NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 07-Jun-2012
Day Change Summary
Previous Current
06-Jun-2012 07-Jun-2012 Change Change % Previous Week
Open 2.865 2.860 -0.005 -0.2% 2.914
High 2.903 2.861 -0.042 -1.4% 2.970
Low 2.830 2.747 -0.083 -2.9% 2.761
Close 2.863 2.765 -0.098 -3.4% 2.779
Range 0.073 0.114 0.041 56.2% 0.209
ATR 0.096 0.097 0.001 1.5% 0.000
Volume 10,235 14,770 4,535 44.3% 61,691
Daily Pivots for day following 07-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.133 3.063 2.828
R3 3.019 2.949 2.796
R2 2.905 2.905 2.786
R1 2.835 2.835 2.775 2.813
PP 2.791 2.791 2.791 2.780
S1 2.721 2.721 2.755 2.699
S2 2.677 2.677 2.744
S3 2.563 2.607 2.734
S4 2.449 2.493 2.702
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 2.903 2.747 0.156 5.6% 0.083 3.0% 12% False True 13,644
10 3.131 2.747 0.384 13.9% 0.094 3.4% 5% False True 15,014
20 3.190 2.747 0.443 16.0% 0.100 3.6% 4% False True 16,608
40 3.190 2.566 0.624 22.6% 0.085 3.1% 32% False False 14,082
60 3.190 2.566 0.624 22.6% 0.078 2.8% 32% False False 11,507
80 3.364 2.566 0.798 28.9% 0.080 2.9% 25% False False 10,117
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.346
2.618 3.159
1.618 3.045
1.000 2.975
0.618 2.931
HIGH 2.861
0.618 2.817
0.500 2.804
0.382 2.791
LOW 2.747
0.618 2.677
1.000 2.633
1.618 2.563
2.618 2.449
4.250 2.263
Fisher Pivots for day following 07-Jun-2012
Pivot 1 day 3 day
R1 2.804 2.825
PP 2.791 2.805
S1 2.778 2.785

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

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