NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 18-May-2012
Day Change Summary
Previous Current
17-May-2012 18-May-2012 Change Change % Previous Week
Open 3.120 3.091 -0.029 -0.9% 3.020
High 3.162 3.190 0.028 0.9% 3.190
Low 3.013 3.091 0.078 2.6% 2.910
Close 3.089 3.181 0.092 3.0% 3.181
Range 0.149 0.099 -0.050 -33.6% 0.280
ATR 0.091 0.091 0.001 0.8% 0.000
Volume 18,050 17,568 -482 -2.7% 79,449
Daily Pivots for day following 18-May-2012
Classic Woodie Camarilla DeMark
R4 3.451 3.415 3.235
R3 3.352 3.316 3.208
R2 3.253 3.253 3.199
R1 3.217 3.217 3.190 3.235
PP 3.154 3.154 3.154 3.163
S1 3.118 3.118 3.172 3.136
S2 3.055 3.055 3.163
S3 2.956 3.019 3.154
S4 2.857 2.920 3.127
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 3.934 3.837 3.335
R3 3.654 3.557 3.258
R2 3.374 3.374 3.232
R1 3.277 3.277 3.207 3.326
PP 3.094 3.094 3.094 3.118
S1 2.997 2.997 3.155 3.046
S2 2.814 2.814 3.130
S3 2.534 2.717 3.104
S4 2.254 2.437 3.027
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.190 2.910 0.280 8.8% 0.116 3.6% 97% True False 15,889
10 3.190 2.851 0.339 10.7% 0.101 3.2% 97% True False 17,107
20 3.190 2.566 0.624 19.6% 0.092 2.9% 99% True False 14,572
40 3.190 2.566 0.624 19.6% 0.073 2.3% 99% True False 11,356
60 3.333 2.566 0.767 24.1% 0.075 2.3% 80% False False 9,415
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.021
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.611
2.618 3.449
1.618 3.350
1.000 3.289
0.618 3.251
HIGH 3.190
0.618 3.152
0.500 3.141
0.382 3.129
LOW 3.091
0.618 3.030
1.000 2.992
1.618 2.931
2.618 2.832
4.250 2.670
Fisher Pivots for day following 18-May-2012
Pivot 1 day 3 day
R1 3.168 3.152
PP 3.154 3.122
S1 3.141 3.093

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

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