NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 23-May-2012
Day Change Summary
Previous Current
22-May-2012 23-May-2012 Change Change % Previous Week
Open 3.086 3.111 0.025 0.8% 3.020
High 3.152 3.141 -0.011 -0.3% 3.190
Low 3.039 3.052 0.013 0.4% 2.910
Close 3.131 3.134 0.003 0.1% 3.181
Range 0.113 0.089 -0.024 -21.2% 0.280
ATR 0.096 0.095 0.000 -0.5% 0.000
Volume 13,739 15,331 1,592 11.6% 79,449
Daily Pivots for day following 23-May-2012
Classic Woodie Camarilla DeMark
R4 3.376 3.344 3.183
R3 3.287 3.255 3.158
R2 3.198 3.198 3.150
R1 3.166 3.166 3.142 3.182
PP 3.109 3.109 3.109 3.117
S1 3.077 3.077 3.126 3.093
S2 3.020 3.020 3.118
S3 2.931 2.988 3.110
S4 2.842 2.899 3.085
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 3.013 0.177 5.6% 0.115 3.7% 68% False False 17,170
10 3.190 2.910 0.280 8.9% 0.106 3.4% 80% False False 18,203
20 3.190 2.713 0.477 15.2% 0.098 3.1% 88% False False 15,574
40 3.190 2.566 0.624 19.9% 0.077 2.5% 91% False False 12,353
60 3.190 2.566 0.624 19.9% 0.074 2.4% 91% False False 10,047
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 3.519
2.618 3.374
1.618 3.285
1.000 3.230
0.618 3.196
HIGH 3.141
0.618 3.107
0.500 3.097
0.382 3.086
LOW 3.052
0.618 2.997
1.000 2.963
1.618 2.908
2.618 2.819
4.250 2.674
Fisher Pivots for day following 23-May-2012
Pivot 1 day 3 day
R1 3.122 3.125
PP 3.109 3.115
S1 3.097 3.106

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

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