NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 18-May-2012
Day Change Summary
Previous Current
17-May-2012 18-May-2012 Change Change % Previous Week
Open 2.870 2.852 -0.018 -0.6% 2.747
High 2.914 2.976 0.062 2.1% 2.976
Low 2.760 2.843 0.083 3.0% 2.631
Close 2.840 2.962 0.122 4.3% 2.962
Range 0.154 0.133 -0.021 -13.6% 0.345
ATR 0.101 0.103 0.003 2.5% 0.000
Volume 39,223 35,253 -3,970 -10.1% 162,888
Daily Pivots for day following 18-May-2012
Classic Woodie Camarilla DeMark
R4 3.326 3.277 3.035
R3 3.193 3.144 2.999
R2 3.060 3.060 2.986
R1 3.011 3.011 2.974 3.036
PP 2.927 2.927 2.927 2.939
S1 2.878 2.878 2.950 2.903
S2 2.794 2.794 2.938
S3 2.661 2.745 2.925
S4 2.528 2.612 2.889
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 3.891 3.772 3.152
R3 3.546 3.427 3.057
R2 3.201 3.201 3.025
R1 3.082 3.082 2.994 3.142
PP 2.856 2.856 2.856 2.886
S1 2.737 2.737 2.930 2.797
S2 2.511 2.511 2.899
S3 2.166 2.392 2.867
S4 1.821 2.047 2.772
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.976 2.631 0.345 11.6% 0.131 4.4% 96% True False 32,577
10 2.976 2.577 0.399 13.5% 0.113 3.8% 96% True False 34,557
20 2.976 2.314 0.662 22.3% 0.107 3.6% 98% True False 33,038
40 2.976 2.300 0.676 22.8% 0.085 2.9% 98% True False 27,592
60 3.155 2.300 0.855 28.9% 0.086 2.9% 77% False False 25,244
80 3.210 2.300 0.910 30.7% 0.097 3.3% 73% False False 25,494
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.541
2.618 3.324
1.618 3.191
1.000 3.109
0.618 3.058
HIGH 2.976
0.618 2.925
0.500 2.910
0.382 2.894
LOW 2.843
0.618 2.761
1.000 2.710
1.618 2.628
2.618 2.495
4.250 2.278
Fisher Pivots for day following 18-May-2012
Pivot 1 day 3 day
R1 2.945 2.925
PP 2.927 2.889
S1 2.910 2.852

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

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