NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 09-Mar-2012
Day Change Summary
Previous Current
08-Mar-2012 09-Mar-2012 Change Change % Previous Week
Open 2.510 2.488 -0.022 -0.9% 2.661
High 2.520 2.523 0.003 0.1% 2.661
Low 2.429 2.457 0.028 1.2% 2.429
Close 2.465 2.522 0.057 2.3% 2.522
Range 0.091 0.066 -0.025 -27.5% 0.232
ATR 0.113 0.109 -0.003 -3.0% 0.000
Volume 33,114 37,147 4,033 12.2% 157,316
Daily Pivots for day following 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 2.699 2.676 2.558
R3 2.633 2.610 2.540
R2 2.567 2.567 2.534
R1 2.544 2.544 2.528 2.556
PP 2.501 2.501 2.501 2.506
S1 2.478 2.478 2.516 2.490
S2 2.435 2.435 2.510
S3 2.369 2.412 2.504
S4 2.303 2.346 2.486
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.233 3.110 2.650
R3 3.001 2.878 2.586
R2 2.769 2.769 2.565
R1 2.646 2.646 2.543 2.592
PP 2.537 2.537 2.537 2.510
S1 2.414 2.414 2.501 2.360
S2 2.305 2.305 2.479
S3 2.073 2.182 2.458
S4 1.841 1.950 2.394
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.661 2.429 0.232 9.2% 0.076 3.0% 40% False False 31,463
10 2.939 2.429 0.510 20.2% 0.090 3.6% 18% False False 27,535
20 3.040 2.429 0.611 24.2% 0.098 3.9% 15% False False 26,443
40 3.077 2.429 0.648 25.7% 0.124 4.9% 14% False False 26,211
60 3.485 2.429 1.056 41.9% 0.113 4.5% 9% False False 19,511
80 3.851 2.429 1.422 56.4% 0.107 4.3% 7% False False 15,817
100 4.157 2.429 1.728 68.5% 0.103 4.1% 5% False False 13,128
120 4.384 2.429 1.955 77.5% 0.098 3.9% 5% False False 11,182
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.804
2.618 2.696
1.618 2.630
1.000 2.589
0.618 2.564
HIGH 2.523
0.618 2.498
0.500 2.490
0.382 2.482
LOW 2.457
0.618 2.416
1.000 2.391
1.618 2.350
2.618 2.284
4.250 2.177
Fisher Pivots for day following 09-Mar-2012
Pivot 1 day 3 day
R1 2.511 2.509
PP 2.501 2.497
S1 2.490 2.484

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

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