NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 14-Mar-2012
Day Change Summary
Previous Current
13-Mar-2012 14-Mar-2012 Change Change % Previous Week
Open 2.895 2.928 0.033 1.1% 3.000
High 2.970 3.010 0.040 1.3% 3.004
Low 2.840 2.911 0.071 2.5% 2.823
Close 2.940 2.986 0.046 1.6% 2.930
Range 0.130 0.099 -0.031 -23.8% 0.181
ATR 0.091 0.092 0.001 0.6% 0.000
Volume 7,796 7,497 -299 -3.8% 33,924
Daily Pivots for day following 14-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.266 3.225 3.040
R3 3.167 3.126 3.013
R2 3.068 3.068 3.004
R1 3.027 3.027 2.995 3.048
PP 2.969 2.969 2.969 2.979
S1 2.928 2.928 2.977 2.949
S2 2.870 2.870 2.968
S3 2.771 2.829 2.959
S4 2.672 2.730 2.932
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 3.010 2.823 0.187 6.3% 0.083 2.8% 87% True False 8,015
10 3.105 2.823 0.282 9.4% 0.073 2.4% 58% False False 6,710
20 3.364 2.823 0.541 18.1% 0.088 3.0% 30% False False 6,076
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 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.431
2.618 3.269
1.618 3.170
1.000 3.109
0.618 3.071
HIGH 3.010
0.618 2.972
0.500 2.961
0.382 2.949
LOW 2.911
0.618 2.850
1.000 2.812
1.618 2.751
2.618 2.652
4.250 2.490
Fisher Pivots for day following 14-Mar-2012
Pivot 1 day 3 day
R1 2.978 2.966
PP 2.969 2.945
S1 2.961 2.925

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

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