NYMEX Natural Gas Future November 2012

Trading Metrics calculated at close of trading on 09-Mar-2012

Day Change Summary
	Previous	Current
	08-Mar-2012	09-Mar-2012	Change	Change %	Previous Week
Open	2.862	2.886	0.024	0.8%	3.000
High	2.896	2.930	0.034	1.2%	3.004
Low	2.823	2.860	0.037	1.3%	2.823
Close	2.867	2.930	0.063	2.2%	2.930
Range	0.073	0.070	-0.003	-4.1%	0.181
ATR	0.090	0.089	-0.001	-1.6%	0.000
Volume	5,415	10,218	4,803	88.7%	33,924

Daily Pivots for day following 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.117	3.093	2.969
R3	3.047	3.023	2.949
R2	2.977	2.977	2.943
R1	2.953	2.953	2.936	2.965
PP	2.907	2.907	2.907	2.913
S1	2.883	2.883	2.924	2.895
S2	2.837	2.837	2.917
S3	2.767	2.813	2.911
S4	2.697	2.743	2.892

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.462	3.377	3.030
R3	3.281	3.196	2.980
R2	3.100	3.100	2.963
R1	3.015	3.015	2.947	2.967
PP	2.919	2.919	2.919	2.895
S1	2.834	2.834	2.913	2.786
S2	2.738	2.738	2.897
S3	2.557	2.653	2.880
S4	2.376	2.472	2.830

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.004	2.823	0.181	6.2%	0.064	2.2%	59%	False	False	6,784
10	3.270	2.823	0.447	15.3%	0.078	2.7%	24%	False	False	5,240

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	0.015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.228
2.618	3.113
1.618	3.043
1.000	3.000
0.618	2.973
HIGH	2.930
0.618	2.903
0.500	2.895
0.382	2.887
LOW	2.860
0.618	2.817
1.000	2.790
1.618	2.747
2.618	2.677
4.250	2.563

Fisher Pivots for day following 09-Mar-2012
Pivot	1 day	3 day
R1	2.918	2.912
PP	2.907	2.894
S1	2.895	2.877

Download as Excel Spreadsheet

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

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