NYMEX Natural Gas Future October 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 2.673 2.564 -0.109 -4.1% 2.765
High 2.679 2.589 -0.090 -3.4% 2.774
Low 2.544 2.524 -0.020 -0.8% 2.524
Close 2.559 2.569 0.010 0.4% 2.569
Range 0.135 0.065 -0.070 -51.9% 0.250
ATR 0.092 0.090 -0.002 -2.1% 0.000
Volume 18,145 24,231 6,086 33.5% 94,811
Daily Pivots for day following 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 2.756 2.727 2.605
R3 2.691 2.662 2.587
R2 2.626 2.626 2.581
R1 2.597 2.597 2.575 2.612
PP 2.561 2.561 2.561 2.568
S1 2.532 2.532 2.563 2.547
S2 2.496 2.496 2.557
S3 2.431 2.467 2.551
S4 2.366 2.402 2.533
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.372 3.221 2.707
R3 3.122 2.971 2.638
R2 2.872 2.872 2.615
R1 2.721 2.721 2.592 2.672
PP 2.622 2.622 2.622 2.598
S1 2.471 2.471 2.546 2.422
S2 2.372 2.372 2.523
S3 2.122 2.221 2.500
S4 1.872 1.971 2.432
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.774 2.524 0.250 9.7% 0.076 2.9% 18% False True 18,962
10 2.852 2.524 0.328 12.8% 0.077 3.0% 14% False True 17,550
20 2.852 2.524 0.328 12.8% 0.077 3.0% 14% False True 20,043
40 3.198 2.524 0.674 26.2% 0.094 3.6% 7% False True 22,672
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 0.019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.865
2.618 2.759
1.618 2.694
1.000 2.654
0.618 2.629
HIGH 2.589
0.618 2.564
0.500 2.557
0.382 2.549
LOW 2.524
0.618 2.484
1.000 2.459
1.618 2.419
2.618 2.354
4.250 2.248
Fisher Pivots for day following 30-Mar-2012
Pivot 1 day 3 day
R1 2.565 2.615
PP 2.561 2.599
S1 2.557 2.584

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

View Archives - Comment on this page... - Back to Index of Symbols