NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 02-May-2012
Day Change Summary
Previous Current
01-May-2012 02-May-2012 Change Change % Previous Week
Open 2.877 2.888 0.011 0.4% 2.606
High 2.907 2.891 -0.016 -0.6% 2.826
Low 2.852 2.809 -0.043 -1.5% 2.566
Close 2.903 2.817 -0.086 -3.0% 2.775
Range 0.055 0.082 0.027 49.1% 0.260
ATR 0.070 0.071 0.002 2.5% 0.000
Volume 11,609 13,818 2,209 19.0% 59,673
Daily Pivots for day following 02-May-2012
Classic Woodie Camarilla DeMark
R4 3.085 3.033 2.862
R3 3.003 2.951 2.840
R2 2.921 2.921 2.832
R1 2.869 2.869 2.825 2.854
PP 2.839 2.839 2.839 2.832
S1 2.787 2.787 2.809 2.772
S2 2.757 2.757 2.802
S3 2.675 2.705 2.794
S4 2.593 2.623 2.772
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 2.907 2.713 0.194 6.9% 0.089 3.2% 54% False False 13,362
10 2.907 2.566 0.341 12.1% 0.076 2.7% 74% False False 11,698
20 2.907 2.566 0.341 12.1% 0.062 2.2% 74% False False 10,536
40 3.065 2.566 0.499 17.7% 0.065 2.3% 50% False False 8,393
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.240
2.618 3.106
1.618 3.024
1.000 2.973
0.618 2.942
HIGH 2.891
0.618 2.860
0.500 2.850
0.382 2.840
LOW 2.809
0.618 2.758
1.000 2.727
1.618 2.676
2.618 2.594
4.250 2.461
Fisher Pivots for day following 02-May-2012
Pivot 1 day 3 day
R1 2.850 2.824
PP 2.839 2.821
S1 2.828 2.819

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

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