NYMEX Natural Gas Future May 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 2.430 2.444 0.014 0.6% 2.385
High 2.459 2.474 0.015 0.6% 2.468
Low 2.394 2.345 -0.049 -2.0% 2.306
Close 2.454 2.372 -0.082 -3.3% 2.436
Range 0.065 0.129 0.064 98.5% 0.162
ATR 0.102 0.104 0.002 1.9% 0.000
Volume 55,572 89,829 34,257 61.6% 295,578
Daily Pivots for day following 22-Mar-2012
Classic Woodie Camarilla DeMark
R4 2.784 2.707 2.443
R3 2.655 2.578 2.407
R2 2.526 2.526 2.396
R1 2.449 2.449 2.384 2.423
PP 2.397 2.397 2.397 2.384
S1 2.320 2.320 2.360 2.294
S2 2.268 2.268 2.348
S3 2.139 2.191 2.337
S4 2.010 2.062 2.301
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 2.502 2.345 0.157 6.6% 0.088 3.7% 17% False True 65,864
10 2.502 2.306 0.196 8.3% 0.090 3.8% 34% False False 62,217
20 2.891 2.306 0.585 24.7% 0.093 3.9% 11% False False 52,007
40 3.015 2.306 0.709 29.9% 0.116 4.9% 9% False False 55,553
60 3.352 2.306 1.046 44.1% 0.119 5.0% 6% False False 45,515
80 3.804 2.306 1.498 63.2% 0.111 4.7% 4% False False 36,638
100 4.080 2.306 1.774 74.8% 0.107 4.5% 4% False False 30,717
120 4.198 2.306 1.892 79.8% 0.103 4.3% 3% False False 26,247
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 0.034
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 3.022
2.618 2.812
1.618 2.683
1.000 2.603
0.618 2.554
HIGH 2.474
0.618 2.425
0.500 2.410
0.382 2.394
LOW 2.345
0.618 2.265
1.000 2.216
1.618 2.136
2.618 2.007
4.250 1.797
Fisher Pivots for day following 22-Mar-2012
Pivot 1 day 3 day
R1 2.410 2.411
PP 2.397 2.398
S1 2.385 2.385

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

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