NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 30-Mar-2012
Day Change Summary
Previous Current
29-Mar-2012 30-Mar-2012 Change Change % Previous Week
Open 2.267 2.166 -0.101 -4.5% 2.382
High 2.277 2.172 -0.105 -4.6% 2.419
Low 2.132 2.101 -0.031 -1.5% 2.101
Close 2.169 2.126 -0.043 -2.0% 2.126
Range 0.145 0.071 -0.074 -51.0% 0.318
ATR 0.100 0.098 -0.002 -2.1% 0.000
Volume 137,131 108,035 -29,096 -21.2% 528,286
Daily Pivots for day following 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 2.346 2.307 2.165
R3 2.275 2.236 2.146
R2 2.204 2.204 2.139
R1 2.165 2.165 2.133 2.149
PP 2.133 2.133 2.133 2.125
S1 2.094 2.094 2.119 2.078
S2 2.062 2.062 2.113
S3 1.991 2.023 2.106
S4 1.920 1.952 2.087
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.169 2.966 2.301
R3 2.851 2.648 2.213
R2 2.533 2.533 2.184
R1 2.330 2.330 2.155 2.273
PP 2.215 2.215 2.215 2.187
S1 2.012 2.012 2.097 1.955
S2 1.897 1.897 2.068
S3 1.579 1.694 2.039
S4 1.261 1.376 1.951
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.419 2.101 0.318 15.0% 0.090 4.2% 8% False True 105,657
10 2.502 2.101 0.401 18.9% 0.087 4.1% 6% False True 86,027
20 2.561 2.101 0.460 21.6% 0.086 4.0% 5% False True 69,715
40 2.961 2.101 0.860 40.5% 0.102 4.8% 3% False True 63,738
60 3.256 2.101 1.155 54.3% 0.118 5.6% 2% False True 54,669
80 3.655 2.101 1.554 73.1% 0.110 5.2% 2% False True 43,520
100 3.905 2.101 1.804 84.9% 0.106 5.0% 1% False True 36,315
120 4.121 2.101 2.020 95.0% 0.104 4.9% 1% False True 31,029
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 False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.474
2.618 2.358
1.618 2.287
1.000 2.243
0.618 2.216
HIGH 2.172
0.618 2.145
0.500 2.137
0.382 2.128
LOW 2.101
0.618 2.057
1.000 2.030
1.618 1.986
2.618 1.915
4.250 1.799
Fisher Pivots for day following 30-Mar-2012
Pivot 1 day 3 day
R1 2.137 2.204
PP 2.133 2.178
S1 2.130 2.152

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

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