NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 09-Apr-2012
Day Change Summary
Previous Current
05-Apr-2012 09-Apr-2012 Change Change % Previous Week
Open 2.137 2.103 -0.034 -1.6% 2.122
High 2.159 2.117 -0.042 -1.9% 2.204
Low 2.084 2.061 -0.023 -1.1% 2.069
Close 2.089 2.107 0.018 0.9% 2.089
Range 0.075 0.056 -0.019 -25.3% 0.135
ATR 0.093 0.091 -0.003 -2.9% 0.000
Volume 142,493 109,360 -33,133 -23.3% 473,266
Daily Pivots for day following 09-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.263 2.241 2.138
R3 2.207 2.185 2.122
R2 2.151 2.151 2.117
R1 2.129 2.129 2.112 2.140
PP 2.095 2.095 2.095 2.101
S1 2.073 2.073 2.102 2.084
S2 2.039 2.039 2.097
S3 1.983 2.017 2.092
S4 1.927 1.961 2.076
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.526 2.442 2.163
R3 2.391 2.307 2.126
R2 2.256 2.256 2.114
R1 2.172 2.172 2.101 2.147
PP 2.121 2.121 2.121 2.108
S1 2.037 2.037 2.077 2.012
S2 1.986 1.986 2.064
S3 1.851 1.902 2.052
S4 1.716 1.767 2.015
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.204 2.061 0.143 6.8% 0.076 3.6% 32% False True 116,525
10 2.419 2.061 0.358 17.0% 0.083 3.9% 13% False True 111,091
20 2.502 2.061 0.441 20.9% 0.086 4.1% 10% False True 86,923
40 2.961 2.061 0.900 42.7% 0.094 4.5% 5% False True 69,877
60 3.015 2.061 0.954 45.3% 0.114 5.4% 5% False True 62,348
80 3.444 2.061 1.383 65.6% 0.109 5.2% 3% False True 49,966
100 3.804 2.061 1.743 82.7% 0.106 5.0% 3% False True 41,760
120 4.121 2.061 2.060 97.8% 0.103 4.9% 2% False True 35,732
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.022
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2.355
2.618 2.264
1.618 2.208
1.000 2.173
0.618 2.152
HIGH 2.117
0.618 2.096
0.500 2.089
0.382 2.082
LOW 2.061
0.618 2.026
1.000 2.005
1.618 1.970
2.618 1.914
4.250 1.823
Fisher Pivots for day following 09-Apr-2012
Pivot 1 day 3 day
R1 2.101 2.130
PP 2.095 2.122
S1 2.089 2.115

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

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