NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 14-Mar-2012

Day Change Summary
	Previous	Current
	13-Mar-2012	14-Mar-2012	Change	Change %	Previous Week
Open	2.632	2.678	0.046	1.7%	2.770
High	2.707	2.746	0.039	1.4%	2.777
Low	2.581	2.638	0.057	2.2%	2.579
Close	2.677	2.708	0.031	1.2%	2.685
Range	0.126	0.108	-0.018	-14.3%	0.198
ATR	0.105	0.105	0.000	0.2%	0.000
Volume	13,833	15,511	1,678	12.1%	63,313

Daily Pivots for day following 14-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.021	2.973	2.767
R3	2.913	2.865	2.738
R2	2.805	2.805	2.728
R1	2.757	2.757	2.718	2.781
PP	2.697	2.697	2.697	2.710
S1	2.649	2.649	2.698	2.673
S2	2.589	2.589	2.688
S3	2.481	2.541	2.678
S4	2.373	2.433	2.649

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	2.746	2.579	0.167	6.2%	0.086	3.2%	77%	True	False	16,134
10	2.868	2.579	0.289	10.7%	0.074	2.7%	45%	False	False	13,078
20	3.143	2.579	0.564	20.8%	0.096	3.5%	23%	False	False	11,944
40	3.170	2.579	0.591	21.8%	0.117	4.3%	22%	False	False	11,317
60	3.523	2.579	0.944	34.9%	0.107	4.0%	14%	False	False	9,133

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.205
2.618	3.029
1.618	2.921
1.000	2.854
0.618	2.813
HIGH	2.746
0.618	2.705
0.500	2.692
0.382	2.679
LOW	2.638
0.618	2.571
1.000	2.530
1.618	2.463
2.618	2.355
4.250	2.179

Fisher Pivots for day following 14-Mar-2012
Pivot	1 day	3 day
R1	2.703	2.693
PP	2.697	2.678
S1	2.692	2.664

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