NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 29-Mar-2012
Day Change Summary
Previous Current
28-Mar-2012 29-Mar-2012 Change Change % Previous Week
Open 2.684 2.673 -0.011 -0.4% 2.798
High 2.705 2.679 -0.026 -1.0% 2.852
Low 2.660 2.544 -0.116 -4.4% 2.692
Close 2.691 2.559 -0.132 -4.9% 2.738
Range 0.045 0.135 0.090 200.0% 0.160
ATR 0.088 0.092 0.004 4.8% 0.000
Volume 23,926 18,145 -5,781 -24.2% 80,690
Daily Pivots for day following 29-Mar-2012
Classic Woodie Camarilla DeMark
R4 2.999 2.914 2.633
R3 2.864 2.779 2.596
R2 2.729 2.729 2.584
R1 2.644 2.644 2.571 2.619
PP 2.594 2.594 2.594 2.582
S1 2.509 2.509 2.547 2.484
S2 2.459 2.459 2.534
S3 2.324 2.374 2.522
S4 2.189 2.239 2.485
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 2.779 2.544 0.235 9.2% 0.073 2.9% 6% False True 17,996
10 2.852 2.544 0.308 12.0% 0.076 3.0% 5% False True 17,770
20 2.894 2.544 0.350 13.7% 0.076 3.0% 4% False True 19,978
40 3.198 2.544 0.654 25.6% 0.098 3.8% 2% False True 22,674
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 3.253
2.618 3.032
1.618 2.897
1.000 2.814
0.618 2.762
HIGH 2.679
0.618 2.627
0.500 2.612
0.382 2.596
LOW 2.544
0.618 2.461
1.000 2.409
1.618 2.326
2.618 2.191
4.250 1.970
Fisher Pivots for day following 29-Mar-2012
Pivot 1 day 3 day
R1 2.612 2.636
PP 2.594 2.610
S1 2.577 2.585

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

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