NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 17-May-2012
Day Change Summary
Previous Current
16-May-2012 17-May-2012 Change Change % Previous Week
Open 3.005 3.120 0.115 3.8% 2.862
High 3.120 3.162 0.042 1.3% 3.069
Low 2.995 3.013 0.018 0.6% 2.851
Close 3.105 3.089 -0.016 -0.5% 3.017
Range 0.125 0.149 0.024 19.2% 0.218
ATR 0.086 0.091 0.004 5.2% 0.000
Volume 8,066 18,050 9,984 123.8% 91,628
Daily Pivots for day following 17-May-2012
Classic Woodie Camarilla DeMark
R4 3.535 3.461 3.171
R3 3.386 3.312 3.130
R2 3.237 3.237 3.116
R1 3.163 3.163 3.103 3.126
PP 3.088 3.088 3.088 3.069
S1 3.014 3.014 3.075 2.977
S2 2.939 2.939 3.062
S3 2.790 2.865 3.048
S4 2.641 2.716 3.007
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 3.162 2.910 0.252 8.2% 0.113 3.7% 71% True False 17,595
10 3.162 2.830 0.332 10.7% 0.101 3.3% 78% True False 16,694
20 3.162 2.566 0.596 19.3% 0.089 2.9% 88% True False 14,324
40 3.162 2.566 0.596 19.3% 0.073 2.4% 88% True False 10,996
60 3.361 2.566 0.795 25.7% 0.075 2.4% 66% False False 9,204
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 0.025
Widest range in 67 trading days
Fibonacci Retracements and Extensions
4.250 3.795
2.618 3.552
1.618 3.403
1.000 3.311
0.618 3.254
HIGH 3.162
0.618 3.105
0.500 3.088
0.382 3.070
LOW 3.013
0.618 2.921
1.000 2.864
1.618 2.772
2.618 2.623
4.250 2.380
Fisher Pivots for day following 17-May-2012
Pivot 1 day 3 day
R1 3.089 3.071
PP 3.088 3.054
S1 3.088 3.036

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

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