NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 14-Mar-2012
Day Change Summary
Previous Current
13-Mar-2012 14-Mar-2012 Change Change % Previous Week
Open 2.507 2.621 0.114 4.5% 2.750
High 2.636 2.668 0.032 1.2% 2.750
Low 2.507 2.562 0.055 2.2% 2.518
Close 2.602 2.629 0.027 1.0% 2.617
Range 0.129 0.106 -0.023 -17.8% 0.232
ATR 0.107 0.107 0.000 -0.1% 0.000
Volume 19,878 24,514 4,636 23.3% 130,294
Daily Pivots for day following 14-Mar-2012
Classic Woodie Camarilla DeMark
R4 2.938 2.889 2.687
R3 2.832 2.783 2.658
R2 2.726 2.726 2.648
R1 2.677 2.677 2.639 2.702
PP 2.620 2.620 2.620 2.632
S1 2.571 2.571 2.619 2.596
S2 2.514 2.514 2.610
S3 2.408 2.465 2.600
S4 2.302 2.359 2.571
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.324 3.203 2.745
R3 3.092 2.971 2.681
R2 2.860 2.860 2.660
R1 2.739 2.739 2.638 2.684
PP 2.628 2.628 2.628 2.601
S1 2.507 2.507 2.596 2.452
S2 2.396 2.396 2.574
S3 2.164 2.275 2.553
S4 1.932 2.043 2.489
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.668 2.507 0.161 6.1% 0.087 3.3% 76% True False 26,038
10 2.837 2.507 0.330 12.6% 0.082 3.1% 37% False False 24,043
20 3.104 2.507 0.597 22.7% 0.100 3.8% 20% False False 20,674
40 3.128 2.507 0.621 23.6% 0.120 4.5% 20% False False 20,839
60 3.496 2.507 0.989 37.6% 0.111 4.2% 12% False False 16,210
80 3.901 2.507 1.394 53.0% 0.105 4.0% 9% False False 13,069
100 4.162 2.507 1.655 63.0% 0.100 3.8% 7% False False 10,855
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 0.014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.119
2.618 2.946
1.618 2.840
1.000 2.774
0.618 2.734
HIGH 2.668
0.618 2.628
0.500 2.615
0.382 2.602
LOW 2.562
0.618 2.496
1.000 2.456
1.618 2.390
2.618 2.284
4.250 2.112
Fisher Pivots for day following 14-Mar-2012
Pivot 1 day 3 day
R1 2.624 2.615
PP 2.620 2.601
S1 2.615 2.588

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

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