NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 13-Mar-2012
Day Change Summary
Previous Current
12-Mar-2012 13-Mar-2012 Change Change % Previous Week
Open 2.895 2.895 0.000 0.0% 3.000
High 2.895 2.970 0.075 2.6% 3.004
Low 2.851 2.840 -0.011 -0.4% 2.823
Close 2.893 2.940 0.047 1.6% 2.930
Range 0.044 0.130 0.086 195.5% 0.181
ATR 0.088 0.091 0.003 3.4% 0.000
Volume 9,153 7,796 -1,357 -14.8% 33,924
Daily Pivots for day following 13-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.307 3.253 3.012
R3 3.177 3.123 2.976
R2 3.047 3.047 2.964
R1 2.993 2.993 2.952 3.020
PP 2.917 2.917 2.917 2.930
S1 2.863 2.863 2.928 2.890
S2 2.787 2.787 2.916
S3 2.657 2.733 2.904
S4 2.527 2.603 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 2.970 2.823 0.147 5.0% 0.075 2.6% 80% True False 8,020
10 3.126 2.823 0.303 10.3% 0.073 2.5% 39% False False 6,253
20 3.364 2.823 0.541 18.4% 0.086 2.9% 22% False False 5,946
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 3.523
2.618 3.310
1.618 3.180
1.000 3.100
0.618 3.050
HIGH 2.970
0.618 2.920
0.500 2.905
0.382 2.890
LOW 2.840
0.618 2.760
1.000 2.710
1.618 2.630
2.618 2.500
4.250 2.288
Fisher Pivots for day following 13-Mar-2012
Pivot 1 day 3 day
R1 2.928 2.928
PP 2.917 2.917
S1 2.905 2.905

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

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