NYMEX Natural Gas Future December 2012


Trading Metrics calculated at close of trading on 18-May-2012
Day Change Summary
Previous Current
17-May-2012 18-May-2012 Change Change % Previous Week
Open 3.436 3.401 -0.035 -1.0% 3.356
High 3.468 3.479 0.011 0.3% 3.479
Low 3.334 3.400 0.066 2.0% 3.250
Close 3.401 3.469 0.068 2.0% 3.469
Range 0.134 0.079 -0.055 -41.0% 0.229
ATR 0.085 0.085 0.000 -0.5% 0.000
Volume 15,553 10,619 -4,934 -31.7% 52,062
Daily Pivots for day following 18-May-2012
Classic Woodie Camarilla DeMark
R4 3.686 3.657 3.512
R3 3.607 3.578 3.491
R2 3.528 3.528 3.483
R1 3.499 3.499 3.476 3.514
PP 3.449 3.449 3.449 3.457
S1 3.420 3.420 3.462 3.435
S2 3.370 3.370 3.455
S3 3.291 3.341 3.447
S4 3.212 3.262 3.426
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 4.086 4.007 3.595
R3 3.857 3.778 3.532
R2 3.628 3.628 3.511
R1 3.549 3.549 3.490 3.589
PP 3.399 3.399 3.399 3.419
S1 3.320 3.320 3.448 3.360
S2 3.170 3.170 3.427
S3 2.941 3.091 3.406
S4 2.712 2.862 3.343
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.479 3.250 0.229 6.6% 0.103 3.0% 96% True False 10,412
10 3.479 3.183 0.296 8.5% 0.094 2.7% 97% True False 10,320
20 3.479 2.909 0.570 16.4% 0.089 2.6% 98% True False 9,943
40 3.479 2.909 0.570 16.4% 0.072 2.1% 98% True False 8,805
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 0.023
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.815
2.618 3.686
1.618 3.607
1.000 3.558
0.618 3.528
HIGH 3.479
0.618 3.449
0.500 3.440
0.382 3.430
LOW 3.400
0.618 3.351
1.000 3.321
1.618 3.272
2.618 3.193
4.250 3.064
Fisher Pivots for day following 18-May-2012
Pivot 1 day 3 day
R1 3.459 3.448
PP 3.449 3.427
S1 3.440 3.407

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

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