NYMEX Natural Gas Future December 2012


Trading Metrics calculated at close of trading on 27-Apr-2012
Day Change Summary
Previous Current
26-Apr-2012 27-Apr-2012 Change Change % Previous Week
Open 3.066 3.061 -0.005 -0.2% 2.952
High 3.140 3.115 -0.025 -0.8% 3.140
Low 3.035 3.052 0.017 0.6% 2.909
Close 3.059 3.109 0.050 1.6% 3.109
Range 0.105 0.063 -0.042 -40.0% 0.231
ATR 0.063 0.063 0.000 0.0% 0.000
Volume 11,879 15,381 3,502 29.5% 52,706
Daily Pivots for day following 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 3.281 3.258 3.144
R3 3.218 3.195 3.126
R2 3.155 3.155 3.121
R1 3.132 3.132 3.115 3.144
PP 3.092 3.092 3.092 3.098
S1 3.069 3.069 3.103 3.081
S2 3.029 3.029 3.097
S3 2.966 3.006 3.092
S4 2.903 2.943 3.074
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 3.746 3.658 3.236
R3 3.515 3.427 3.173
R2 3.284 3.284 3.151
R1 3.196 3.196 3.130 3.240
PP 3.053 3.053 3.053 3.075
S1 2.965 2.965 3.088 3.009
S2 2.822 2.822 3.067
S3 2.591 2.734 3.045
S4 2.360 2.503 2.982
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.140 2.909 0.231 7.4% 0.074 2.4% 87% False False 10,541
10 3.140 2.909 0.231 7.4% 0.056 1.8% 87% False False 9,808
20 3.275 2.909 0.366 11.8% 0.057 1.8% 55% False False 9,253
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.383
2.618 3.280
1.618 3.217
1.000 3.178
0.618 3.154
HIGH 3.115
0.618 3.091
0.500 3.084
0.382 3.076
LOW 3.052
0.618 3.013
1.000 2.989
1.618 2.950
2.618 2.887
4.250 2.784
Fisher Pivots for day following 27-Apr-2012
Pivot 1 day 3 day
R1 3.101 3.092
PP 3.092 3.074
S1 3.084 3.057

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

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