NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 02-Mar-2012
Day Change Summary
Previous Current
01-Mar-2012 02-Mar-2012 Change Change % Previous Week
Open 2.833 2.758 -0.075 -2.6% 2.955
High 2.837 2.788 -0.049 -1.7% 3.006
Low 2.721 2.750 0.029 1.1% 2.721
Close 2.744 2.773 0.029 1.1% 2.773
Range 0.116 0.038 -0.078 -67.2% 0.285
ATR 0.124 0.118 -0.006 -4.6% 0.000
Volume 17,063 21,672 4,609 27.0% 75,064
Daily Pivots for day following 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 2.884 2.867 2.794
R3 2.846 2.829 2.783
R2 2.808 2.808 2.780
R1 2.791 2.791 2.776 2.800
PP 2.770 2.770 2.770 2.775
S1 2.753 2.753 2.770 2.762
S2 2.732 2.732 2.766
S3 2.694 2.715 2.763
S4 2.656 2.677 2.752
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.688 3.516 2.930
R3 3.403 3.231 2.851
R2 3.118 3.118 2.825
R1 2.946 2.946 2.799 2.890
PP 2.833 2.833 2.833 2.805
S1 2.661 2.661 2.747 2.605
S2 2.548 2.548 2.721
S3 2.263 2.376 2.695
S4 1.978 2.091 2.616
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.006 2.721 0.285 10.3% 0.103 3.7% 18% False False 15,012
10 3.104 2.721 0.383 13.8% 0.112 4.1% 14% False False 16,594
20 3.104 2.721 0.383 13.8% 0.109 3.9% 14% False False 20,417
40 3.368 2.643 0.725 26.1% 0.126 4.6% 18% False False 18,312
60 3.752 2.643 1.109 40.0% 0.110 4.0% 12% False False 13,483
80 3.989 2.643 1.346 48.5% 0.104 3.8% 10% False False 10,803
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 2.950
2.618 2.887
1.618 2.849
1.000 2.826
0.618 2.811
HIGH 2.788
0.618 2.773
0.500 2.769
0.382 2.765
LOW 2.750
0.618 2.727
1.000 2.712
1.618 2.689
2.618 2.651
4.250 2.589
Fisher Pivots for day following 02-Mar-2012
Pivot 1 day 3 day
R1 2.772 2.790
PP 2.770 2.784
S1 2.769 2.779

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

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