NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 20-Mar-2012
Day Change Summary
Previous Current
19-Mar-2012 20-Mar-2012 Change Change % Previous Week
Open 2.702 2.722 0.020 0.7% 2.624
High 2.759 2.734 -0.025 -0.9% 2.724
Low 2.659 2.684 0.025 0.9% 2.560
Close 2.729 2.691 -0.038 -1.4% 2.696
Range 0.100 0.050 -0.050 -50.0% 0.164
ATR 0.100 0.096 -0.004 -3.6% 0.000
Volume 8,229 9,562 1,333 16.2% 71,942
Daily Pivots for day following 20-Mar-2012
Classic Woodie Camarilla DeMark
R4 2.853 2.822 2.719
R3 2.803 2.772 2.705
R2 2.753 2.753 2.700
R1 2.722 2.722 2.696 2.713
PP 2.703 2.703 2.703 2.698
S1 2.672 2.672 2.686 2.663
S2 2.653 2.653 2.682
S3 2.603 2.622 2.677
S4 2.553 2.572 2.664
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.152 3.088 2.786
R3 2.988 2.924 2.741
R2 2.824 2.824 2.726
R1 2.760 2.760 2.711 2.792
PP 2.660 2.660 2.660 2.676
S1 2.596 2.596 2.681 2.628
S2 2.496 2.496 2.666
S3 2.332 2.432 2.651
S4 2.168 2.268 2.606
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.759 2.616 0.143 5.3% 0.078 2.9% 52% False False 12,647
10 2.759 2.560 0.199 7.4% 0.077 2.9% 66% False False 12,846
20 3.134 2.560 0.574 21.3% 0.087 3.2% 23% False False 10,653
40 3.148 2.560 0.588 21.9% 0.108 4.0% 22% False False 12,590
60 3.522 2.560 0.962 35.7% 0.107 4.0% 14% False False 10,018
80 3.927 2.560 1.367 50.8% 0.099 3.7% 10% False False 8,112
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.947
2.618 2.865
1.618 2.815
1.000 2.784
0.618 2.765
HIGH 2.734
0.618 2.715
0.500 2.709
0.382 2.703
LOW 2.684
0.618 2.653
1.000 2.634
1.618 2.603
2.618 2.553
4.250 2.472
Fisher Pivots for day following 20-Mar-2012
Pivot 1 day 3 day
R1 2.709 2.709
PP 2.703 2.703
S1 2.697 2.697

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

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