NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 28-Mar-2012
Day Change Summary
Previous Current
27-Mar-2012 28-Mar-2012 Change Change % Previous Week
Open 2.940 2.912 -0.028 -1.0% 3.018
High 2.958 2.935 -0.023 -0.8% 3.065
Low 2.900 2.888 -0.012 -0.4% 2.950
Close 2.929 2.918 -0.011 -0.4% 2.960
Range 0.058 0.047 -0.011 -19.0% 0.115
ATR 0.077 0.075 -0.002 -2.8% 0.000
Volume 3,518 5,156 1,638 46.6% 20,687
Daily Pivots for day following 28-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.055 3.033 2.944
R3 3.008 2.986 2.931
R2 2.961 2.961 2.927
R1 2.939 2.939 2.922 2.950
PP 2.914 2.914 2.914 2.919
S1 2.892 2.892 2.914 2.903
S2 2.867 2.867 2.909
S3 2.820 2.845 2.905
S4 2.773 2.798 2.892
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.337 3.263 3.023
R3 3.222 3.148 2.992
R2 3.107 3.107 2.981
R1 3.033 3.033 2.971 3.013
PP 2.992 2.992 2.992 2.981
S1 2.918 2.918 2.949 2.898
S2 2.877 2.877 2.939
S3 2.762 2.803 2.928
S4 2.647 2.688 2.897
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.026 2.888 0.138 4.7% 0.059 2.0% 22% False True 3,736
10 3.065 2.888 0.177 6.1% 0.059 2.0% 17% False True 4,384
20 3.105 2.823 0.282 9.7% 0.066 2.3% 34% False False 5,547
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.135
2.618 3.058
1.618 3.011
1.000 2.982
0.618 2.964
HIGH 2.935
0.618 2.917
0.500 2.912
0.382 2.906
LOW 2.888
0.618 2.859
1.000 2.841
1.618 2.812
2.618 2.765
4.250 2.688
Fisher Pivots for day following 28-Mar-2012
Pivot 1 day 3 day
R1 2.916 2.940
PP 2.914 2.933
S1 2.912 2.925

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

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