NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 01-May-2012
Day Change Summary
Previous Current
30-Apr-2012 01-May-2012 Change Change % Previous Week
Open 2.759 2.877 0.118 4.3% 2.606
High 2.874 2.907 0.033 1.1% 2.826
Low 2.740 2.852 0.112 4.1% 2.566
Close 2.852 2.903 0.051 1.8% 2.775
Range 0.134 0.055 -0.079 -59.0% 0.260
ATR 0.071 0.070 -0.001 -1.6% 0.000
Volume 11,896 11,609 -287 -2.4% 59,673
Daily Pivots for day following 01-May-2012
Classic Woodie Camarilla DeMark
R4 3.052 3.033 2.933
R3 2.997 2.978 2.918
R2 2.942 2.942 2.913
R1 2.923 2.923 2.908 2.933
PP 2.887 2.887 2.887 2.892
S1 2.868 2.868 2.898 2.878
S2 2.832 2.832 2.893
S3 2.777 2.813 2.888
S4 2.722 2.758 2.873
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 3.502 3.399 2.918
R3 3.242 3.139 2.847
R2 2.982 2.982 2.823
R1 2.879 2.879 2.799 2.931
PP 2.722 2.722 2.722 2.748
S1 2.619 2.619 2.751 2.671
S2 2.462 2.462 2.727
S3 2.202 2.359 2.704
S4 1.942 2.099 2.632
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.907 2.634 0.273 9.4% 0.095 3.3% 99% True False 12,384
10 2.907 2.566 0.341 11.7% 0.071 2.5% 99% True False 11,077
20 2.908 2.566 0.342 11.8% 0.061 2.1% 99% False False 10,318
40 3.065 2.566 0.499 17.2% 0.064 2.2% 68% False False 8,188
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 False
Bull Hook False
Stretch 0.015
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.141
2.618 3.051
1.618 2.996
1.000 2.962
0.618 2.941
HIGH 2.907
0.618 2.886
0.500 2.880
0.382 2.873
LOW 2.852
0.618 2.818
1.000 2.797
1.618 2.763
2.618 2.708
4.250 2.618
Fisher Pivots for day following 01-May-2012
Pivot 1 day 3 day
R1 2.895 2.873
PP 2.887 2.842
S1 2.880 2.812

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

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