NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 23-Mar-2012
Day Change Summary
Previous Current
22-Mar-2012 23-Mar-2012 Change Change % Previous Week
Open 2.444 2.368 -0.076 -3.1% 2.436
High 2.474 2.421 -0.053 -2.1% 2.502
Low 2.345 2.361 0.016 0.7% 2.345
Close 2.372 2.373 0.001 0.0% 2.373
Range 0.129 0.060 -0.069 -53.5% 0.157
ATR 0.104 0.101 -0.003 -3.0% 0.000
Volume 89,829 68,566 -21,263 -23.7% 331,988
Daily Pivots for day following 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 2.565 2.529 2.406
R3 2.505 2.469 2.390
R2 2.445 2.445 2.384
R1 2.409 2.409 2.379 2.427
PP 2.385 2.385 2.385 2.394
S1 2.349 2.349 2.368 2.367
S2 2.325 2.325 2.362
S3 2.265 2.289 2.357
S4 2.205 2.229 2.340
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 2.878 2.782 2.459
R3 2.721 2.625 2.416
R2 2.564 2.564 2.402
R1 2.468 2.468 2.387 2.438
PP 2.407 2.407 2.407 2.391
S1 2.311 2.311 2.359 2.281
S2 2.250 2.250 2.344
S3 2.093 2.154 2.330
S4 1.936 1.997 2.287
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% 0.083 3.5% 18% False False 66,397
10 2.502 2.306 0.196 8.3% 0.089 3.8% 34% False False 62,756
20 2.849 2.306 0.543 22.9% 0.091 3.8% 12% False False 54,016
40 3.015 2.306 0.709 29.9% 0.112 4.7% 9% False False 55,762
60 3.312 2.306 1.006 42.4% 0.119 5.0% 7% False False 46,580
80 3.777 2.306 1.471 62.0% 0.110 4.6% 5% False False 37,473
100 4.080 2.306 1.774 74.8% 0.106 4.5% 4% False False 31,352
120 4.160 2.306 1.854 78.1% 0.103 4.3% 4% False False 26,766
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.032
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.676
2.618 2.578
1.618 2.518
1.000 2.481
0.618 2.458
HIGH 2.421
0.618 2.398
0.500 2.391
0.382 2.384
LOW 2.361
0.618 2.324
1.000 2.301
1.618 2.264
2.618 2.204
4.250 2.106
Fisher Pivots for day following 23-Mar-2012
Pivot 1 day 3 day
R1 2.391 2.410
PP 2.385 2.397
S1 2.379 2.385

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

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