NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 16-Mar-2012
Day Change Summary
Previous Current
15-Mar-2012 16-Mar-2012 Change Change % Previous Week
Open 2.413 2.430 0.017 0.7% 2.385
High 2.463 2.468 0.005 0.2% 2.468
Low 2.368 2.385 0.017 0.7% 2.306
Close 2.420 2.436 0.016 0.7% 2.436
Range 0.095 0.083 -0.012 -12.6% 0.162
ATR 0.111 0.109 -0.002 -1.8% 0.000
Volume 71,247 65,901 -5,346 -7.5% 295,578
Daily Pivots for day following 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 2.679 2.640 2.482
R3 2.596 2.557 2.459
R2 2.513 2.513 2.451
R1 2.474 2.474 2.444 2.494
PP 2.430 2.430 2.430 2.439
S1 2.391 2.391 2.428 2.411
S2 2.347 2.347 2.421
S3 2.264 2.308 2.413
S4 2.181 2.225 2.390
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 2.889 2.825 2.525
R3 2.727 2.663 2.481
R2 2.565 2.565 2.466
R1 2.501 2.501 2.451 2.533
PP 2.403 2.403 2.403 2.420
S1 2.339 2.339 2.421 2.371
S2 2.241 2.241 2.406
S3 2.079 2.177 2.391
S4 1.917 2.015 2.347
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.468 2.306 0.162 6.7% 0.096 3.9% 80% True False 59,115
10 2.561 2.306 0.255 10.5% 0.086 3.5% 51% False False 53,403
20 2.961 2.306 0.655 26.9% 0.103 4.2% 20% False False 48,587
40 3.015 2.306 0.709 29.1% 0.126 5.2% 18% False False 53,402
60 3.391 2.306 1.085 44.5% 0.118 4.9% 12% False False 41,729
80 3.804 2.306 1.498 61.5% 0.112 4.6% 9% False False 33,692
100 4.080 2.306 1.774 72.8% 0.107 4.4% 7% False False 28,190
120 4.303 2.306 1.997 82.0% 0.103 4.2% 7% False False 24,123
Crabel Price Patterns
NR True
NR4 True
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 0.026
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2.821
2.618 2.685
1.618 2.602
1.000 2.551
0.618 2.519
HIGH 2.468
0.618 2.436
0.500 2.427
0.382 2.417
LOW 2.385
0.618 2.334
1.000 2.302
1.618 2.251
2.618 2.168
4.250 2.032
Fisher Pivots for day following 16-Mar-2012
Pivot 1 day 3 day
R1 2.433 2.428
PP 2.430 2.421
S1 2.427 2.413

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

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