
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.375
2.618 3.128
1.618 2.977
1.000 2.884
0.618 2.826
HIGH 2.733
0.618 2.675
0.500 2.658
0.382 2.640
LOW 2.582
0.618 2.489
1.000 2.431
1.618 2.338
2.618 2.187
4.250 1.940
Fisher Pivots for day following 08-May-2012
Pivot 1 day 3 day
R1 2.671 2.668
PP 2.664 2.659
S1 2.658 2.649

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

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