NYMEX Natural Gas Future September 2012


Trading Metrics calculated at close of trading on 30-Mar-2012
Day Change Summary
Previous Current
29-Mar-2012 30-Mar-2012 Change Change % Previous Week
Open 2.603 2.480 -0.123 -4.7% 2.688
High 2.603 2.514 -0.089 -3.4% 2.713
Low 2.471 2.455 -0.016 -0.6% 2.455
Close 2.486 2.492 0.006 0.2% 2.492
Range 0.132 0.059 -0.073 -55.3% 0.258
ATR 0.088 0.086 -0.002 -2.4% 0.000
Volume 14,709 18,052 3,343 22.7% 58,706
Daily Pivots for day following 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 2.664 2.637 2.524
R3 2.605 2.578 2.508
R2 2.546 2.546 2.503
R1 2.519 2.519 2.497 2.533
PP 2.487 2.487 2.487 2.494
S1 2.460 2.460 2.487 2.474
S2 2.428 2.428 2.481
S3 2.369 2.401 2.476
S4 2.310 2.342 2.460
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.327 3.168 2.634
R3 3.069 2.910 2.563
R2 2.811 2.811 2.539
R1 2.652 2.652 2.516 2.603
PP 2.553 2.553 2.553 2.529
S1 2.394 2.394 2.468 2.345
S2 2.295 2.295 2.445
S3 2.037 2.136 2.421
S4 1.779 1.878 2.350
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.713 2.455 0.258 10.4% 0.074 3.0% 14% False True 11,741
10 2.785 2.455 0.330 13.2% 0.071 2.9% 11% False True 9,551
20 2.785 2.455 0.330 13.2% 0.073 2.9% 11% False True 11,443
40 3.143 2.455 0.688 27.6% 0.089 3.6% 5% False True 11,535
60 3.401 2.455 0.946 38.0% 0.106 4.3% 4% False True 10,588
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 0.015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.765
2.618 2.668
1.618 2.609
1.000 2.573
0.618 2.550
HIGH 2.514
0.618 2.491
0.500 2.485
0.382 2.478
LOW 2.455
0.618 2.419
1.000 2.396
1.618 2.360
2.618 2.301
4.250 2.204
Fisher Pivots for day following 30-Mar-2012
Pivot 1 day 3 day
R1 2.490 2.547
PP 2.487 2.528
S1 2.485 2.510

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

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