NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 20-Apr-2012
Day Change Summary
Previous Current
19-Apr-2012 20-Apr-2012 Change Change % Previous Week
Open 2.639 2.581 -0.058 -2.2% 2.687
High 2.648 2.595 -0.053 -2.0% 2.724
Low 2.584 2.567 -0.017 -0.7% 2.567
Close 2.591 2.595 0.004 0.2% 2.595
Range 0.064 0.028 -0.036 -56.3% 0.157
ATR 0.062 0.060 -0.002 -3.9% 0.000
Volume 7,384 12,609 5,225 70.8% 44,814
Daily Pivots for day following 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.670 2.660 2.610
R3 2.642 2.632 2.603
R2 2.614 2.614 2.600
R1 2.604 2.604 2.598 2.609
PP 2.586 2.586 2.586 2.588
S1 2.576 2.576 2.592 2.581
S2 2.558 2.558 2.590
S3 2.530 2.548 2.587
S4 2.502 2.520 2.580
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 3.100 3.004 2.681
R3 2.943 2.847 2.638
R2 2.786 2.786 2.624
R1 2.690 2.690 2.609 2.660
PP 2.629 2.629 2.629 2.613
S1 2.533 2.533 2.581 2.503
S2 2.472 2.472 2.566
S3 2.315 2.376 2.552
S4 2.158 2.219 2.509
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.724 2.567 0.157 6.1% 0.040 1.5% 18% False True 8,962
10 2.840 2.567 0.273 10.5% 0.048 1.8% 10% False True 10,360
20 2.999 2.567 0.432 16.6% 0.054 2.1% 6% False True 8,141
40 3.333 2.567 0.766 29.5% 0.066 2.5% 4% False True 6,837
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.009
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2.714
2.618 2.668
1.618 2.640
1.000 2.623
0.618 2.612
HIGH 2.595
0.618 2.584
0.500 2.581
0.382 2.578
LOW 2.567
0.618 2.550
1.000 2.539
1.618 2.522
2.618 2.494
4.250 2.448
Fisher Pivots for day following 20-Apr-2012
Pivot 1 day 3 day
R1 2.590 2.621
PP 2.586 2.612
S1 2.581 2.604

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

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