NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 21-May-2012
Day Change Summary
Previous Current
18-May-2012 21-May-2012 Change Change % Previous Week
Open 3.091 3.173 0.082 2.7% 3.020
High 3.190 3.173 -0.017 -0.5% 3.190
Low 3.091 3.050 -0.041 -1.3% 2.910
Close 3.181 3.064 -0.117 -3.7% 3.181
Range 0.099 0.123 0.024 24.2% 0.280
ATR 0.091 0.094 0.003 3.1% 0.000
Volume 17,568 21,164 3,596 20.5% 79,449
Daily Pivots for day following 21-May-2012
Classic Woodie Camarilla DeMark
R4 3.465 3.387 3.132
R3 3.342 3.264 3.098
R2 3.219 3.219 3.087
R1 3.141 3.141 3.075 3.119
PP 3.096 3.096 3.096 3.084
S1 3.018 3.018 3.053 2.996
S2 2.973 2.973 3.041
S3 2.850 2.895 3.030
S4 2.727 2.772 2.996
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 3.934 3.837 3.335
R3 3.654 3.557 3.258
R2 3.374 3.374 3.232
R1 3.277 3.277 3.207 3.326
PP 3.094 3.094 3.094 3.118
S1 2.997 2.997 3.155 3.046
S2 2.814 2.814 3.130
S3 2.534 2.717 3.104
S4 2.254 2.437 3.027
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.190 2.910 0.280 9.1% 0.120 3.9% 55% False False 14,593
10 3.190 2.856 0.334 10.9% 0.108 3.5% 62% False False 18,466
20 3.190 2.622 0.568 18.5% 0.095 3.1% 78% False False 15,258
40 3.190 2.566 0.624 20.4% 0.075 2.5% 80% False False 11,794
60 3.270 2.566 0.704 23.0% 0.075 2.4% 71% False False 9,676
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.696
2.618 3.495
1.618 3.372
1.000 3.296
0.618 3.249
HIGH 3.173
0.618 3.126
0.500 3.112
0.382 3.097
LOW 3.050
0.618 2.974
1.000 2.927
1.618 2.851
2.618 2.728
4.250 2.527
Fisher Pivots for day following 21-May-2012
Pivot 1 day 3 day
R1 3.112 3.102
PP 3.096 3.089
S1 3.080 3.077

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

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