NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 22-Mar-2012
Day Change Summary
Previous Current
21-Mar-2012 22-Mar-2012 Change Change % Previous Week
Open 2.329 2.342 0.013 0.6% 2.272
High 2.366 2.380 0.014 0.6% 2.362
Low 2.303 2.250 -0.053 -2.3% 2.204
Close 2.360 2.269 -0.091 -3.9% 2.326
Range 0.063 0.130 0.067 106.3% 0.158
ATR 0.106 0.108 0.002 1.6% 0.000
Volume 80,080 129,494 49,414 61.7% 549,636
Daily Pivots for day following 22-Mar-2012
Classic Woodie Camarilla DeMark
R4 2.690 2.609 2.341
R3 2.560 2.479 2.305
R2 2.430 2.430 2.293
R1 2.349 2.349 2.281 2.325
PP 2.300 2.300 2.300 2.287
S1 2.219 2.219 2.257 2.195
S2 2.170 2.170 2.245
S3 2.040 2.089 2.233
S4 1.910 1.959 2.198
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 2.771 2.707 2.413
R3 2.613 2.549 2.369
R2 2.455 2.455 2.355
R1 2.391 2.391 2.340 2.423
PP 2.297 2.297 2.297 2.314
S1 2.233 2.233 2.312 2.265
S2 2.139 2.139 2.297
S3 1.981 2.075 2.283
S4 1.823 1.917 2.239
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.393 2.246 0.147 6.5% 0.094 4.1% 16% False False 105,021
10 2.393 2.204 0.189 8.3% 0.092 4.1% 34% False False 105,567
20 2.785 2.204 0.581 25.6% 0.096 4.2% 11% False False 109,028
40 2.942 2.204 0.738 32.5% 0.120 5.3% 9% False False 98,251
60 3.306 2.204 1.102 48.6% 0.124 5.5% 6% False False 81,576
80 3.765 2.204 1.561 68.8% 0.116 5.1% 4% False False 68,643
100 4.052 2.204 1.848 81.4% 0.113 5.0% 4% False False 59,421
120 4.151 2.204 1.947 85.8% 0.109 4.8% 3% False False 52,591
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2.933
2.618 2.720
1.618 2.590
1.000 2.510
0.618 2.460
HIGH 2.380
0.618 2.330
0.500 2.315
0.382 2.300
LOW 2.250
0.618 2.170
1.000 2.120
1.618 2.040
2.618 1.910
4.250 1.698
Fisher Pivots for day following 22-Mar-2012
Pivot 1 day 3 day
R1 2.315 2.315
PP 2.300 2.300
S1 2.284 2.284

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

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