NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 03-May-2012
Day Change Summary
Previous Current
02-May-2012 03-May-2012 Change Change % Previous Week
Open 2.888 2.845 -0.043 -1.5% 2.606
High 2.891 2.914 0.023 0.8% 2.826
Low 2.809 2.845 0.036 1.3% 2.566
Close 2.817 2.890 0.073 2.6% 2.775
Range 0.082 0.069 -0.013 -15.9% 0.260
ATR 0.071 0.073 0.002 2.6% 0.000
Volume 13,818 9,941 -3,877 -28.1% 59,673
Daily Pivots for day following 03-May-2012
Classic Woodie Camarilla DeMark
R4 3.090 3.059 2.928
R3 3.021 2.990 2.909
R2 2.952 2.952 2.903
R1 2.921 2.921 2.896 2.937
PP 2.883 2.883 2.883 2.891
S1 2.852 2.852 2.884 2.868
S2 2.814 2.814 2.877
S3 2.745 2.783 2.871
S4 2.676 2.714 2.852
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 2.914 2.717 0.197 6.8% 0.081 2.8% 88% True False 13,303
10 2.914 2.566 0.348 12.0% 0.076 2.6% 93% True False 11,954
20 2.914 2.566 0.348 12.0% 0.064 2.2% 93% True False 10,738
40 3.065 2.566 0.499 17.3% 0.065 2.3% 65% False False 8,453
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.207
2.618 3.095
1.618 3.026
1.000 2.983
0.618 2.957
HIGH 2.914
0.618 2.888
0.500 2.880
0.382 2.871
LOW 2.845
0.618 2.802
1.000 2.776
1.618 2.733
2.618 2.664
4.250 2.552
Fisher Pivots for day following 03-May-2012
Pivot 1 day 3 day
R1 2.887 2.881
PP 2.883 2.871
S1 2.880 2.862

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

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