NYMEX Natural Gas Future December 2012


Trading Metrics calculated at close of trading on 24-May-2012
Day Change Summary
Previous Current
23-May-2012 24-May-2012 Change Change % Previous Week
Open 3.388 3.386 -0.002 -0.1% 3.356
High 3.405 3.398 -0.007 -0.2% 3.479
Low 3.337 3.310 -0.027 -0.8% 3.250
Close 3.398 3.326 -0.072 -2.1% 3.469
Range 0.068 0.088 0.020 29.4% 0.229
ATR 0.087 0.088 0.000 0.0% 0.000
Volume 11,096 9,536 -1,560 -14.1% 52,062
Daily Pivots for day following 24-May-2012
Classic Woodie Camarilla DeMark
R4 3.609 3.555 3.374
R3 3.521 3.467 3.350
R2 3.433 3.433 3.342
R1 3.379 3.379 3.334 3.362
PP 3.345 3.345 3.345 3.336
S1 3.291 3.291 3.318 3.274
S2 3.257 3.257 3.310
S3 3.169 3.203 3.302
S4 3.081 3.115 3.278
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 3.310 0.169 5.1% 0.091 2.7% 9% False True 12,418
10 3.479 3.250 0.229 6.9% 0.097 2.9% 33% False False 12,041
20 3.479 3.052 0.427 12.8% 0.093 2.8% 64% False False 10,650
40 3.479 2.909 0.570 17.1% 0.076 2.3% 73% False False 9,692
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 0.022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.772
2.618 3.628
1.618 3.540
1.000 3.486
0.618 3.452
HIGH 3.398
0.618 3.364
0.500 3.354
0.382 3.344
LOW 3.310
0.618 3.256
1.000 3.222
1.618 3.168
2.618 3.080
4.250 2.936
Fisher Pivots for day following 24-May-2012
Pivot 1 day 3 day
R1 3.354 3.372
PP 3.345 3.356
S1 3.335 3.341

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

View Archives - Comment on this page... - Back to Index of Symbols