NYMEX Natural Gas Future December 2012


Trading Metrics calculated at close of trading on 24-Apr-2012
Day Change Summary
Previous Current
23-Apr-2012 24-Apr-2012 Change Change % Previous Week
Open 2.952 2.981 0.029 1.0% 3.058
High 2.972 3.002 0.030 1.0% 3.075
Low 2.909 2.955 0.046 1.6% 2.923
Close 2.959 2.977 0.018 0.6% 2.941
Range 0.063 0.047 -0.016 -25.4% 0.152
ATR 0.058 0.057 -0.001 -1.4% 0.000
Volume 6,378 10,765 4,387 68.8% 45,375
Daily Pivots for day following 24-Apr-2012
Classic Woodie Camarilla DeMark
R4 3.119 3.095 3.003
R3 3.072 3.048 2.990
R2 3.025 3.025 2.986
R1 3.001 3.001 2.981 2.990
PP 2.978 2.978 2.978 2.972
S1 2.954 2.954 2.973 2.943
S2 2.931 2.931 2.968
S3 2.884 2.907 2.964
S4 2.837 2.860 2.951
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 3.436 3.340 3.025
R3 3.284 3.188 2.983
R2 3.132 3.132 2.969
R1 3.036 3.036 2.955 3.008
PP 2.980 2.980 2.980 2.966
S1 2.884 2.884 2.927 2.856
S2 2.828 2.828 2.913
S3 2.676 2.732 2.899
S4 2.524 2.580 2.857
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.031 2.909 0.122 4.1% 0.046 1.5% 56% False False 8,740
10 3.148 2.909 0.239 8.0% 0.047 1.6% 28% False False 9,949
20 3.303 2.909 0.394 13.2% 0.055 1.8% 17% False False 8,184
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 0.013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.202
2.618 3.125
1.618 3.078
1.000 3.049
0.618 3.031
HIGH 3.002
0.618 2.984
0.500 2.979
0.382 2.973
LOW 2.955
0.618 2.926
1.000 2.908
1.618 2.879
2.618 2.832
4.250 2.755
Fisher Pivots for day following 24-Apr-2012
Pivot 1 day 3 day
R1 2.979 2.970
PP 2.978 2.963
S1 2.978 2.956

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

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