NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 27-Apr-2012
Day Change Summary
Previous Current
26-Apr-2012 27-Apr-2012 Change Change % Previous Week
Open 2.721 2.733 0.012 0.4% 2.606
High 2.826 2.780 -0.046 -1.6% 2.826
Low 2.713 2.717 0.004 0.1% 2.566
Close 2.723 2.775 0.052 1.9% 2.775
Range 0.113 0.063 -0.050 -44.2% 0.260
ATR 0.066 0.066 0.000 -0.3% 0.000
Volume 10,232 19,255 9,023 88.2% 59,673
Daily Pivots for day following 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.946 2.924 2.810
R3 2.883 2.861 2.792
R2 2.820 2.820 2.787
R1 2.798 2.798 2.781 2.809
PP 2.757 2.757 2.757 2.763
S1 2.735 2.735 2.769 2.746
S2 2.694 2.694 2.763
S3 2.631 2.672 2.758
S4 2.568 2.609 2.740
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 3.502 3.399 2.918
R3 3.242 3.139 2.847
R2 2.982 2.982 2.823
R1 2.879 2.879 2.799 2.931
PP 2.722 2.722 2.722 2.748
S1 2.619 2.619 2.751 2.671
S2 2.462 2.462 2.727
S3 2.202 2.359 2.704
S4 1.942 2.099 2.632
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 9.4% 0.079 2.9% 80% False False 11,934
10 2.826 2.566 0.260 9.4% 0.060 2.1% 80% False False 10,448
20 2.908 2.566 0.342 12.3% 0.058 2.1% 61% False False 10,061
40 3.065 2.566 0.499 18.0% 0.062 2.2% 42% False False 7,839
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.048
2.618 2.945
1.618 2.882
1.000 2.843
0.618 2.819
HIGH 2.780
0.618 2.756
0.500 2.749
0.382 2.741
LOW 2.717
0.618 2.678
1.000 2.654
1.618 2.615
2.618 2.552
4.250 2.449
Fisher Pivots for day following 27-Apr-2012
Pivot 1 day 3 day
R1 2.766 2.760
PP 2.757 2.745
S1 2.749 2.730

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

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