NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 12-Mar-2012
Day Change Summary
Previous Current
09-Mar-2012 12-Mar-2012 Change Change % Previous Week
Open 2.297 2.272 -0.025 -1.1% 2.401
High 2.327 2.290 -0.037 -1.6% 2.441
Low 2.261 2.235 -0.026 -1.1% 2.235
Close 2.324 2.269 -0.055 -2.4% 2.324
Range 0.066 0.055 -0.011 -16.7% 0.206
ATR 0.117 0.115 -0.002 -1.7% 0.000
Volume 93,537 82,729 -10,808 -11.6% 514,945
Daily Pivots for day following 12-Mar-2012
Classic Woodie Camarilla DeMark
R4 2.430 2.404 2.299
R3 2.375 2.349 2.284
R2 2.320 2.320 2.279
R1 2.294 2.294 2.274 2.280
PP 2.265 2.265 2.265 2.257
S1 2.239 2.239 2.264 2.225
S2 2.210 2.210 2.259
S3 2.155 2.184 2.254
S4 2.100 2.129 2.239
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 2.951 2.844 2.437
R3 2.745 2.638 2.381
R2 2.539 2.539 2.362
R1 2.432 2.432 2.343 2.383
PP 2.333 2.333 2.333 2.309
S1 2.226 2.226 2.305 2.177
S2 2.127 2.127 2.286
S3 1.921 2.020 2.267
S4 1.715 1.814 2.211
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.395 2.235 0.160 7.1% 0.068 3.0% 21% False True 99,873
10 2.625 2.235 0.390 17.2% 0.086 3.8% 9% False True 107,942
20 2.862 2.235 0.627 27.6% 0.106 4.7% 5% False True 101,661
40 2.942 2.235 0.707 31.2% 0.132 5.8% 5% False True 90,328
60 3.395 2.235 1.160 51.1% 0.122 5.4% 3% False True 70,848
80 3.765 2.235 1.530 67.4% 0.117 5.1% 2% False True 60,189
100 4.052 2.235 1.817 80.1% 0.112 4.9% 2% False True 52,060
120 4.315 2.235 2.080 91.7% 0.107 4.7% 2% False True 46,043
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2.524
2.618 2.434
1.618 2.379
1.000 2.345
0.618 2.324
HIGH 2.290
0.618 2.269
0.500 2.263
0.382 2.256
LOW 2.235
0.618 2.201
1.000 2.180
1.618 2.146
2.618 2.091
4.250 2.001
Fisher Pivots for day following 12-Mar-2012
Pivot 1 day 3 day
R1 2.267 2.285
PP 2.265 2.280
S1 2.263 2.274

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

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