NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 01-Jun-2012
Day Change Summary
Previous Current
31-May-2012 01-Jun-2012 Change Change % Previous Week
Open 2.607 2.583 -0.024 -0.9% 2.720
High 2.677 2.589 -0.088 -3.3% 2.761
Low 2.543 2.511 -0.032 -1.3% 2.511
Close 2.612 2.527 -0.085 -3.3% 2.527
Range 0.134 0.078 -0.056 -41.8% 0.250
ATR 0.114 0.113 -0.001 -0.8% 0.000
Volume 28,662 45,615 16,953 59.1% 129,512
Daily Pivots for day following 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 2.776 2.730 2.570
R3 2.698 2.652 2.548
R2 2.620 2.620 2.541
R1 2.574 2.574 2.534 2.558
PP 2.542 2.542 2.542 2.535
S1 2.496 2.496 2.520 2.480
S2 2.464 2.464 2.513
S3 2.386 2.418 2.506
S4 2.308 2.340 2.484
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.350 3.188 2.665
R3 3.100 2.938 2.596
R2 2.850 2.850 2.573
R1 2.688 2.688 2.550 2.644
PP 2.600 2.600 2.600 2.578
S1 2.438 2.438 2.504 2.394
S2 2.350 2.350 2.481
S3 2.100 2.188 2.458
S4 1.850 1.938 2.390
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.860 2.511 0.349 13.8% 0.114 4.5% 5% False True 33,895
10 2.976 2.511 0.465 18.4% 0.119 4.7% 3% False True 38,504
20 2.976 2.511 0.465 18.4% 0.115 4.5% 3% False True 36,267
40 2.976 2.300 0.676 26.8% 0.095 3.8% 34% False False 31,696
60 2.976 2.300 0.676 26.8% 0.089 3.5% 34% False False 27,950
80 3.198 2.300 0.898 35.5% 0.092 3.6% 25% False False 26,965
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 0.028
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 2.921
2.618 2.793
1.618 2.715
1.000 2.667
0.618 2.637
HIGH 2.589
0.618 2.559
0.500 2.550
0.382 2.541
LOW 2.511
0.618 2.463
1.000 2.433
1.618 2.385
2.618 2.307
4.250 2.180
Fisher Pivots for day following 01-Jun-2012
Pivot 1 day 3 day
R1 2.550 2.594
PP 2.542 2.572
S1 2.535 2.549

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

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