NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 14-Mar-2012
Day Change Summary
Previous Current
13-Mar-2012 14-Mar-2012 Change Change % Previous Week
Open 2.270 2.329 0.059 2.6% 2.401
High 2.338 2.344 0.006 0.3% 2.441
Low 2.204 2.245 0.041 1.9% 2.235
Close 2.299 2.284 -0.015 -0.7% 2.324
Range 0.134 0.099 -0.035 -26.1% 0.206
ATR 0.116 0.115 -0.001 -1.1% 0.000
Volume 115,235 121,099 5,864 5.1% 514,945
Daily Pivots for day following 14-Mar-2012
Classic Woodie Camarilla DeMark
R4 2.588 2.535 2.338
R3 2.489 2.436 2.311
R2 2.390 2.390 2.302
R1 2.337 2.337 2.293 2.314
PP 2.291 2.291 2.291 2.280
S1 2.238 2.238 2.275 2.215
S2 2.192 2.192 2.266
S3 2.093 2.139 2.257
S4 1.994 2.040 2.230
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 2.344 2.204 0.140 6.1% 0.091 4.0% 57% True False 107,667
10 2.597 2.204 0.393 17.2% 0.086 3.8% 20% False False 106,995
20 2.862 2.204 0.658 28.8% 0.109 4.8% 12% False False 104,186
40 2.942 2.204 0.738 32.3% 0.131 5.7% 11% False False 93,330
60 3.340 2.204 1.136 49.7% 0.122 5.3% 7% False False 73,684
80 3.765 2.204 1.561 68.3% 0.118 5.1% 5% False False 62,452
100 4.052 2.204 1.848 80.9% 0.113 4.9% 4% False False 54,036
120 4.270 2.204 2.066 90.5% 0.108 4.7% 4% False False 47,853
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 True
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.765
2.618 2.603
1.618 2.504
1.000 2.443
0.618 2.405
HIGH 2.344
0.618 2.306
0.500 2.295
0.382 2.283
LOW 2.245
0.618 2.184
1.000 2.146
1.618 2.085
2.618 1.986
4.250 1.824
Fisher Pivots for day following 14-Mar-2012
Pivot 1 day 3 day
R1 2.295 2.281
PP 2.291 2.277
S1 2.288 2.274

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

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