NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 03-Apr-2012
Day Change Summary
Previous Current
02-Apr-2012 03-Apr-2012 Change Change % Previous Week
Open 2.259 2.288 0.029 1.3% 2.493
High 2.300 2.335 0.035 1.5% 2.526
Low 2.214 2.256 0.042 1.9% 2.235
Close 2.290 2.318 0.028 1.2% 2.259
Range 0.086 0.079 -0.007 -8.1% 0.291
ATR 0.093 0.092 -0.001 -1.1% 0.000
Volume 48,094 47,282 -812 -1.7% 175,216
Daily Pivots for day following 03-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.540 2.508 2.361
R3 2.461 2.429 2.340
R2 2.382 2.382 2.332
R1 2.350 2.350 2.325 2.366
PP 2.303 2.303 2.303 2.311
S1 2.271 2.271 2.311 2.287
S2 2.224 2.224 2.304
S3 2.145 2.192 2.296
S4 2.066 2.113 2.275
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.213 3.027 2.419
R3 2.922 2.736 2.339
R2 2.631 2.631 2.312
R1 2.445 2.445 2.286 2.393
PP 2.340 2.340 2.340 2.314
S1 2.154 2.154 2.232 2.102
S2 2.049 2.049 2.206
S3 1.758 1.863 2.179
S4 1.467 1.572 2.099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.425 2.214 0.211 9.1% 0.082 3.6% 49% False False 45,396
10 2.570 2.214 0.356 15.4% 0.082 3.6% 29% False False 34,062
20 2.607 2.214 0.393 17.0% 0.083 3.6% 26% False False 31,560
40 3.040 2.214 0.826 35.6% 0.095 4.1% 13% False False 29,160
60 3.253 2.214 1.039 44.8% 0.112 4.8% 10% False False 26,933
80 3.686 2.214 1.472 63.5% 0.106 4.6% 7% False False 21,533
100 3.922 2.214 1.708 73.7% 0.102 4.4% 6% False False 18,092
120 4.157 2.214 1.943 83.8% 0.100 4.3% 5% False False 15,416
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 0.020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.671
2.618 2.542
1.618 2.463
1.000 2.414
0.618 2.384
HIGH 2.335
0.618 2.305
0.500 2.296
0.382 2.286
LOW 2.256
0.618 2.207
1.000 2.177
1.618 2.128
2.618 2.049
4.250 1.920
Fisher Pivots for day following 03-Apr-2012
Pivot 1 day 3 day
R1 2.311 2.304
PP 2.303 2.289
S1 2.296 2.275

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

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