NYMEX Natural Gas Future December 2012


Trading Metrics calculated at close of trading on 09-May-2012
Day Change Summary
Previous Current
08-May-2012 09-May-2012 Change Change % Previous Week
Open 3.245 3.315 0.070 2.2% 3.120
High 3.338 3.366 0.028 0.8% 3.265
Low 3.200 3.300 0.100 3.1% 3.073
Close 3.292 3.351 0.059 1.8% 3.182
Range 0.138 0.066 -0.072 -52.2% 0.192
ATR 0.078 0.078 0.000 -0.4% 0.000
Volume 6,432 9,240 2,808 43.7% 42,958
Daily Pivots for day following 09-May-2012
Classic Woodie Camarilla DeMark
R4 3.537 3.510 3.387
R3 3.471 3.444 3.369
R2 3.405 3.405 3.363
R1 3.378 3.378 3.357 3.392
PP 3.339 3.339 3.339 3.346
S1 3.312 3.312 3.345 3.326
S2 3.273 3.273 3.339
S3 3.207 3.246 3.333
S4 3.141 3.180 3.315
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 3.366 3.158 0.208 6.2% 0.089 2.7% 93% True False 7,831
10 3.366 3.035 0.331 9.9% 0.092 2.7% 95% True False 9,159
20 3.366 2.909 0.457 13.6% 0.071 2.1% 97% True False 9,262
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.021
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.647
2.618 3.539
1.618 3.473
1.000 3.432
0.618 3.407
HIGH 3.366
0.618 3.341
0.500 3.333
0.382 3.325
LOW 3.300
0.618 3.259
1.000 3.234
1.618 3.193
2.618 3.127
4.250 3.020
Fisher Pivots for day following 09-May-2012
Pivot 1 day 3 day
R1 3.345 3.326
PP 3.339 3.300
S1 3.333 3.275

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

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