NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 17-May-2012
Day Change Summary
Previous Current
16-May-2012 17-May-2012 Change Change % Previous Week
Open 3.502 3.599 0.097 2.8% 3.402
High 3.567 3.600 0.033 0.9% 3.562
Low 3.502 3.495 -0.007 -0.2% 3.398
Close 3.562 3.549 -0.013 -0.4% 3.525
Range 0.065 0.105 0.040 61.5% 0.164
ATR 0.064 0.067 0.003 4.7% 0.000
Volume 769 1,709 940 122.2% 4,631
Daily Pivots for day following 17-May-2012
Classic Woodie Camarilla DeMark
R4 3.863 3.811 3.607
R3 3.758 3.706 3.578
R2 3.653 3.653 3.568
R1 3.601 3.601 3.559 3.575
PP 3.548 3.548 3.548 3.535
S1 3.496 3.496 3.539 3.470
S2 3.443 3.443 3.530
S3 3.338 3.391 3.520
S4 3.233 3.286 3.491
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 3.987 3.920 3.615
R3 3.823 3.756 3.570
R2 3.659 3.659 3.555
R1 3.592 3.592 3.540 3.626
PP 3.495 3.495 3.495 3.512
S1 3.428 3.428 3.510 3.462
S2 3.331 3.331 3.495
S3 3.167 3.264 3.480
S4 3.003 3.100 3.435
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.600 3.441 0.159 4.5% 0.076 2.1% 68% True False 1,066
10 3.600 3.366 0.234 6.6% 0.066 1.9% 78% True False 1,018
20 3.600 3.072 0.528 14.9% 0.063 1.8% 90% True False 996
40 3.600 3.072 0.528 14.9% 0.052 1.5% 90% True False 838
60 3.750 3.072 0.678 19.1% 0.053 1.5% 70% False False 794
80 3.750 3.072 0.678 19.1% 0.058 1.6% 70% False False 766
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.004
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 4.046
2.618 3.875
1.618 3.770
1.000 3.705
0.618 3.665
HIGH 3.600
0.618 3.560
0.500 3.548
0.382 3.535
LOW 3.495
0.618 3.430
1.000 3.390
1.618 3.325
2.618 3.220
4.250 3.049
Fisher Pivots for day following 17-May-2012
Pivot 1 day 3 day
R1 3.549 3.540
PP 3.548 3.530
S1 3.548 3.521

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

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