NYMEX Natural Gas Future December 2012

Trading Metrics calculated at close of trading on 28-Mar-2012

Day Change Summary
	Previous	Current
	27-Mar-2012	28-Mar-2012	Change	Change %	Previous Week
Open	3.282	3.260	-0.022	-0.7%	3.356
High	3.303	3.272	-0.031	-0.9%	3.401
Low	3.244	3.231	-0.013	-0.4%	3.250
Close	3.273	3.263	-0.010	-0.3%	3.301
Range	0.059	0.041	-0.018	-30.5%	0.151
ATR
Volume	3,282	5,897	2,615	79.7%	22,509

Daily Pivots for day following 28-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.378	3.362	3.286
R3	3.337	3.321	3.274
R2	3.296	3.296	3.271
R1	3.280	3.280	3.267	3.288
PP	3.255	3.255	3.255	3.260
S1	3.239	3.239	3.259	3.247
S2	3.214	3.214	3.255
S3	3.173	3.198	3.252
S4	3.132	3.157	3.240

Weekly Pivots for week ending 23-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.770	3.687	3.384
R3	3.619	3.536	3.343
R2	3.468	3.468	3.329
R1	3.385	3.385	3.315	3.351
PP	3.317	3.317	3.317	3.301
S1	3.234	3.234	3.287	3.200
S2	3.166	3.166	3.273
S3	3.015	3.083	3.259
S4	2.864	2.932	3.218

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.353	3.231	0.122	3.7%	0.064	2.0%	26%	False	True	3,916
10	3.401	3.231	0.170	5.2%	0.065	2.0%	19%	False	True	5,514

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.016
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	3.446
2.618	3.379
1.618	3.338
1.000	3.313
0.618	3.297
HIGH	3.272
0.618	3.256
0.500	3.252
0.382	3.247
LOW	3.231
0.618	3.206
1.000	3.190
1.618	3.165
2.618	3.124
4.250	3.057

Fisher Pivots for day following 28-Mar-2012
Pivot	1 day	3 day
R1	3.259	3.283
PP	3.255	3.276
S1	3.252	3.270

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols