NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 17-Apr-2012
Day Change Summary
Previous Current
16-Apr-2012 17-Apr-2012 Change Change % Previous Week
Open 2.687 2.693 0.006 0.2% 2.780
High 2.724 2.697 -0.027 -1.0% 2.840
Low 2.687 2.664 -0.023 -0.9% 2.693
Close 2.709 2.664 -0.045 -1.7% 2.708
Range 0.037 0.033 -0.004 -10.8% 0.147
ATR 0.065 0.064 -0.001 -2.2% 0.000
Volume 10,731 6,491 -4,240 -39.5% 58,786
Daily Pivots for day following 17-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.774 2.752 2.682
R3 2.741 2.719 2.673
R2 2.708 2.708 2.670
R1 2.686 2.686 2.667 2.681
PP 2.675 2.675 2.675 2.672
S1 2.653 2.653 2.661 2.648
S2 2.642 2.642 2.658
S3 2.609 2.620 2.655
S4 2.576 2.587 2.646
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 2.799 2.664 0.135 5.1% 0.045 1.7% 0% False True 11,329
10 2.908 2.664 0.244 9.2% 0.051 1.9% 0% False True 9,559
20 3.028 2.664 0.364 13.7% 0.057 2.1% 0% False True 7,374
40 3.361 2.664 0.697 26.2% 0.069 2.6% 0% False True 6,542
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.837
2.618 2.783
1.618 2.750
1.000 2.730
0.618 2.717
HIGH 2.697
0.618 2.684
0.500 2.681
0.382 2.677
LOW 2.664
0.618 2.644
1.000 2.631
1.618 2.611
2.618 2.578
4.250 2.524
Fisher Pivots for day following 17-Apr-2012
Pivot 1 day 3 day
R1 2.681 2.694
PP 2.675 2.684
S1 2.670 2.674

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

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