NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 28-Mar-2012
Day Change Summary
Previous Current
27-Mar-2012 28-Mar-2012 Change Change % Previous Week
Open 2.602 2.585 -0.017 -0.7% 2.702
High 2.626 2.610 -0.016 -0.6% 2.759
Low 2.572 2.561 -0.011 -0.4% 2.600
Close 2.604 2.592 -0.012 -0.5% 2.647
Range 0.054 0.049 -0.005 -9.3% 0.159
ATR 0.089 0.086 -0.003 -3.2% 0.000
Volume 9,791 11,277 1,486 15.2% 49,374
Daily Pivots for day following 28-Mar-2012
Classic Woodie Camarilla DeMark
R4 2.735 2.712 2.619
R3 2.686 2.663 2.605
R2 2.637 2.637 2.601
R1 2.614 2.614 2.596 2.626
PP 2.588 2.588 2.588 2.593
S1 2.565 2.565 2.588 2.577
S2 2.539 2.539 2.583
S3 2.490 2.516 2.579
S4 2.441 2.467 2.565
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.146 3.055 2.734
R3 2.987 2.896 2.691
R2 2.828 2.828 2.676
R1 2.737 2.737 2.662 2.703
PP 2.669 2.669 2.669 2.652
S1 2.578 2.578 2.632 2.544
S2 2.510 2.510 2.618
S3 2.351 2.419 2.603
S4 2.192 2.260 2.560
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.726 2.561 0.165 6.4% 0.072 2.8% 19% False True 9,707
10 2.759 2.561 0.198 7.6% 0.071 2.7% 16% False True 10,845
20 2.865 2.560 0.305 11.8% 0.074 2.8% 10% False False 11,396
40 3.137 2.560 0.577 22.3% 0.095 3.7% 6% False False 12,324
60 3.390 2.560 0.830 32.0% 0.107 4.1% 4% False False 10,764
80 3.858 2.560 1.298 50.1% 0.097 3.8% 2% False False 8,732
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.818
2.618 2.738
1.618 2.689
1.000 2.659
0.618 2.640
HIGH 2.610
0.618 2.591
0.500 2.586
0.382 2.580
LOW 2.561
0.618 2.531
1.000 2.512
1.618 2.482
2.618 2.433
4.250 2.353
Fisher Pivots for day following 28-Mar-2012
Pivot 1 day 3 day
R1 2.590 2.626
PP 2.588 2.614
S1 2.586 2.603

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

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