NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 15-May-2012
Day Change Summary
Previous Current
14-May-2012 15-May-2012 Change Change % Previous Week
Open 3.486 3.411 -0.075 -2.2% 3.349
High 3.530 3.499 -0.031 -0.9% 3.558
Low 3.427 3.411 -0.016 -0.5% 3.348
Close 3.442 3.488 0.046 1.3% 3.510
Range 0.103 0.088 -0.015 -14.6% 0.210
ATR 0.077 0.078 0.001 1.0% 0.000
Volume 12,178 7,673 -4,505 -37.0% 65,601
Daily Pivots for day following 15-May-2012
Classic Woodie Camarilla DeMark
R4 3.730 3.697 3.536
R3 3.642 3.609 3.512
R2 3.554 3.554 3.504
R1 3.521 3.521 3.496 3.538
PP 3.466 3.466 3.466 3.474
S1 3.433 3.433 3.480 3.450
S2 3.378 3.378 3.472
S3 3.290 3.345 3.464
S4 3.202 3.257 3.440
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 4.102 4.016 3.626
R3 3.892 3.806 3.568
R2 3.682 3.682 3.549
R1 3.596 3.596 3.529 3.639
PP 3.472 3.472 3.472 3.494
S1 3.386 3.386 3.491 3.429
S2 3.262 3.262 3.472
S3 3.052 3.176 3.452
S4 2.842 2.966 3.395
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.558 3.411 0.147 4.2% 0.081 2.3% 52% False True 13,590
10 3.558 3.281 0.277 7.9% 0.086 2.5% 75% False False 13,043
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 True
Bull Hook False
Stretch 0.018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.873
2.618 3.729
1.618 3.641
1.000 3.587
0.618 3.553
HIGH 3.499
0.618 3.465
0.500 3.455
0.382 3.445
LOW 3.411
0.618 3.357
1.000 3.323
1.618 3.269
2.618 3.181
4.250 3.037
Fisher Pivots for day following 15-May-2012
Pivot 1 day 3 day
R1 3.477 3.487
PP 3.466 3.486
S1 3.455 3.485

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

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