NYMEX Natural Gas Future December 2012


Trading Metrics calculated at close of trading on 07-May-2012
Day Change Summary
Previous Current
04-May-2012 07-May-2012 Change Change % Previous Week
Open 3.218 3.183 -0.035 -1.1% 3.120
High 3.265 3.257 -0.008 -0.2% 3.265
Low 3.176 3.183 0.007 0.2% 3.073
Close 3.182 3.245 0.063 2.0% 3.182
Range 0.089 0.074 -0.015 -16.9% 0.192
ATR 0.073 0.073 0.000 0.2% 0.000
Volume 8,312 5,705 -2,607 -31.4% 42,958
Daily Pivots for day following 07-May-2012
Classic Woodie Camarilla DeMark
R4 3.450 3.422 3.286
R3 3.376 3.348 3.265
R2 3.302 3.302 3.259
R1 3.274 3.274 3.252 3.288
PP 3.228 3.228 3.228 3.236
S1 3.200 3.200 3.238 3.214
S2 3.154 3.154 3.231
S3 3.080 3.126 3.225
S4 3.006 3.052 3.204
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 3.127 0.138 4.3% 0.083 2.6% 86% False False 8,621
10 3.265 2.955 0.310 9.6% 0.085 2.6% 94% False False 9,499
20 3.265 2.909 0.356 11.0% 0.067 2.1% 94% False False 9,576
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.572
2.618 3.451
1.618 3.377
1.000 3.331
0.618 3.303
HIGH 3.257
0.618 3.229
0.500 3.220
0.382 3.211
LOW 3.183
0.618 3.137
1.000 3.109
1.618 3.063
2.618 2.989
4.250 2.869
Fisher Pivots for day following 07-May-2012
Pivot 1 day 3 day
R1 3.237 3.234
PP 3.228 3.223
S1 3.220 3.212

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

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