NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 05-Jun-2012
Day Change Summary
Previous Current
04-Jun-2012 05-Jun-2012 Change Change % Previous Week
Open 2.536 2.615 0.079 3.1% 2.720
High 2.622 2.651 0.029 1.1% 2.761
Low 2.520 2.566 0.046 1.8% 2.511
Close 2.601 2.628 0.027 1.0% 2.527
Range 0.102 0.085 -0.017 -16.7% 0.250
ATR 0.112 0.110 -0.002 -1.7% 0.000
Volume 45,656 33,606 -12,050 -26.4% 129,512
Daily Pivots for day following 05-Jun-2012
Classic Woodie Camarilla DeMark
R4 2.870 2.834 2.675
R3 2.785 2.749 2.651
R2 2.700 2.700 2.644
R1 2.664 2.664 2.636 2.682
PP 2.615 2.615 2.615 2.624
S1 2.579 2.579 2.620 2.597
S2 2.530 2.530 2.612
S3 2.445 2.494 2.605
S4 2.360 2.409 2.581
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 2.677 2.511 0.166 6.3% 0.102 3.9% 70% False False 36,488
10 2.940 2.511 0.429 16.3% 0.110 4.2% 27% False False 35,803
20 2.976 2.511 0.465 17.7% 0.115 4.4% 25% False False 37,594
40 2.976 2.300 0.676 25.7% 0.096 3.7% 49% False False 32,602
60 2.976 2.300 0.676 25.7% 0.090 3.4% 49% False False 28,424
80 3.198 2.300 0.898 34.2% 0.091 3.5% 37% False False 27,247
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 0.032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.012
2.618 2.874
1.618 2.789
1.000 2.736
0.618 2.704
HIGH 2.651
0.618 2.619
0.500 2.609
0.382 2.598
LOW 2.566
0.618 2.513
1.000 2.481
1.618 2.428
2.618 2.343
4.250 2.205
Fisher Pivots for day following 05-Jun-2012
Pivot 1 day 3 day
R1 2.622 2.612
PP 2.615 2.597
S1 2.609 2.581

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

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