NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 26-Apr-2012
Day Change Summary
Previous Current
25-Apr-2012 26-Apr-2012 Change Change % Previous Week
Open 2.637 2.721 0.084 3.2% 2.687
High 2.743 2.826 0.083 3.0% 2.724
Low 2.634 2.713 0.079 3.0% 2.567
Close 2.730 2.723 -0.007 -0.3% 2.595
Range 0.109 0.113 0.004 3.7% 0.157
ATR 0.062 0.066 0.004 5.8% 0.000
Volume 8,932 10,232 1,300 14.6% 44,814
Daily Pivots for day following 26-Apr-2012
Classic Woodie Camarilla DeMark
R4 3.093 3.021 2.785
R3 2.980 2.908 2.754
R2 2.867 2.867 2.744
R1 2.795 2.795 2.733 2.831
PP 2.754 2.754 2.754 2.772
S1 2.682 2.682 2.713 2.718
S2 2.641 2.641 2.702
S3 2.528 2.569 2.692
S4 2.415 2.456 2.661
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 2.826 2.566 0.260 9.5% 0.072 2.7% 60% True False 10,605
10 2.826 2.566 0.260 9.5% 0.056 2.0% 60% True False 9,782
20 2.908 2.566 0.342 12.6% 0.060 2.2% 46% False False 9,385
40 3.105 2.566 0.539 19.8% 0.063 2.3% 29% False False 7,466
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.010
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 3.306
2.618 3.122
1.618 3.009
1.000 2.939
0.618 2.896
HIGH 2.826
0.618 2.783
0.500 2.770
0.382 2.756
LOW 2.713
0.618 2.643
1.000 2.600
1.618 2.530
2.618 2.417
4.250 2.233
Fisher Pivots for day following 26-Apr-2012
Pivot 1 day 3 day
R1 2.770 2.724
PP 2.754 2.724
S1 2.739 2.723

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

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