NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 04-Apr-2012
Day Change Summary
Previous Current
03-Apr-2012 04-Apr-2012 Change Change % Previous Week
Open 2.623 2.632 0.009 0.3% 2.765
High 2.663 2.646 -0.017 -0.6% 2.774
Low 2.593 2.590 -0.003 -0.1% 2.524
Close 2.648 2.604 -0.044 -1.7% 2.569
Range 0.070 0.056 -0.014 -20.0% 0.250
ATR 0.089 0.087 -0.002 -2.5% 0.000
Volume 22,728 20,950 -1,778 -7.8% 94,811
Daily Pivots for day following 04-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.781 2.749 2.635
R3 2.725 2.693 2.619
R2 2.669 2.669 2.614
R1 2.637 2.637 2.609 2.625
PP 2.613 2.613 2.613 2.608
S1 2.581 2.581 2.599 2.569
S2 2.557 2.557 2.594
S3 2.501 2.525 2.589
S4 2.445 2.469 2.573
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 2.679 2.524 0.155 6.0% 0.083 3.2% 52% False False 22,757
10 2.813 2.524 0.289 11.1% 0.077 2.9% 28% False False 19,991
20 2.852 2.524 0.328 12.6% 0.078 3.0% 24% False False 20,458
40 3.198 2.524 0.674 25.9% 0.089 3.4% 12% False False 22,233
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 2.884
2.618 2.793
1.618 2.737
1.000 2.702
0.618 2.681
HIGH 2.646
0.618 2.625
0.500 2.618
0.382 2.611
LOW 2.590
0.618 2.555
1.000 2.534
1.618 2.499
2.618 2.443
4.250 2.352
Fisher Pivots for day following 04-Apr-2012
Pivot 1 day 3 day
R1 2.618 2.604
PP 2.613 2.603
S1 2.609 2.603

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

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