NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 24-May-2012
Day Change Summary
Previous Current
23-May-2012 24-May-2012 Change Change % Previous Week
Open 2.895 2.918 0.023 0.8% 2.747
High 2.935 2.940 0.005 0.2% 2.976
Low 2.828 2.836 0.008 0.3% 2.631
Close 2.933 2.856 -0.077 -2.6% 2.962
Range 0.107 0.104 -0.003 -2.8% 0.345
ATR 0.108 0.108 0.000 -0.3% 0.000
Volume 37,052 37,208 156 0.4% 162,888
Daily Pivots for day following 24-May-2012
Classic Woodie Camarilla DeMark
R4 3.189 3.127 2.913
R3 3.085 3.023 2.885
R2 2.981 2.981 2.875
R1 2.919 2.919 2.866 2.898
PP 2.877 2.877 2.877 2.867
S1 2.815 2.815 2.846 2.794
S2 2.773 2.773 2.837
S3 2.669 2.711 2.827
S4 2.565 2.607 2.799
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 2.799 0.177 6.2% 0.123 4.3% 32% False False 43,114
10 2.976 2.631 0.345 12.1% 0.122 4.3% 65% False False 38,581
20 2.976 2.450 0.526 18.4% 0.112 3.9% 77% False False 35,746
40 2.976 2.300 0.676 23.7% 0.091 3.2% 82% False False 30,304
60 2.976 2.300 0.676 23.7% 0.086 3.0% 82% False False 26,934
80 3.198 2.300 0.898 31.4% 0.094 3.3% 62% False False 26,587
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.030
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 3.382
2.618 3.212
1.618 3.108
1.000 3.044
0.618 3.004
HIGH 2.940
0.618 2.900
0.500 2.888
0.382 2.876
LOW 2.836
0.618 2.772
1.000 2.732
1.618 2.668
2.618 2.564
4.250 2.394
Fisher Pivots for day following 24-May-2012
Pivot 1 day 3 day
R1 2.888 2.870
PP 2.877 2.865
S1 2.867 2.861

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

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