NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 22-Mar-2012
Day Change Summary
Previous Current
21-Mar-2012 22-Mar-2012 Change Change % Previous Week
Open 2.770 2.774 0.004 0.1% 2.695
High 2.800 2.813 0.013 0.5% 2.818
Low 2.735 2.692 -0.043 -1.6% 2.641
Close 2.799 2.736 -0.063 -2.3% 2.793
Range 0.065 0.121 0.056 86.2% 0.177
ATR 0.097 0.099 0.002 1.8% 0.000
Volume 18,373 14,290 -4,083 -22.2% 111,387
Daily Pivots for day following 22-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.110 3.044 2.803
R3 2.989 2.923 2.769
R2 2.868 2.868 2.758
R1 2.802 2.802 2.747 2.775
PP 2.747 2.747 2.747 2.733
S1 2.681 2.681 2.725 2.654
S2 2.626 2.626 2.714
S3 2.505 2.560 2.703
S4 2.384 2.439 2.669
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.282 3.214 2.890
R3 3.105 3.037 2.842
R2 2.928 2.928 2.825
R1 2.860 2.860 2.809 2.894
PP 2.751 2.751 2.751 2.768
S1 2.683 2.683 2.777 2.717
S2 2.574 2.574 2.761
S3 2.397 2.506 2.744
S4 2.220 2.329 2.696
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.852 2.692 0.160 5.8% 0.079 2.9% 28% False True 17,544
10 2.852 2.641 0.211 7.7% 0.084 3.1% 45% False False 19,949
20 3.155 2.635 0.520 19.0% 0.087 3.2% 19% False False 20,549
40 3.210 2.635 0.575 21.0% 0.109 4.0% 18% False False 23,396
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 3.327
2.618 3.130
1.618 3.009
1.000 2.934
0.618 2.888
HIGH 2.813
0.618 2.767
0.500 2.753
0.382 2.738
LOW 2.692
0.618 2.617
1.000 2.571
1.618 2.496
2.618 2.375
4.250 2.178
Fisher Pivots for day following 22-Mar-2012
Pivot 1 day 3 day
R1 2.753 2.761
PP 2.747 2.752
S1 2.742 2.744

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

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