NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 16-May-2012
Day Change Summary
Previous Current
15-May-2012 16-May-2012 Change Change % Previous Week
Open 2.915 3.005 0.090 3.1% 2.862
High 3.015 3.120 0.105 3.5% 3.069
Low 2.910 2.995 0.085 2.9% 2.851
Close 3.004 3.105 0.101 3.4% 3.017
Range 0.105 0.125 0.020 19.0% 0.218
ATR 0.083 0.086 0.003 3.6% 0.000
Volume 8,121 8,066 -55 -0.7% 91,628
Daily Pivots for day following 16-May-2012
Classic Woodie Camarilla DeMark
R4 3.448 3.402 3.174
R3 3.323 3.277 3.139
R2 3.198 3.198 3.128
R1 3.152 3.152 3.116 3.175
PP 3.073 3.073 3.073 3.085
S1 3.027 3.027 3.094 3.050
S2 2.948 2.948 3.082
S3 2.823 2.902 3.071
S4 2.698 2.777 3.036
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 3.120 2.910 0.210 6.8% 0.098 3.2% 93% True False 19,236
10 3.120 2.830 0.290 9.3% 0.093 3.0% 95% True False 15,883
20 3.120 2.566 0.554 17.8% 0.085 2.7% 97% True False 13,791
40 3.120 2.566 0.554 17.8% 0.071 2.3% 97% True False 10,666
60 3.361 2.566 0.795 25.6% 0.074 2.4% 68% False False 8,967
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.651
2.618 3.447
1.618 3.322
1.000 3.245
0.618 3.197
HIGH 3.120
0.618 3.072
0.500 3.058
0.382 3.043
LOW 2.995
0.618 2.918
1.000 2.870
1.618 2.793
2.618 2.668
4.250 2.464
Fisher Pivots for day following 16-May-2012
Pivot 1 day 3 day
R1 3.089 3.075
PP 3.073 3.045
S1 3.058 3.015

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

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