NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 24-May-2012
Day Change Summary
Previous Current
23-May-2012 24-May-2012 Change Change % Previous Week
Open 3.111 3.119 0.008 0.3% 3.020
High 3.141 3.131 -0.010 -0.3% 3.190
Low 3.052 3.036 -0.016 -0.5% 2.910
Close 3.134 3.058 -0.076 -2.4% 3.181
Range 0.089 0.095 0.006 6.7% 0.280
ATR 0.095 0.095 0.000 0.2% 0.000
Volume 15,331 18,166 2,835 18.5% 79,449
Daily Pivots for day following 24-May-2012
Classic Woodie Camarilla DeMark
R4 3.360 3.304 3.110
R3 3.265 3.209 3.084
R2 3.170 3.170 3.075
R1 3.114 3.114 3.067 3.095
PP 3.075 3.075 3.075 3.065
S1 3.019 3.019 3.049 3.000
S2 2.980 2.980 3.041
S3 2.885 2.924 3.032
S4 2.790 2.829 3.006
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 3.036 0.154 5.0% 0.104 3.4% 14% False True 17,193
10 3.190 2.910 0.280 9.2% 0.108 3.5% 53% False False 17,394
20 3.190 2.717 0.473 15.5% 0.097 3.2% 72% False False 15,971
40 3.190 2.566 0.624 20.4% 0.079 2.6% 79% False False 12,678
60 3.190 2.566 0.624 20.4% 0.074 2.4% 79% False False 10,301
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 0.019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.535
2.618 3.380
1.618 3.285
1.000 3.226
0.618 3.190
HIGH 3.131
0.618 3.095
0.500 3.084
0.382 3.072
LOW 3.036
0.618 2.977
1.000 2.941
1.618 2.882
2.618 2.787
4.250 2.632
Fisher Pivots for day following 24-May-2012
Pivot 1 day 3 day
R1 3.084 3.094
PP 3.075 3.082
S1 3.067 3.070

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

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