NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 11-May-2012
Day Change Summary
Previous Current
10-May-2012 11-May-2012 Change Change % Previous Week
Open 3.015 3.041 0.026 0.9% 2.862
High 3.054 3.069 0.015 0.5% 3.069
Low 2.979 2.986 0.007 0.2% 2.851
Close 3.033 3.017 -0.016 -0.5% 3.017
Range 0.075 0.083 0.008 10.7% 0.218
ATR 0.080 0.080 0.000 0.3% 0.000
Volume 26,254 26,098 -156 -0.6% 91,628
Daily Pivots for day following 11-May-2012
Classic Woodie Camarilla DeMark
R4 3.273 3.228 3.063
R3 3.190 3.145 3.040
R2 3.107 3.107 3.032
R1 3.062 3.062 3.025 3.043
PP 3.024 3.024 3.024 3.015
S1 2.979 2.979 3.009 2.960
S2 2.941 2.941 3.002
S3 2.858 2.896 2.994
S4 2.775 2.813 2.971
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 3.633 3.543 3.137
R3 3.415 3.325 3.077
R2 3.197 3.197 3.057
R1 3.107 3.107 3.037 3.152
PP 2.979 2.979 2.979 3.002
S1 2.889 2.889 2.997 2.934
S2 2.761 2.761 2.977
S3 2.543 2.671 2.957
S4 2.325 2.453 2.897
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.069 2.851 0.218 7.2% 0.087 2.9% 76% True False 18,325
10 3.069 2.740 0.329 10.9% 0.087 2.9% 84% True False 15,232
20 3.069 2.566 0.503 16.7% 0.073 2.4% 90% True False 12,840
40 3.069 2.566 0.503 16.7% 0.067 2.2% 90% True False 9,946
60 3.364 2.566 0.798 26.5% 0.073 2.4% 57% False False 8,650
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 0.023
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.422
2.618 3.286
1.618 3.203
1.000 3.152
0.618 3.120
HIGH 3.069
0.618 3.037
0.500 3.028
0.382 3.018
LOW 2.986
0.618 2.935
1.000 2.903
1.618 2.852
2.618 2.769
4.250 2.633
Fisher Pivots for day following 11-May-2012
Pivot 1 day 3 day
R1 3.028 3.017
PP 3.024 3.017
S1 3.021 3.017

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

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