NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 10-May-2012
Day Change Summary
Previous Current
09-May-2012 10-May-2012 Change Change % Previous Week
Open 3.495 3.550 0.055 1.6% 3.288
High 3.524 3.550 0.026 0.7% 3.423
Low 3.481 3.499 0.018 0.5% 3.259
Close 3.524 3.536 0.012 0.3% 3.367
Range 0.043 0.051 0.008 18.6% 0.164
ATR 0.063 0.062 -0.001 -1.3% 0.000
Volume 1,798 887 -911 -50.7% 4,674
Daily Pivots for day following 10-May-2012
Classic Woodie Camarilla DeMark
R4 3.681 3.660 3.564
R3 3.630 3.609 3.550
R2 3.579 3.579 3.545
R1 3.558 3.558 3.541 3.543
PP 3.528 3.528 3.528 3.521
S1 3.507 3.507 3.531 3.492
S2 3.477 3.477 3.527
S3 3.426 3.456 3.522
S4 3.375 3.405 3.508
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 3.842 3.768 3.457
R3 3.678 3.604 3.412
R2 3.514 3.514 3.397
R1 3.440 3.440 3.382 3.477
PP 3.350 3.350 3.350 3.368
S1 3.276 3.276 3.352 3.313
S2 3.186 3.186 3.337
S3 3.022 3.112 3.322
S4 2.858 2.948 3.277
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.550 3.366 0.184 5.2% 0.056 1.6% 92% True False 971
10 3.550 3.238 0.312 8.8% 0.061 1.7% 96% True False 965
20 3.550 3.072 0.478 13.5% 0.051 1.5% 97% True False 908
40 3.550 3.072 0.478 13.5% 0.047 1.3% 97% True False 753
60 3.750 3.072 0.678 19.2% 0.052 1.5% 68% False False 740
80 3.750 3.072 0.678 19.2% 0.060 1.7% 68% False False 753
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 0.007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.767
2.618 3.684
1.618 3.633
1.000 3.601
0.618 3.582
HIGH 3.550
0.618 3.531
0.500 3.525
0.382 3.518
LOW 3.499
0.618 3.467
1.000 3.448
1.618 3.416
2.618 3.365
4.250 3.282
Fisher Pivots for day following 10-May-2012
Pivot 1 day 3 day
R1 3.532 3.515
PP 3.528 3.495
S1 3.525 3.474

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

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