NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 12-Mar-2012

Day Change Summary
	Previous	Current
	09-Mar-2012	12-Mar-2012	Change	Change %	Previous Week
Open	2.653	2.647	-0.006	-0.2%	2.770
High	2.686	2.647	-0.039	-1.5%	2.777
Low	2.615	2.599	-0.016	-0.6%	2.579
Close	2.685	2.638	-0.047	-1.8%	2.685
Range	0.071	0.048	-0.023	-32.4%	0.198
ATR	0.104	0.103	-0.001	-1.2%	0.000
Volume	15,868	15,639	-229	-1.4%	63,313

Daily Pivots for day following 12-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.772	2.753	2.664
R3	2.724	2.705	2.651
R2	2.676	2.676	2.647
R1	2.657	2.657	2.642	2.643
PP	2.628	2.628	2.628	2.621
S1	2.609	2.609	2.634	2.595
S2	2.580	2.580	2.629
S3	2.532	2.561	2.625
S4	2.484	2.513	2.612

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.274	3.178	2.794
R3	3.076	2.980	2.739
R2	2.878	2.878	2.721
R1	2.782	2.782	2.703	2.731
PP	2.680	2.680	2.680	2.655
S1	2.584	2.584	2.667	2.533
S2	2.482	2.482	2.649
S3	2.284	2.386	2.631
S4	2.086	2.188	2.576

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.735	2.579	0.156	5.9%	0.062	2.4%	38%	False	False	14,227
10	2.905	2.579	0.326	12.4%	0.069	2.6%	18%	False	False	11,809
20	3.143	2.579	0.564	21.4%	0.090	3.4%	10%	False	False	11,622
40	3.170	2.579	0.591	22.4%	0.116	4.4%	10%	False	False	11,049
60	3.536	2.579	0.957	36.3%	0.106	4.0%	6%	False	False	8,729

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.011
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	2.851
2.618	2.773
1.618	2.725
1.000	2.695
0.618	2.677
HIGH	2.647
0.618	2.629
0.500	2.623
0.382	2.617
LOW	2.599
0.618	2.569
1.000	2.551
1.618	2.521
2.618	2.473
4.250	2.395

Fisher Pivots for day following 12-Mar-2012
Pivot	1 day	3 day
R1	2.633	2.636
PP	2.628	2.634
S1	2.623	2.633

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