NYMEX Natural Gas Future December 2012


Trading Metrics calculated at close of trading on 02-May-2012
Day Change Summary
Previous Current
01-May-2012 02-May-2012 Change Change % Previous Week
Open 3.195 3.232 0.037 1.2% 2.952
High 3.237 3.242 0.005 0.2% 3.140
Low 3.181 3.127 -0.054 -1.7% 2.909
Close 3.228 3.148 -0.080 -2.5% 3.109
Range 0.056 0.115 0.059 105.4% 0.231
ATR 0.067 0.071 0.003 5.1% 0.000
Volume 8,923 10,701 1,778 19.9% 52,706
Daily Pivots for day following 02-May-2012
Classic Woodie Camarilla DeMark
R4 3.517 3.448 3.211
R3 3.402 3.333 3.180
R2 3.287 3.287 3.169
R1 3.218 3.218 3.159 3.195
PP 3.172 3.172 3.172 3.161
S1 3.103 3.103 3.137 3.080
S2 3.057 3.057 3.127
S3 2.942 2.988 3.116
S4 2.827 2.873 3.085
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 3.242 3.035 0.207 6.6% 0.094 3.0% 55% True False 10,487
10 3.242 2.909 0.333 10.6% 0.076 2.4% 72% True False 9,523
20 3.254 2.909 0.345 11.0% 0.062 2.0% 69% False False 9,408
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.731
2.618 3.543
1.618 3.428
1.000 3.357
0.618 3.313
HIGH 3.242
0.618 3.198
0.500 3.185
0.382 3.171
LOW 3.127
0.618 3.056
1.000 3.012
1.618 2.941
2.618 2.826
4.250 2.638
Fisher Pivots for day following 02-May-2012
Pivot 1 day 3 day
R1 3.185 3.158
PP 3.172 3.154
S1 3.160 3.151

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

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