NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 05-Mar-2012
Day Change Summary
Previous Current
02-Mar-2012 05-Mar-2012 Change Change % Previous Week
Open 2.796 2.760 -0.036 -1.3% 2.974
High 2.824 2.775 -0.049 -1.7% 3.040
Low 2.788 2.692 -0.096 -3.4% 2.760
Close 2.807 2.697 -0.110 -3.9% 2.807
Range 0.036 0.083 0.047 130.6% 0.280
ATR 0.116 0.116 0.000 -0.1% 0.000
Volume 9,953 9,301 -652 -6.6% 41,501
Daily Pivots for day following 05-Mar-2012
Classic Woodie Camarilla DeMark
R4 2.970 2.917 2.743
R3 2.887 2.834 2.720
R2 2.804 2.804 2.712
R1 2.751 2.751 2.705 2.736
PP 2.721 2.721 2.721 2.714
S1 2.668 2.668 2.689 2.653
S2 2.638 2.638 2.682
S3 2.555 2.585 2.674
S4 2.472 2.502 2.651
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.709 3.538 2.961
R3 3.429 3.258 2.884
R2 3.149 3.149 2.858
R1 2.978 2.978 2.833 2.924
PP 2.869 2.869 2.869 2.842
S1 2.698 2.698 2.781 2.644
S2 2.589 2.589 2.756
S3 2.309 2.418 2.730
S4 2.029 2.138 2.653
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.921 2.692 0.229 8.5% 0.087 3.2% 2% False True 9,222
10 3.134 2.692 0.442 16.4% 0.101 3.8% 1% False True 8,467
20 3.137 2.692 0.445 16.5% 0.107 4.0% 1% False True 12,292
40 3.343 2.666 0.677 25.1% 0.122 4.5% 5% False False 10,966
60 3.755 2.666 1.089 40.4% 0.106 3.9% 3% False False 8,219
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 0.023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.128
2.618 2.992
1.618 2.909
1.000 2.858
0.618 2.826
HIGH 2.775
0.618 2.743
0.500 2.734
0.382 2.724
LOW 2.692
0.618 2.641
1.000 2.609
1.618 2.558
2.618 2.475
4.250 2.339
Fisher Pivots for day following 05-Mar-2012
Pivot 1 day 3 day
R1 2.734 2.779
PP 2.721 2.751
S1 2.709 2.724

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

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