NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 03-Apr-2012
Day Change Summary
Previous Current
02-Apr-2012 03-Apr-2012 Change Change % Previous Week
Open 2.569 2.623 0.054 2.1% 2.765
High 2.634 2.663 0.029 1.1% 2.774
Low 2.543 2.593 0.050 2.0% 2.524
Close 2.625 2.648 0.023 0.9% 2.569
Range 0.091 0.070 -0.021 -23.1% 0.250
ATR 0.090 0.089 -0.001 -1.6% 0.000
Volume 27,734 22,728 -5,006 -18.1% 94,811
Daily Pivots for day following 03-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.845 2.816 2.687
R3 2.775 2.746 2.667
R2 2.705 2.705 2.661
R1 2.676 2.676 2.654 2.691
PP 2.635 2.635 2.635 2.642
S1 2.606 2.606 2.642 2.621
S2 2.565 2.565 2.635
S3 2.495 2.536 2.629
S4 2.425 2.466 2.610
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 2.705 2.524 0.181 6.8% 0.081 3.1% 69% False False 23,352
10 2.813 2.524 0.289 10.9% 0.078 2.9% 43% False False 19,734
20 2.852 2.524 0.328 12.4% 0.078 3.0% 38% False False 20,804
40 3.198 2.524 0.674 25.5% 0.092 3.5% 18% False False 22,349
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 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.961
2.618 2.846
1.618 2.776
1.000 2.733
0.618 2.706
HIGH 2.663
0.618 2.636
0.500 2.628
0.382 2.620
LOW 2.593
0.618 2.550
1.000 2.523
1.618 2.480
2.618 2.410
4.250 2.296
Fisher Pivots for day following 03-Apr-2012
Pivot 1 day 3 day
R1 2.641 2.630
PP 2.635 2.612
S1 2.628 2.594

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

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