NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 02-Apr-2012
Day Change Summary
Previous Current
30-Mar-2012 02-Apr-2012 Change Change % Previous Week
Open 2.564 2.569 0.005 0.2% 2.765
High 2.589 2.634 0.045 1.7% 2.774
Low 2.524 2.543 0.019 0.8% 2.524
Close 2.569 2.625 0.056 2.2% 2.569
Range 0.065 0.091 0.026 40.0% 0.250
ATR 0.090 0.090 0.000 0.1% 0.000
Volume 24,231 27,734 3,503 14.5% 94,811
Daily Pivots for day following 02-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.874 2.840 2.675
R3 2.783 2.749 2.650
R2 2.692 2.692 2.642
R1 2.658 2.658 2.633 2.675
PP 2.601 2.601 2.601 2.609
S1 2.567 2.567 2.617 2.584
S2 2.510 2.510 2.608
S3 2.419 2.476 2.600
S4 2.328 2.385 2.575
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 2.728 2.524 0.204 7.8% 0.079 3.0% 50% False False 21,674
10 2.829 2.524 0.305 11.6% 0.076 2.9% 33% False False 18,880
20 2.852 2.524 0.328 12.5% 0.078 3.0% 31% False False 20,498
40 3.198 2.524 0.674 25.7% 0.093 3.5% 15% False False 22,538
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 0.018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.021
2.618 2.872
1.618 2.781
1.000 2.725
0.618 2.690
HIGH 2.634
0.618 2.599
0.500 2.589
0.382 2.578
LOW 2.543
0.618 2.487
1.000 2.452
1.618 2.396
2.618 2.305
4.250 2.156
Fisher Pivots for day following 02-Apr-2012
Pivot 1 day 3 day
R1 2.613 2.617
PP 2.601 2.609
S1 2.589 2.602

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

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