NYMEX Natural Gas Future May 2013

Trading Metrics calculated at close of trading on 27-Mar-2012

Day Change Summary
	Previous	Current
	26-Mar-2012	27-Mar-2012	Change	Change %	Previous Week
Open	3.414	3.392	-0.022	-0.6%	3.462
High	3.438	3.428	-0.010	-0.3%	3.526
Low	3.414	3.392	-0.022	-0.6%	3.418
Close	3.426	3.423	-0.003	-0.1%	3.440
Range	0.024	0.036	0.012	50.0%	0.108
ATR	0.064	0.062	-0.002	-3.1%	0.000
Volume	64	332	268	418.8%	1,701

Daily Pivots for day following 27-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.522	3.509	3.443
R3	3.486	3.473	3.433
R2	3.450	3.450	3.430
R1	3.437	3.437	3.426	3.444
PP	3.414	3.414	3.414	3.418
S1	3.401	3.401	3.420	3.408
S2	3.378	3.378	3.416
S3	3.342	3.365	3.413
S4	3.306	3.329	3.403

Weekly Pivots for week ending 23-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.785	3.721	3.499
R3	3.677	3.613	3.470
R2	3.569	3.569	3.460
R1	3.505	3.505	3.450	3.483
PP	3.461	3.461	3.461	3.451
S1	3.397	3.397	3.430	3.375
S2	3.353	3.353	3.420
S3	3.245	3.289	3.410
S4	3.137	3.181	3.381

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.478	3.392	0.086	2.5%	0.035	1.0%	36%	False	True	289
10	3.526	3.387	0.139	4.1%	0.041	1.2%	26%	False	False	350
20	3.539	3.275	0.264	7.7%	0.049	1.4%	56%	False	False	388
40	3.750	3.275	0.475	13.9%	0.058	1.7%	31%	False	False	530

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.001
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.581
2.618	3.522
1.618	3.486
1.000	3.464
0.618	3.450
HIGH	3.428
0.618	3.414
0.500	3.410
0.382	3.406
LOW	3.392
0.618	3.370
1.000	3.356
1.618	3.334
2.618	3.298
4.250	3.239

Fisher Pivots for day following 27-Mar-2012
Pivot	1 day	3 day
R1	3.419	3.429
PP	3.414	3.427
S1	3.410	3.425

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