NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 24-Apr-2012
Day Change Summary
Previous Current
23-Apr-2012 24-Apr-2012 Change Change % Previous Week
Open 2.606 2.651 0.045 1.7% 2.687
High 2.641 2.658 0.017 0.6% 2.724
Low 2.566 2.622 0.056 2.2% 2.567
Close 2.627 2.635 0.008 0.3% 2.595
Range 0.075 0.036 -0.039 -52.0% 0.157
ATR 0.061 0.059 -0.002 -2.9% 0.000
Volume 7,444 13,810 6,366 85.5% 44,814
Daily Pivots for day following 24-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.746 2.727 2.655
R3 2.710 2.691 2.645
R2 2.674 2.674 2.642
R1 2.655 2.655 2.638 2.647
PP 2.638 2.638 2.638 2.634
S1 2.619 2.619 2.632 2.611
S2 2.602 2.602 2.628
S3 2.566 2.583 2.625
S4 2.530 2.547 2.615
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 3.100 3.004 2.681
R3 2.943 2.847 2.638
R2 2.786 2.786 2.624
R1 2.690 2.690 2.609 2.660
PP 2.629 2.629 2.629 2.613
S1 2.533 2.533 2.581 2.503
S2 2.472 2.472 2.566
S3 2.315 2.376 2.552
S4 2.158 2.219 2.509
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.674 2.566 0.108 4.1% 0.048 1.8% 64% False False 9,769
10 2.799 2.566 0.233 8.8% 0.047 1.8% 30% False False 10,549
20 2.958 2.566 0.392 14.9% 0.054 2.1% 18% False False 8,860
40 3.148 2.566 0.582 22.1% 0.063 2.4% 12% False False 7,154
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 0.012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.811
2.618 2.752
1.618 2.716
1.000 2.694
0.618 2.680
HIGH 2.658
0.618 2.644
0.500 2.640
0.382 2.636
LOW 2.622
0.618 2.600
1.000 2.586
1.618 2.564
2.618 2.528
4.250 2.469
Fisher Pivots for day following 24-Apr-2012
Pivot 1 day 3 day
R1 2.640 2.627
PP 2.638 2.620
S1 2.637 2.612

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

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