NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 04-May-2012
Day Change Summary
Previous Current
03-May-2012 04-May-2012 Change Change % Previous Week
Open 2.845 2.870 0.025 0.9% 2.759
High 2.914 2.930 0.016 0.5% 2.930
Low 2.845 2.830 -0.015 -0.5% 2.740
Close 2.890 2.840 -0.050 -1.7% 2.840
Range 0.069 0.100 0.031 44.9% 0.190
ATR 0.073 0.075 0.002 2.6% 0.000
Volume 9,941 13,431 3,490 35.1% 60,695
Daily Pivots for day following 04-May-2012
Classic Woodie Camarilla DeMark
R4 3.167 3.103 2.895
R3 3.067 3.003 2.868
R2 2.967 2.967 2.858
R1 2.903 2.903 2.849 2.885
PP 2.867 2.867 2.867 2.858
S1 2.803 2.803 2.831 2.785
S2 2.767 2.767 2.822
S3 2.667 2.703 2.813
S4 2.567 2.603 2.785
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 3.407 3.313 2.945
R3 3.217 3.123 2.892
R2 3.027 3.027 2.875
R1 2.933 2.933 2.857 2.980
PP 2.837 2.837 2.837 2.860
S1 2.743 2.743 2.823 2.790
S2 2.647 2.647 2.805
S3 2.457 2.553 2.788
S4 2.267 2.363 2.736
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.930 2.740 0.190 6.7% 0.088 3.1% 53% True False 12,139
10 2.930 2.566 0.364 12.8% 0.084 2.9% 75% True False 12,036
20 2.930 2.566 0.364 12.8% 0.066 2.3% 75% True False 11,198
40 3.065 2.566 0.499 17.6% 0.066 2.3% 55% False False 8,654
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.355
2.618 3.192
1.618 3.092
1.000 3.030
0.618 2.992
HIGH 2.930
0.618 2.892
0.500 2.880
0.382 2.868
LOW 2.830
0.618 2.768
1.000 2.730
1.618 2.668
2.618 2.568
4.250 2.405
Fisher Pivots for day following 04-May-2012
Pivot 1 day 3 day
R1 2.880 2.870
PP 2.867 2.860
S1 2.853 2.850

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

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