NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 17-May-2012
Day Change Summary
Previous Current
16-May-2012 17-May-2012 Change Change % Previous Week
Open 2.745 2.870 0.125 4.6% 2.578
High 2.871 2.914 0.043 1.5% 2.793
Low 2.728 2.760 0.032 1.2% 2.577
Close 2.852 2.840 -0.012 -0.4% 2.751
Range 0.143 0.154 0.011 7.7% 0.216
ATR 0.097 0.101 0.004 4.2% 0.000
Volume 22,947 39,223 16,276 70.9% 182,683
Daily Pivots for day following 17-May-2012
Classic Woodie Camarilla DeMark
R4 3.300 3.224 2.925
R3 3.146 3.070 2.882
R2 2.992 2.992 2.868
R1 2.916 2.916 2.854 2.877
PP 2.838 2.838 2.838 2.819
S1 2.762 2.762 2.826 2.723
S2 2.684 2.684 2.812
S3 2.530 2.608 2.798
S4 2.376 2.454 2.755
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 3.355 3.269 2.870
R3 3.139 3.053 2.810
R2 2.923 2.923 2.791
R1 2.837 2.837 2.771 2.880
PP 2.707 2.707 2.707 2.729
S1 2.621 2.621 2.731 2.664
S2 2.491 2.491 2.711
S3 2.275 2.405 2.692
S4 2.059 2.189 2.632
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.914 2.631 0.283 10.0% 0.121 4.3% 74% True False 34,048
10 2.914 2.565 0.349 12.3% 0.111 3.9% 79% True False 34,030
20 2.914 2.300 0.614 21.6% 0.102 3.6% 88% True False 32,358
40 2.914 2.300 0.614 21.6% 0.085 3.0% 88% True False 27,068
60 3.198 2.300 0.898 31.6% 0.085 3.0% 60% False False 24,933
80 3.210 2.300 0.910 32.0% 0.097 3.4% 59% False False 25,477
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 0.030
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 3.569
2.618 3.317
1.618 3.163
1.000 3.068
0.618 3.009
HIGH 2.914
0.618 2.855
0.500 2.837
0.382 2.819
LOW 2.760
0.618 2.665
1.000 2.606
1.618 2.511
2.618 2.357
4.250 2.106
Fisher Pivots for day following 17-May-2012
Pivot 1 day 3 day
R1 2.839 2.818
PP 2.838 2.795
S1 2.837 2.773

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

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