NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 07-Mar-2012
Day Change Summary
Previous Current
06-Mar-2012 07-Mar-2012 Change Change % Previous Week
Open 2.940 2.909 -0.031 -1.1% 3.216
High 2.971 2.909 -0.062 -2.1% 3.270
Low 2.917 2.849 -0.068 -2.3% 3.005
Close 2.925 2.872 -0.053 -1.8% 3.050
Range 0.054 0.060 0.006 11.1% 0.265
ATR 0.093 0.092 -0.001 -1.3% 0.000
Volume 5,612 7,521 1,909 34.0% 18,476
Daily Pivots for day following 07-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.057 3.024 2.905
R3 2.997 2.964 2.889
R2 2.937 2.937 2.883
R1 2.904 2.904 2.878 2.891
PP 2.877 2.877 2.877 2.870
S1 2.844 2.844 2.867 2.831
S2 2.817 2.817 2.861
S3 2.757 2.784 2.856
S4 2.697 2.724 2.839
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.903 3.742 3.196
R3 3.638 3.477 3.123
R2 3.373 3.373 3.099
R1 3.212 3.212 3.074 3.160
PP 3.108 3.108 3.108 3.083
S1 2.947 2.947 3.026 2.895
S2 2.843 2.843 3.001
S3 2.578 2.682 2.977
S4 2.313 2.417 2.904
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.105 2.849 0.256 8.9% 0.063 2.2% 9% False True 5,404
10 3.361 2.849 0.512 17.8% 0.085 2.9% 4% False True 4,716
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 0.010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.164
2.618 3.066
1.618 3.006
1.000 2.969
0.618 2.946
HIGH 2.909
0.618 2.886
0.500 2.879
0.382 2.872
LOW 2.849
0.618 2.812
1.000 2.789
1.618 2.752
2.618 2.692
4.250 2.594
Fisher Pivots for day following 07-Mar-2012
Pivot 1 day 3 day
R1 2.879 2.927
PP 2.877 2.908
S1 2.874 2.890

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

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