NYMEX Natural Gas Future September 2012


Trading Metrics calculated at close of trading on 23-Mar-2012
Day Change Summary
Previous Current
22-Mar-2012 23-Mar-2012 Change Change % Previous Week
Open 2.733 2.657 -0.076 -2.8% 2.726
High 2.733 2.709 -0.024 -0.9% 2.785
Low 2.658 2.657 -0.001 0.0% 2.657
Close 2.667 2.670 0.003 0.1% 2.670
Range 0.075 0.052 -0.023 -30.7% 0.128
ATR 0.092 0.090 -0.003 -3.1% 0.000
Volume 6,212 11,131 4,919 79.2% 36,806
Daily Pivots for day following 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 2.835 2.804 2.699
R3 2.783 2.752 2.684
R2 2.731 2.731 2.680
R1 2.700 2.700 2.675 2.716
PP 2.679 2.679 2.679 2.686
S1 2.648 2.648 2.665 2.664
S2 2.627 2.627 2.660
S3 2.575 2.596 2.656
S4 2.523 2.544 2.641
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.088 3.007 2.740
R3 2.960 2.879 2.705
R2 2.832 2.832 2.693
R1 2.751 2.751 2.682 2.728
PP 2.704 2.704 2.704 2.692
S1 2.623 2.623 2.658 2.600
S2 2.576 2.576 2.647
S3 2.448 2.495 2.635
S4 2.320 2.367 2.600
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.785 2.657 0.128 4.8% 0.069 2.6% 10% False True 7,361
10 2.785 2.581 0.204 7.6% 0.076 2.8% 44% False False 10,684
20 3.048 2.579 0.469 17.6% 0.077 2.9% 19% False False 10,888
40 3.167 2.579 0.588 22.0% 0.100 3.7% 15% False False 11,137
60 3.453 2.579 0.874 32.7% 0.107 4.0% 10% False False 9,826
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook True
Bull Hook False
Stretch 0.020
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 2.930
2.618 2.845
1.618 2.793
1.000 2.761
0.618 2.741
HIGH 2.709
0.618 2.689
0.500 2.683
0.382 2.677
LOW 2.657
0.618 2.625
1.000 2.605
1.618 2.573
2.618 2.521
4.250 2.436
Fisher Pivots for day following 23-Mar-2012
Pivot 1 day 3 day
R1 2.683 2.697
PP 2.679 2.688
S1 2.674 2.679

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

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