NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 12-Mar-2012
Day Change Summary
Previous Current
09-Mar-2012 12-Mar-2012 Change Change % Previous Week
Open 2.886 2.895 0.009 0.3% 3.000
High 2.930 2.895 -0.035 -1.2% 3.004
Low 2.860 2.851 -0.009 -0.3% 2.823
Close 2.930 2.893 -0.037 -1.3% 2.930
Range 0.070 0.044 -0.026 -37.1% 0.181
ATR 0.089 0.088 -0.001 -0.8% 0.000
Volume 10,218 9,153 -1,065 -10.4% 33,924
Daily Pivots for day following 12-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.012 2.996 2.917
R3 2.968 2.952 2.905
R2 2.924 2.924 2.901
R1 2.908 2.908 2.897 2.894
PP 2.880 2.880 2.880 2.873
S1 2.864 2.864 2.889 2.850
S2 2.836 2.836 2.885
S3 2.792 2.820 2.881
S4 2.748 2.776 2.869
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 2.971 2.823 0.148 5.1% 0.060 2.1% 47% False False 7,583
10 3.148 2.823 0.325 11.2% 0.070 2.4% 22% False False 5,849
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 0.010
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.082
2.618 3.010
1.618 2.966
1.000 2.939
0.618 2.922
HIGH 2.895
0.618 2.878
0.500 2.873
0.382 2.868
LOW 2.851
0.618 2.824
1.000 2.807
1.618 2.780
2.618 2.736
4.250 2.664
Fisher Pivots for day following 12-Mar-2012
Pivot 1 day 3 day
R1 2.886 2.888
PP 2.880 2.882
S1 2.873 2.877

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

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