NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 30-Mar-2012
Day Change Summary
Previous Current
29-Mar-2012 30-Mar-2012 Change Change % Previous Week
Open 2.504 2.405 -0.099 -4.0% 2.606
High 2.510 2.412 -0.098 -3.9% 2.629
Low 2.373 2.356 -0.017 -0.7% 2.356
Close 2.390 2.389 -0.001 0.0% 2.389
Range 0.137 0.056 -0.081 -59.1% 0.273
ATR 0.093 0.090 -0.003 -2.8% 0.000
Volume 30,077 32,851 2,774 9.2% 136,531
Daily Pivots for day following 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 2.554 2.527 2.420
R3 2.498 2.471 2.404
R2 2.442 2.442 2.399
R1 2.415 2.415 2.394 2.401
PP 2.386 2.386 2.386 2.378
S1 2.359 2.359 2.384 2.345
S2 2.330 2.330 2.379
S3 2.274 2.303 2.374
S4 2.218 2.247 2.358
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.277 3.106 2.539
R3 3.004 2.833 2.464
R2 2.731 2.731 2.439
R1 2.560 2.560 2.414 2.509
PP 2.458 2.458 2.458 2.433
S1 2.287 2.287 2.364 2.236
S2 2.185 2.185 2.339
S3 1.912 2.014 2.314
S4 1.639 1.741 2.239
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.629 2.356 0.273 11.4% 0.081 3.4% 12% False True 27,306
10 2.705 2.356 0.349 14.6% 0.079 3.3% 9% False True 23,668
20 2.750 2.356 0.394 16.5% 0.079 3.3% 8% False True 24,694
40 3.104 2.356 0.748 31.3% 0.094 3.9% 4% False True 22,556
60 3.368 2.356 1.012 42.4% 0.111 4.6% 3% False True 20,439
80 3.752 2.356 1.396 58.4% 0.103 4.3% 2% False True 16,286
100 3.989 2.356 1.633 68.4% 0.099 4.1% 2% False True 13,581
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 0.018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.650
2.618 2.559
1.618 2.503
1.000 2.468
0.618 2.447
HIGH 2.412
0.618 2.391
0.500 2.384
0.382 2.377
LOW 2.356
0.618 2.321
1.000 2.300
1.618 2.265
2.618 2.209
4.250 2.118
Fisher Pivots for day following 30-Mar-2012
Pivot 1 day 3 day
R1 2.387 2.450
PP 2.386 2.429
S1 2.384 2.409

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

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