NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 30-Apr-2012
Day Change Summary
Previous Current
27-Apr-2012 30-Apr-2012 Change Change % Previous Week
Open 2.733 2.759 0.026 1.0% 2.606
High 2.780 2.874 0.094 3.4% 2.826
Low 2.717 2.740 0.023 0.8% 2.566
Close 2.775 2.852 0.077 2.8% 2.775
Range 0.063 0.134 0.071 112.7% 0.260
ATR 0.066 0.071 0.005 7.4% 0.000
Volume 19,255 11,896 -7,359 -38.2% 59,673
Daily Pivots for day following 30-Apr-2012
Classic Woodie Camarilla DeMark
R4 3.224 3.172 2.926
R3 3.090 3.038 2.889
R2 2.956 2.956 2.877
R1 2.904 2.904 2.864 2.930
PP 2.822 2.822 2.822 2.835
S1 2.770 2.770 2.840 2.796
S2 2.688 2.688 2.827
S3 2.554 2.636 2.815
S4 2.420 2.502 2.778
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 2.874 2.622 0.252 8.8% 0.091 3.2% 91% True False 12,825
10 2.874 2.566 0.308 10.8% 0.069 2.4% 93% True False 10,565
20 2.908 2.566 0.342 12.0% 0.062 2.2% 84% False False 10,214
40 3.065 2.566 0.499 17.5% 0.065 2.3% 57% False False 8,026
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 0.012
Widest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 3.444
2.618 3.225
1.618 3.091
1.000 3.008
0.618 2.957
HIGH 2.874
0.618 2.823
0.500 2.807
0.382 2.791
LOW 2.740
0.618 2.657
1.000 2.606
1.618 2.523
2.618 2.389
4.250 2.171
Fisher Pivots for day following 30-Apr-2012
Pivot 1 day 3 day
R1 2.837 2.833
PP 2.822 2.813
S1 2.807 2.794

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

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