NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 28-Mar-2012
Day Change Summary
Previous Current
27-Mar-2012 28-Mar-2012 Change Change % Previous Week
Open 2.694 2.684 -0.010 -0.4% 2.798
High 2.728 2.705 -0.023 -0.8% 2.852
Low 2.670 2.660 -0.010 -0.4% 2.692
Close 2.701 2.691 -0.010 -0.4% 2.738
Range 0.058 0.045 -0.013 -22.4% 0.160
ATR 0.091 0.088 -0.003 -3.6% 0.000
Volume 14,335 23,926 9,591 66.9% 80,690
Daily Pivots for day following 28-Mar-2012
Classic Woodie Camarilla DeMark
R4 2.820 2.801 2.716
R3 2.775 2.756 2.703
R2 2.730 2.730 2.699
R1 2.711 2.711 2.695 2.721
PP 2.685 2.685 2.685 2.690
S1 2.666 2.666 2.687 2.676
S2 2.640 2.640 2.683
S3 2.595 2.621 2.679
S4 2.550 2.576 2.666
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.241 3.149 2.826
R3 3.081 2.989 2.782
R2 2.921 2.921 2.767
R1 2.829 2.829 2.753 2.795
PP 2.761 2.761 2.761 2.744
S1 2.669 2.669 2.723 2.635
S2 2.601 2.601 2.709
S3 2.441 2.509 2.694
S4 2.281 2.349 2.650
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.813 2.660 0.153 5.7% 0.070 2.6% 20% False True 17,225
10 2.852 2.660 0.192 7.1% 0.071 2.6% 16% False True 18,417
20 2.934 2.635 0.299 11.1% 0.075 2.8% 19% False False 20,193
40 3.198 2.635 0.563 20.9% 0.097 3.6% 10% False False 22,870
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Narrowest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 2.896
2.618 2.823
1.618 2.778
1.000 2.750
0.618 2.733
HIGH 2.705
0.618 2.688
0.500 2.683
0.382 2.677
LOW 2.660
0.618 2.632
1.000 2.615
1.618 2.587
2.618 2.542
4.250 2.469
Fisher Pivots for day following 28-Mar-2012
Pivot 1 day 3 day
R1 2.688 2.717
PP 2.685 2.708
S1 2.683 2.700

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

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