NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 04-Apr-2012

Day Change Summary
	Previous	Current
	03-Apr-2012	04-Apr-2012	Change	Change %	Previous Week
Open	2.515	2.510	-0.005	-0.2%	2.674
High	2.550	2.533	-0.017	-0.7%	2.690
Low	2.480	2.473	-0.007	-0.3%	2.424
Close	2.536	2.485	-0.051	-2.0%	2.461
Range	0.070	0.060	-0.010	-14.3%	0.266
ATR	0.087	0.085	-0.002	-2.0%	0.000
Volume	23,055	25,154	2,099	9.1%	56,611

Daily Pivots for day following 04-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.677	2.641	2.518
R3	2.617	2.581	2.502
R2	2.557	2.557	2.496
R1	2.521	2.521	2.491	2.509
PP	2.497	2.497	2.497	2.491
S1	2.461	2.461	2.480	2.449
S2	2.437	2.437	2.474
S3	2.377	2.401	2.469
S4	2.317	2.341	2.452

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	2.580	2.424	0.156	6.3%	0.083	3.3%	39%	False	False	19,877
10	2.726	2.424	0.302	12.2%	0.077	3.1%	20%	False	False	14,792
20	2.759	2.424	0.335	13.5%	0.077	3.1%	18%	False	False	13,939
40	3.137	2.424	0.713	28.7%	0.087	3.5%	9%	False	False	12,676
60	3.330	2.424	0.906	36.5%	0.107	4.3%	7%	False	False	12,132
80	3.674	2.424	1.250	50.3%	0.099	4.0%	5%	False	False	9,799

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2.788
2.618	2.690
1.618	2.630
1.000	2.593
0.618	2.570
HIGH	2.533
0.618	2.510
0.500	2.503
0.382	2.496
LOW	2.473
0.618	2.436
1.000	2.413
1.618	2.376
2.618	2.316
4.250	2.218

Fisher Pivots for day following 04-Apr-2012
Pivot	1 day	3 day
R1	2.503	2.492
PP	2.497	2.489
S1	2.491	2.487

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols