NYMEX Natural Gas Future December 2012

Trading Metrics calculated at close of trading on 29-Mar-2012

Day Change Summary
	Previous	Current
	28-Mar-2012	29-Mar-2012	Change	Change %	Previous Week
Open	3.260	3.244	-0.016	-0.5%	3.356
High	3.272	3.244	-0.028	-0.9%	3.401
Low	3.231	3.135	-0.096	-3.0%	3.250
Close	3.263	3.150	-0.113	-3.5%	3.301
Range	0.041	0.109	0.068	165.9%	0.151
ATR
Volume	5,897	5,001	-896	-15.2%	22,509

Daily Pivots for day following 29-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.503	3.436	3.210
R3	3.394	3.327	3.180
R2	3.285	3.285	3.170
R1	3.218	3.218	3.160	3.197
PP	3.176	3.176	3.176	3.166
S1	3.109	3.109	3.140	3.088
S2	3.067	3.067	3.130
S3	2.958	3.000	3.120
S4	2.849	2.891	3.090

Weekly Pivots for week ending 23-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.770	3.687	3.384
R3	3.619	3.536	3.343
R2	3.468	3.468	3.329
R1	3.385	3.385	3.315	3.351
PP	3.317	3.317	3.317	3.301
S1	3.234	3.234	3.287	3.200
S2	3.166	3.166	3.273
S3	3.015	3.083	3.259
S4	2.864	2.932	3.218

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.339	3.135	0.204	6.5%	0.065	2.1%	7%	False	True	4,195
10	3.401	3.135	0.266	8.4%	0.069	2.2%	6%	False	True	5,199

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	3.707
2.618	3.529
1.618	3.420
1.000	3.353
0.618	3.311
HIGH	3.244
0.618	3.202
0.500	3.190
0.382	3.177
LOW	3.135
0.618	3.068
1.000	3.026
1.618	2.959
2.618	2.850
4.250	2.672

Fisher Pivots for day following 29-Mar-2012
Pivot	1 day	3 day
R1	3.190	3.219
PP	3.176	3.196
S1	3.163	3.173

Download as Excel Spreadsheet

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

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