NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 22-May-2012
Day Change Summary
Previous Current
21-May-2012 22-May-2012 Change Change % Previous Week
Open 3.173 3.086 -0.087 -2.7% 3.020
High 3.173 3.152 -0.021 -0.7% 3.190
Low 3.050 3.039 -0.011 -0.4% 2.910
Close 3.064 3.131 0.067 2.2% 3.181
Range 0.123 0.113 -0.010 -8.1% 0.280
ATR 0.094 0.096 0.001 1.4% 0.000
Volume 21,164 13,739 -7,425 -35.1% 79,449
Daily Pivots for day following 22-May-2012
Classic Woodie Camarilla DeMark
R4 3.446 3.402 3.193
R3 3.333 3.289 3.162
R2 3.220 3.220 3.152
R1 3.176 3.176 3.141 3.198
PP 3.107 3.107 3.107 3.119
S1 3.063 3.063 3.121 3.085
S2 2.994 2.994 3.110
S3 2.881 2.950 3.100
S4 2.768 2.837 3.069
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 2.995 0.195 6.2% 0.122 3.9% 70% False False 15,717
10 3.190 2.910 0.280 8.9% 0.104 3.3% 79% False False 18,592
20 3.190 2.634 0.556 17.8% 0.099 3.2% 89% False False 15,254
40 3.190 2.566 0.624 19.9% 0.077 2.4% 91% False False 12,057
60 3.190 2.566 0.624 19.9% 0.075 2.4% 91% False False 9,854
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.632
2.618 3.448
1.618 3.335
1.000 3.265
0.618 3.222
HIGH 3.152
0.618 3.109
0.500 3.096
0.382 3.082
LOW 3.039
0.618 2.969
1.000 2.926
1.618 2.856
2.618 2.743
4.250 2.559
Fisher Pivots for day following 22-May-2012
Pivot 1 day 3 day
R1 3.119 3.126
PP 3.107 3.120
S1 3.096 3.115

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

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