NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 12-Mar-2012
Day Change Summary
Previous Current
09-Mar-2012 12-Mar-2012 Change Change % Previous Week
Open 2.607 2.624 0.017 0.7% 2.760
High 2.667 2.627 -0.040 -1.5% 2.775
Low 2.599 2.581 -0.018 -0.7% 2.565
Close 2.667 2.618 -0.049 -1.8% 2.667
Range 0.068 0.046 -0.022 -32.4% 0.210
ATR 0.105 0.103 -0.001 -1.3% 0.000
Volume 13,501 14,424 923 6.8% 58,578
Daily Pivots for day following 12-Mar-2012
Classic Woodie Camarilla DeMark
R4 2.747 2.728 2.643
R3 2.701 2.682 2.631
R2 2.655 2.655 2.626
R1 2.636 2.636 2.622 2.623
PP 2.609 2.609 2.609 2.602
S1 2.590 2.590 2.614 2.577
S2 2.563 2.563 2.610
S3 2.517 2.544 2.605
S4 2.471 2.498 2.593
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.299 3.193 2.783
R3 3.089 2.983 2.725
R2 2.879 2.879 2.706
R1 2.773 2.773 2.686 2.721
PP 2.669 2.669 2.669 2.643
S1 2.563 2.563 2.648 2.511
S2 2.459 2.459 2.629
S3 2.249 2.353 2.609
S4 2.039 2.143 2.552
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.723 2.565 0.158 6.0% 0.063 2.4% 34% False False 12,740
10 2.921 2.565 0.356 13.6% 0.075 2.9% 15% False False 10,981
20 3.137 2.565 0.572 21.8% 0.091 3.5% 9% False False 10,959
40 3.148 2.565 0.583 22.3% 0.117 4.5% 9% False False 11,718
60 3.530 2.565 0.965 36.9% 0.105 4.0% 5% False False 8,934
80 3.927 2.565 1.362 52.0% 0.099 3.8% 4% False False 7,425
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2.823
2.618 2.747
1.618 2.701
1.000 2.673
0.618 2.655
HIGH 2.627
0.618 2.609
0.500 2.604
0.382 2.599
LOW 2.581
0.618 2.553
1.000 2.535
1.618 2.507
2.618 2.461
4.250 2.386
Fisher Pivots for day following 12-Mar-2012
Pivot 1 day 3 day
R1 2.613 2.617
PP 2.609 2.617
S1 2.604 2.616

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

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