NYMEX Natural Gas Future September 2012


Trading Metrics calculated at close of trading on 06-Mar-2012
Day Change Summary
Previous Current
05-Mar-2012 06-Mar-2012 Change Change % Previous Week
Open 2.770 2.706 -0.064 -2.3% 2.998
High 2.777 2.735 -0.042 -1.5% 3.048
Low 2.704 2.681 -0.023 -0.9% 2.773
Close 2.711 2.693 -0.018 -0.7% 2.817
Range 0.073 0.054 -0.019 -26.0% 0.275
ATR 0.115 0.111 -0.004 -3.8% 0.000
Volume 7,814 11,316 3,502 44.8% 47,603
Daily Pivots for day following 06-Mar-2012
Classic Woodie Camarilla DeMark
R4 2.865 2.833 2.723
R3 2.811 2.779 2.708
R2 2.757 2.757 2.703
R1 2.725 2.725 2.698 2.714
PP 2.703 2.703 2.703 2.698
S1 2.671 2.671 2.688 2.660
S2 2.649 2.649 2.683
S3 2.595 2.617 2.678
S4 2.541 2.563 2.663
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.704 3.536 2.968
R3 3.429 3.261 2.893
R2 3.154 3.154 2.867
R1 2.986 2.986 2.842 2.933
PP 2.879 2.879 2.879 2.853
S1 2.711 2.711 2.792 2.658
S2 2.604 2.604 2.767
S3 2.329 2.436 2.741
S4 2.054 2.161 2.666
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.902 2.681 0.221 8.2% 0.068 2.5% 5% False True 9,837
10 3.140 2.681 0.459 17.0% 0.092 3.4% 3% False True 10,237
20 3.143 2.681 0.462 17.2% 0.100 3.7% 3% False True 10,980
40 3.335 2.670 0.665 24.7% 0.120 4.5% 3% False False 10,421
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.965
2.618 2.876
1.618 2.822
1.000 2.789
0.618 2.768
HIGH 2.735
0.618 2.714
0.500 2.708
0.382 2.702
LOW 2.681
0.618 2.648
1.000 2.627
1.618 2.594
2.618 2.540
4.250 2.452
Fisher Pivots for day following 06-Mar-2012
Pivot 1 day 3 day
R1 2.708 2.755
PP 2.703 2.734
S1 2.698 2.714

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

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