NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 02-Apr-2012
Day Change Summary
Previous Current
30-Mar-2012 02-Apr-2012 Change Change % Previous Week
Open 2.456 2.461 0.005 0.2% 2.674
High 2.485 2.518 0.033 1.3% 2.690
Low 2.424 2.433 0.009 0.4% 2.424
Close 2.461 2.511 0.050 2.0% 2.461
Range 0.061 0.085 0.024 39.3% 0.266
ATR 0.089 0.088 0.000 -0.3% 0.000
Volume 15,756 21,743 5,987 38.0% 56,611
Daily Pivots for day following 02-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.742 2.712 2.558
R3 2.657 2.627 2.534
R2 2.572 2.572 2.527
R1 2.542 2.542 2.519 2.557
PP 2.487 2.487 2.487 2.495
S1 2.457 2.457 2.503 2.472
S2 2.402 2.402 2.495
S3 2.317 2.372 2.488
S4 2.232 2.287 2.464
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.323 3.158 2.607
R3 3.057 2.892 2.534
R2 2.791 2.791 2.510
R1 2.626 2.626 2.485 2.576
PP 2.525 2.525 2.525 2.500
S1 2.360 2.360 2.437 2.310
S2 2.259 2.259 2.412
S3 1.993 2.094 2.388
S4 1.727 1.828 2.315
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.626 2.424 0.202 8.0% 0.077 3.1% 43% False False 14,449
10 2.734 2.424 0.310 12.3% 0.076 3.0% 28% False False 11,949
20 2.759 2.424 0.335 13.3% 0.077 3.1% 26% False False 12,447
40 3.137 2.424 0.713 28.4% 0.092 3.7% 12% False False 12,369
60 3.343 2.424 0.919 36.6% 0.107 4.2% 9% False False 11,459
80 3.755 2.424 1.331 53.0% 0.099 3.9% 7% False False 9,276
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 0.021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.879
2.618 2.741
1.618 2.656
1.000 2.603
0.618 2.571
HIGH 2.518
0.618 2.486
0.500 2.476
0.382 2.465
LOW 2.433
0.618 2.380
1.000 2.348
1.618 2.295
2.618 2.210
4.250 2.072
Fisher Pivots for day following 02-Apr-2012
Pivot 1 day 3 day
R1 2.499 2.508
PP 2.487 2.505
S1 2.476 2.502

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

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