NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 13-Mar-2012
Day Change Summary
Previous Current
12-Mar-2012 13-Mar-2012 Change Change % Previous Week
Open 2.468 2.470 0.002 0.1% 2.661
High 2.488 2.541 0.053 2.1% 2.661
Low 2.437 2.409 -0.028 -1.1% 2.429
Close 2.473 2.507 0.034 1.4% 2.522
Range 0.051 0.132 0.081 158.8% 0.232
ATR 0.108 0.109 0.002 1.6% 0.000
Volume 25,538 19,719 -5,819 -22.8% 157,316
Daily Pivots for day following 13-Mar-2012
Classic Woodie Camarilla DeMark
R4 2.882 2.826 2.580
R3 2.750 2.694 2.543
R2 2.618 2.618 2.531
R1 2.562 2.562 2.519 2.590
PP 2.486 2.486 2.486 2.500
S1 2.430 2.430 2.495 2.458
S2 2.354 2.354 2.483
S3 2.222 2.298 2.471
S4 2.090 2.166 2.434
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 2.541 2.409 0.132 5.3% 0.081 3.2% 74% True True 28,735
10 2.792 2.409 0.383 15.3% 0.082 3.3% 26% False True 28,389
20 3.040 2.409 0.631 25.2% 0.101 4.0% 16% False True 25,956
40 3.077 2.409 0.668 26.6% 0.124 5.0% 15% False True 26,314
60 3.441 2.409 1.032 41.2% 0.113 4.5% 9% False True 20,104
80 3.851 2.409 1.442 57.5% 0.108 4.3% 7% False True 16,269
100 4.118 2.409 1.709 68.2% 0.102 4.1% 6% False True 13,529
120 4.344 2.409 1.935 77.2% 0.099 3.9% 5% False True 11,550
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 0.021
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 3.102
2.618 2.887
1.618 2.755
1.000 2.673
0.618 2.623
HIGH 2.541
0.618 2.491
0.500 2.475
0.382 2.459
LOW 2.409
0.618 2.327
1.000 2.277
1.618 2.195
2.618 2.063
4.250 1.848
Fisher Pivots for day following 13-Mar-2012
Pivot 1 day 3 day
R1 2.496 2.496
PP 2.486 2.486
S1 2.475 2.475

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

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