NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 19-Mar-2012
Day Change Summary
Previous Current
16-Mar-2012 19-Mar-2012 Change Change % Previous Week
Open 2.537 2.524 -0.013 -0.5% 2.468
High 2.567 2.607 0.040 1.6% 2.574
Low 2.501 2.501 0.000 0.0% 2.409
Close 2.543 2.571 0.028 1.1% 2.543
Range 0.066 0.106 0.040 60.6% 0.165
ATR 0.105 0.105 0.000 0.1% 0.000
Volume 31,443 26,164 -5,279 -16.8% 141,966
Daily Pivots for day following 19-Mar-2012
Classic Woodie Camarilla DeMark
R4 2.878 2.830 2.629
R3 2.772 2.724 2.600
R2 2.666 2.666 2.590
R1 2.618 2.618 2.581 2.642
PP 2.560 2.560 2.560 2.572
S1 2.512 2.512 2.561 2.536
S2 2.454 2.454 2.552
S3 2.348 2.406 2.542
S4 2.242 2.300 2.513
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.004 2.938 2.634
R3 2.839 2.773 2.588
R2 2.674 2.674 2.573
R1 2.608 2.608 2.558 2.641
PP 2.509 2.509 2.509 2.525
S1 2.443 2.443 2.528 2.476
S2 2.344 2.344 2.513
S3 2.179 2.278 2.498
S4 2.014 2.113 2.452
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.607 2.409 0.198 7.7% 0.100 3.9% 82% True False 28,518
10 2.607 2.409 0.198 7.7% 0.083 3.2% 82% True False 29,115
20 3.035 2.409 0.626 24.3% 0.096 3.7% 26% False False 26,678
40 3.077 2.409 0.668 26.0% 0.121 4.7% 24% False False 27,432
60 3.441 2.409 1.032 40.1% 0.115 4.5% 16% False False 21,824
80 3.851 2.409 1.442 56.1% 0.108 4.2% 11% False False 17,587
100 4.118 2.409 1.709 66.5% 0.103 4.0% 9% False False 14,691
120 4.344 2.409 1.935 75.3% 0.100 3.9% 8% False False 12,513
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.029
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.058
2.618 2.885
1.618 2.779
1.000 2.713
0.618 2.673
HIGH 2.607
0.618 2.567
0.500 2.554
0.382 2.541
LOW 2.501
0.618 2.435
1.000 2.395
1.618 2.329
2.618 2.223
4.250 2.051
Fisher Pivots for day following 19-Mar-2012
Pivot 1 day 3 day
R1 2.565 2.563
PP 2.560 2.555
S1 2.554 2.548

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

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