NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 07-Mar-2012
Day Change Summary
Previous Current
06-Mar-2012 07-Mar-2012 Change Change % Previous Week
Open 2.765 2.730 -0.035 -1.3% 3.056
High 2.790 2.732 -0.058 -2.1% 3.104
Low 2.731 2.668 -0.063 -2.3% 2.827
Close 2.748 2.692 -0.056 -2.0% 2.872
Range 0.059 0.064 0.005 8.5% 0.277
ATR 0.117 0.114 -0.003 -2.3% 0.000
Volume 16,613 27,859 11,246 67.7% 99,207
Daily Pivots for day following 07-Mar-2012
Classic Woodie Camarilla DeMark
R4 2.889 2.855 2.727
R3 2.825 2.791 2.710
R2 2.761 2.761 2.704
R1 2.727 2.727 2.698 2.712
PP 2.697 2.697 2.697 2.690
S1 2.663 2.663 2.686 2.648
S2 2.633 2.633 2.680
S3 2.569 2.599 2.674
S4 2.505 2.535 2.657
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.765 3.596 3.024
R3 3.488 3.319 2.948
R2 3.211 3.211 2.923
R1 3.042 3.042 2.897 2.988
PP 2.934 2.934 2.934 2.908
S1 2.765 2.765 2.847 2.711
S2 2.657 2.657 2.821
S3 2.380 2.488 2.796
S4 2.103 2.211 2.720
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.934 2.668 0.266 9.9% 0.071 2.6% 9% False True 21,695
10 3.198 2.668 0.530 19.7% 0.094 3.5% 5% False True 20,397
20 3.198 2.668 0.530 19.7% 0.100 3.7% 5% False True 24,008
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.004
2.618 2.900
1.618 2.836
1.000 2.796
0.618 2.772
HIGH 2.732
0.618 2.708
0.500 2.700
0.382 2.692
LOW 2.668
0.618 2.628
1.000 2.604
1.618 2.564
2.618 2.500
4.250 2.396
Fisher Pivots for day following 07-Mar-2012
Pivot 1 day 3 day
R1 2.700 2.753
PP 2.697 2.732
S1 2.695 2.712

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

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