NYMEX Natural Gas Future May 2013

Trading Metrics calculated at close of trading on 02-Apr-2012

Day Change Summary
	Previous	Current
	30-Mar-2012	02-Apr-2012	Change	Change %	Previous Week
Open	3.310	3.366	0.056	1.7%	3.414
High	3.375	3.427	0.052	1.5%	3.438
Low	3.310	3.366	0.056	1.7%	3.306
Close	3.358	3.417	0.059	1.8%	3.358
Range	0.065	0.061	-0.004	-6.2%	0.132
ATR	0.063	0.064	0.000	0.7%	0.000
Volume	965	758	-207	-21.5%	2,367

Daily Pivots for day following 02-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.586	3.563	3.451
R3	3.525	3.502	3.434
R2	3.464	3.464	3.428
R1	3.441	3.441	3.423	3.453
PP	3.403	3.403	3.403	3.409
S1	3.380	3.380	3.411	3.392
S2	3.342	3.342	3.406
S3	3.281	3.319	3.400
S4	3.220	3.258	3.383

Weekly Pivots for week ending 30-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.763	3.693	3.431
R3	3.631	3.561	3.394
R2	3.499	3.499	3.382
R1	3.429	3.429	3.370	3.398
PP	3.367	3.367	3.367	3.352
S1	3.297	3.297	3.346	3.266
S2	3.235	3.235	3.334
S3	3.103	3.165	3.322
S4	2.971	3.033	3.285

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.428	3.306	0.122	3.6%	0.051	1.5%	91%	False	False	612
10	3.490	3.306	0.184	5.4%	0.043	1.3%	60%	False	False	451
20	3.526	3.275	0.251	7.3%	0.051	1.5%	57%	False	False	461
40	3.750	3.275	0.475	13.9%	0.055	1.6%	30%	False	False	565

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.001
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.686
2.618	3.587
1.618	3.526
1.000	3.488
0.618	3.465
HIGH	3.427
0.618	3.404
0.500	3.397
0.382	3.389
LOW	3.366
0.618	3.328
1.000	3.305
1.618	3.267
2.618	3.206
4.250	3.107

Fisher Pivots for day following 02-Apr-2012
Pivot	1 day	3 day
R1	3.410	3.400
PP	3.403	3.383
S1	3.397	3.367

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