NYMEX Natural Gas Future May 2013

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	3.418	3.373	-0.045	-1.3%	3.462
High	3.418	3.377	-0.041	-1.2%	3.526
Low	3.394	3.306	-0.088	-2.6%	3.418
Close	3.415	3.320	-0.095	-2.8%	3.440
Range	0.024	0.071	0.047	195.8%	0.108
ATR	0.059	0.063	0.004	6.0%	0.000
Volume	417	589	172	41.2%	1,701

Daily Pivots for day following 29-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.547	3.505	3.359
R3	3.476	3.434	3.340
R2	3.405	3.405	3.333
R1	3.363	3.363	3.327	3.349
PP	3.334	3.334	3.334	3.327
S1	3.292	3.292	3.313	3.278
S2	3.263	3.263	3.307
S3	3.192	3.221	3.300
S4	3.121	3.150	3.281

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	3.466	3.306	0.160	4.8%	0.037	1.1%	9%	False	True	358
10	3.526	3.306	0.220	6.6%	0.040	1.2%	6%	False	True	353
20	3.526	3.275	0.251	7.6%	0.047	1.4%	18%	False	False	410
40	3.750	3.275	0.475	14.3%	0.057	1.7%	9%	False	False	545

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	0.001
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	3.679
2.618	3.563
1.618	3.492
1.000	3.448
0.618	3.421
HIGH	3.377
0.618	3.350
0.500	3.342
0.382	3.333
LOW	3.306
0.618	3.262
1.000	3.235
1.618	3.191
2.618	3.120
4.250	3.004

Fisher Pivots for day following 29-Mar-2012
Pivot	1 day	3 day
R1	3.342	3.367
PP	3.334	3.351
S1	3.327	3.336

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