NYMEX Natural Gas Future November 2012

Trading Metrics calculated at close of trading on 01-Jun-2012

Day Change Summary
	Previous	Current
	31-May-2012	01-Jun-2012	Change	Change %	Previous Week
Open	2.791	2.820	0.029	1.0%	2.914
High	2.910	2.820	-0.090	-3.1%	2.970
Low	2.784	2.761	-0.023	-0.8%	2.761
Close	2.851	2.779	-0.072	-2.5%	2.779
Range	0.126	0.059	-0.067	-53.2%	0.209
ATR	0.101	0.100	-0.001	-0.8%	0.000
Volume	17,858	16,069	-1,789	-10.0%	61,691

Daily Pivots for day following 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.964	2.930	2.811
R3	2.905	2.871	2.795
R2	2.846	2.846	2.790
R1	2.812	2.812	2.784	2.800
PP	2.787	2.787	2.787	2.780
S1	2.753	2.753	2.774	2.741
S2	2.728	2.728	2.768
S3	2.669	2.694	2.763
S4	2.610	2.635	2.747

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.464	3.330	2.894
R3	3.255	3.121	2.836
R2	3.046	3.046	2.817
R1	2.912	2.912	2.798	2.875
PP	2.837	2.837	2.837	2.818
S1	2.703	2.703	2.760	2.666
S2	2.628	2.628	2.741
S3	2.419	2.494	2.722
S4	2.210	2.285	2.664

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.053	2.761	0.292	10.5%	0.098	3.5%	6%	False	True	15,965
10	3.190	2.761	0.429	15.4%	0.101	3.6%	4%	False	True	16,579
20	3.190	2.761	0.429	15.4%	0.101	3.6%	4%	False	True	16,636
40	3.190	2.566	0.624	22.5%	0.082	3.0%	34%	False	False	13,687
60	3.190	2.566	0.624	22.5%	0.077	2.8%	34%	False	False	11,181

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.016
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	3.071
2.618	2.974
1.618	2.915
1.000	2.879
0.618	2.856
HIGH	2.820
0.618	2.797
0.500	2.791
0.382	2.784
LOW	2.761
0.618	2.725
1.000	2.702
1.618	2.666
2.618	2.607
4.250	2.510

Fisher Pivots for day following 01-Jun-2012
Pivot	1 day	3 day
R1	2.791	2.836
PP	2.787	2.817
S1	2.783	2.798

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols