NYMEX Natural Gas Future December 2012


Trading Metrics calculated at close of trading on 04-May-2012
Day Change Summary
Previous Current
03-May-2012 04-May-2012 Change Change % Previous Week
Open 3.158 3.218 0.060 1.9% 3.120
High 3.238 3.265 0.027 0.8% 3.265
Low 3.158 3.176 0.018 0.6% 3.073
Close 3.224 3.182 -0.042 -1.3% 3.182
Range 0.080 0.089 0.009 11.3% 0.192
ATR 0.072 0.073 0.001 1.7% 0.000
Volume 9,467 8,312 -1,155 -12.2% 42,958
Daily Pivots for day following 04-May-2012
Classic Woodie Camarilla DeMark
R4 3.475 3.417 3.231
R3 3.386 3.328 3.206
R2 3.297 3.297 3.198
R1 3.239 3.239 3.190 3.224
PP 3.208 3.208 3.208 3.200
S1 3.150 3.150 3.174 3.135
S2 3.119 3.119 3.166
S3 3.030 3.061 3.158
S4 2.941 2.972 3.133
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 3.749 3.658 3.288
R3 3.557 3.466 3.235
R2 3.365 3.365 3.217
R1 3.274 3.274 3.200 3.320
PP 3.173 3.173 3.173 3.196
S1 3.082 3.082 3.164 3.128
S2 2.981 2.981 3.147
S3 2.789 2.890 3.129
S4 2.597 2.698 3.076
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.265 3.073 0.192 6.0% 0.094 3.0% 57% True False 8,591
10 3.265 2.909 0.356 11.2% 0.084 2.6% 77% True False 9,566
20 3.265 2.909 0.356 11.2% 0.066 2.1% 77% True False 9,638
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 0.021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.643
2.618 3.498
1.618 3.409
1.000 3.354
0.618 3.320
HIGH 3.265
0.618 3.231
0.500 3.221
0.382 3.210
LOW 3.176
0.618 3.121
1.000 3.087
1.618 3.032
2.618 2.943
4.250 2.798
Fisher Pivots for day following 04-May-2012
Pivot 1 day 3 day
R1 3.221 3.196
PP 3.208 3.191
S1 3.195 3.187

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

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