NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 08-May-2012
Day Change Summary
Previous Current
07-May-2012 08-May-2012 Change Change % Previous Week
Open 2.862 2.910 0.048 1.7% 2.759
High 2.910 3.003 0.093 3.2% 2.930
Low 2.851 2.856 0.005 0.2% 2.740
Close 2.905 2.952 0.047 1.6% 2.840
Range 0.059 0.147 0.088 149.2% 0.190
ATR 0.075 0.080 0.005 6.9% 0.000
Volume 7,579 12,476 4,897 64.6% 60,695
Daily Pivots for day following 08-May-2012
Classic Woodie Camarilla DeMark
R4 3.378 3.312 3.033
R3 3.231 3.165 2.992
R2 3.084 3.084 2.979
R1 3.018 3.018 2.965 3.051
PP 2.937 2.937 2.937 2.954
S1 2.871 2.871 2.939 2.904
S2 2.790 2.790 2.925
S3 2.643 2.724 2.912
S4 2.496 2.577 2.871
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 3.003 2.809 0.194 6.6% 0.091 3.1% 74% True False 11,449
10 3.003 2.634 0.369 12.5% 0.093 3.2% 86% True False 11,916
20 3.003 2.566 0.437 14.8% 0.070 2.4% 88% True False 11,233
40 3.065 2.566 0.499 16.9% 0.068 2.3% 77% False False 8,671
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 0.018
Widest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 3.628
2.618 3.388
1.618 3.241
1.000 3.150
0.618 3.094
HIGH 3.003
0.618 2.947
0.500 2.930
0.382 2.912
LOW 2.856
0.618 2.765
1.000 2.709
1.618 2.618
2.618 2.471
4.250 2.231
Fisher Pivots for day following 08-May-2012
Pivot 1 day 3 day
R1 2.945 2.940
PP 2.937 2.928
S1 2.930 2.917

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

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