NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 04-Apr-2012
Day Change Summary
Previous Current
03-Apr-2012 04-Apr-2012 Change Change % Previous Week
Open 2.860 2.887 0.027 0.9% 2.973
High 2.908 2.889 -0.019 -0.7% 2.992
Low 2.848 2.849 0.001 0.0% 2.784
Close 2.895 2.859 -0.036 -1.2% 2.816
Range 0.060 0.040 -0.020 -33.3% 0.208
ATR 0.076 0.074 -0.002 -2.8% 0.000
Volume 9,451 5,902 -3,549 -37.6% 26,447
Daily Pivots for day following 04-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.986 2.962 2.881
R3 2.946 2.922 2.870
R2 2.906 2.906 2.866
R1 2.882 2.882 2.863 2.874
PP 2.866 2.866 2.866 2.862
S1 2.842 2.842 2.855 2.834
S2 2.826 2.826 2.852
S3 2.786 2.802 2.848
S4 2.746 2.762 2.837
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.488 3.360 2.930
R3 3.280 3.152 2.873
R2 3.072 3.072 2.854
R1 2.944 2.944 2.835 2.904
PP 2.864 2.864 2.864 2.844
S1 2.736 2.736 2.797 2.696
S2 2.656 2.656 2.778
S3 2.448 2.528 2.759
S4 2.240 2.320 2.702
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.908 2.784 0.124 4.3% 0.067 2.4% 60% False False 7,891
10 3.026 2.784 0.242 8.5% 0.063 2.2% 31% False False 5,814
20 3.065 2.784 0.281 9.8% 0.067 2.4% 27% False False 6,169
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 3.059
2.618 2.994
1.618 2.954
1.000 2.929
0.618 2.914
HIGH 2.889
0.618 2.874
0.500 2.869
0.382 2.864
LOW 2.849
0.618 2.824
1.000 2.809
1.618 2.784
2.618 2.744
4.250 2.679
Fisher Pivots for day following 04-Apr-2012
Pivot 1 day 3 day
R1 2.869 2.858
PP 2.866 2.857
S1 2.862 2.856

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

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