NYMEX Natural Gas Future November 2012

Trading Metrics calculated at close of trading on 04-Jun-2012

Day Change Summary
	Previous	Current
	01-Jun-2012	04-Jun-2012	Change	Change %	Previous Week
Open	2.820	2.784	-0.036	-1.3%	2.914
High	2.820	2.864	0.044	1.6%	2.970
Low	2.761	2.775	0.014	0.5%	2.761
Close	2.779	2.846	0.067	2.4%	2.779
Range	0.059	0.089	0.030	50.8%	0.209
ATR	0.100	0.099	-0.001	-0.8%	0.000
Volume	16,069	16,689	620	3.9%	61,691

Daily Pivots for day following 04-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.095	3.060	2.895
R3	3.006	2.971	2.870
R2	2.917	2.917	2.862
R1	2.882	2.882	2.854	2.900
PP	2.828	2.828	2.828	2.837
S1	2.793	2.793	2.838	2.811
S2	2.739	2.739	2.830
S3	2.650	2.704	2.822
S4	2.561	2.615	2.797

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	2.970	2.761	0.209	7.3%	0.095	3.3%	41%	False	False	15,676
10	3.173	2.761	0.412	14.5%	0.100	3.5%	21%	False	False	16,491
20	3.190	2.761	0.429	15.1%	0.101	3.5%	20%	False	False	16,799
40	3.190	2.566	0.624	21.9%	0.083	2.9%	45%	False	False	13,999
60	3.190	2.566	0.624	21.9%	0.078	2.7%	45%	False	False	11,369

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.242
2.618	3.097
1.618	3.008
1.000	2.953
0.618	2.919
HIGH	2.864
0.618	2.830
0.500	2.820
0.382	2.809
LOW	2.775
0.618	2.720
1.000	2.686
1.618	2.631
2.618	2.542
4.250	2.397

Fisher Pivots for day following 04-Jun-2012
Pivot	1 day	3 day
R1	2.837	2.843
PP	2.828	2.839
S1	2.820	2.836

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