NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 27-Apr-2012
Day Change Summary
Previous Current
26-Apr-2012 27-Apr-2012 Change Change % Previous Week
Open 3.225 3.238 0.013 0.4% 3.076
High 3.298 3.290 -0.008 -0.2% 3.298
Low 3.216 3.238 0.022 0.7% 3.072
Close 3.232 3.287 0.055 1.7% 3.287
Range 0.082 0.052 -0.030 -36.6% 0.226
ATR 0.053 0.053 0.000 0.7% 0.000
Volume 1,292 1,129 -163 -12.6% 5,211
Daily Pivots for day following 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 3.428 3.409 3.316
R3 3.376 3.357 3.301
R2 3.324 3.324 3.297
R1 3.305 3.305 3.292 3.315
PP 3.272 3.272 3.272 3.276
S1 3.253 3.253 3.282 3.263
S2 3.220 3.220 3.277
S3 3.168 3.201 3.273
S4 3.116 3.149 3.258
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 3.897 3.818 3.411
R3 3.671 3.592 3.349
R2 3.445 3.445 3.328
R1 3.366 3.366 3.308 3.406
PP 3.219 3.219 3.219 3.239
S1 3.140 3.140 3.266 3.180
S2 2.993 2.993 3.246
S3 2.767 2.914 3.225
S4 2.541 2.688 3.163
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.298 3.072 0.226 6.9% 0.062 1.9% 95% False False 1,042
10 3.298 3.072 0.226 6.9% 0.045 1.4% 95% False False 840
20 3.443 3.072 0.371 11.3% 0.045 1.4% 58% False False 880
40 3.526 3.072 0.454 13.8% 0.046 1.4% 47% False False 645
60 3.750 3.072 0.678 20.6% 0.053 1.6% 32% False False 656
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.003
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.511
2.618 3.426
1.618 3.374
1.000 3.342
0.618 3.322
HIGH 3.290
0.618 3.270
0.500 3.264
0.382 3.258
LOW 3.238
0.618 3.206
1.000 3.186
1.618 3.154
2.618 3.102
4.250 3.017
Fisher Pivots for day following 27-Apr-2012
Pivot 1 day 3 day
R1 3.279 3.267
PP 3.272 3.247
S1 3.264 3.227

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

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