NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 16-Apr-2012
Day Change Summary
Previous Current
13-Apr-2012 16-Apr-2012 Change Change % Previous Week
Open 2.707 2.687 -0.020 -0.7% 2.780
High 2.719 2.724 0.005 0.2% 2.840
Low 2.693 2.687 -0.006 -0.2% 2.693
Close 2.708 2.709 0.001 0.0% 2.708
Range 0.026 0.037 0.011 42.3% 0.147
ATR 0.067 0.065 -0.002 -3.2% 0.000
Volume 12,590 10,731 -1,859 -14.8% 58,786
Daily Pivots for day following 16-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.818 2.800 2.729
R3 2.781 2.763 2.719
R2 2.744 2.744 2.716
R1 2.726 2.726 2.712 2.735
PP 2.707 2.707 2.707 2.711
S1 2.689 2.689 2.706 2.698
S2 2.670 2.670 2.702
S3 2.633 2.652 2.699
S4 2.596 2.615 2.689
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 3.188 3.095 2.789
R3 3.041 2.948 2.748
R2 2.894 2.894 2.735
R1 2.801 2.801 2.721 2.774
PP 2.747 2.747 2.747 2.734
S1 2.654 2.654 2.695 2.627
S2 2.600 2.600 2.681
S3 2.453 2.507 2.668
S4 2.306 2.360 2.627
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.840 2.687 0.153 5.6% 0.051 1.9% 14% False True 11,836
10 2.908 2.687 0.221 8.2% 0.055 2.0% 10% False True 9,863
20 3.065 2.687 0.378 14.0% 0.059 2.2% 6% False True 7,288
40 3.364 2.687 0.677 25.0% 0.072 2.7% 3% False True 6,577
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.881
2.618 2.821
1.618 2.784
1.000 2.761
0.618 2.747
HIGH 2.724
0.618 2.710
0.500 2.706
0.382 2.701
LOW 2.687
0.618 2.664
1.000 2.650
1.618 2.627
2.618 2.590
4.250 2.530
Fisher Pivots for day following 16-Apr-2012
Pivot 1 day 3 day
R1 2.708 2.737
PP 2.707 2.728
S1 2.706 2.718

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

View Archives - Comment on this page... - Back to Index of Symbols