NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 07-Mar-2012
Day Change Summary
Previous Current
06-Mar-2012 07-Mar-2012 Change Change % Previous Week
Open 2.696 2.654 -0.042 -1.6% 2.974
High 2.723 2.658 -0.065 -2.4% 3.040
Low 2.661 2.596 -0.065 -2.4% 2.760
Close 2.679 2.620 -0.059 -2.2% 2.807
Range 0.062 0.062 0.000 0.0% 0.280
ATR 0.112 0.110 -0.002 -1.8% 0.000
Volume 10,548 7,810 -2,738 -26.0% 41,501
Daily Pivots for day following 07-Mar-2012
Classic Woodie Camarilla DeMark
R4 2.811 2.777 2.654
R3 2.749 2.715 2.637
R2 2.687 2.687 2.631
R1 2.653 2.653 2.626 2.639
PP 2.625 2.625 2.625 2.618
S1 2.591 2.591 2.614 2.577
S2 2.563 2.563 2.609
S3 2.501 2.529 2.603
S4 2.439 2.467 2.586
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 2.865 2.596 0.269 10.3% 0.070 2.7% 9% False True 9,704
10 3.134 2.596 0.538 20.5% 0.092 3.5% 4% False True 8,420
20 3.137 2.596 0.541 20.6% 0.097 3.7% 4% False True 11,413
40 3.330 2.596 0.734 28.0% 0.122 4.7% 3% False True 11,229
60 3.674 2.596 1.078 41.1% 0.106 4.0% 2% False True 8,419
Crabel Price Patterns
NR False
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 0.023
Fibonacci Retracements and Extensions
4.250 2.922
2.618 2.820
1.618 2.758
1.000 2.720
0.618 2.696
HIGH 2.658
0.618 2.634
0.500 2.627
0.382 2.620
LOW 2.596
0.618 2.558
1.000 2.534
1.618 2.496
2.618 2.434
4.250 2.333
Fisher Pivots for day following 07-Mar-2012
Pivot 1 day 3 day
R1 2.627 2.686
PP 2.625 2.664
S1 2.622 2.642

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

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