NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 04-Jan-2012
Day Change Summary
Previous Current
03-Jan-2012 04-Jan-2012 Change Change % Previous Week
Open 2.986 3.010 0.024 0.8% 3.175
High 3.094 3.152 0.058 1.9% 3.245
Low 2.964 3.006 0.042 1.4% 2.985
Close 3.022 3.127 0.105 3.5% 3.016
Range 0.130 0.146 0.016 12.3% 0.260
ATR 0.099 0.103 0.003 3.4% 0.000
Volume 26,787 42,857 16,070 60.0% 91,416
Daily Pivots for day following 04-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.533 3.476 3.207
R3 3.387 3.330 3.167
R2 3.241 3.241 3.154
R1 3.184 3.184 3.140 3.213
PP 3.095 3.095 3.095 3.109
S1 3.038 3.038 3.114 3.067
S2 2.949 2.949 3.100
S3 2.803 2.892 3.087
S4 2.657 2.746 3.047
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.862 3.699 3.159
R3 3.602 3.439 3.088
R2 3.342 3.342 3.064
R1 3.179 3.179 3.040 3.131
PP 3.082 3.082 3.082 3.058
S1 2.919 2.919 2.992 2.871
S2 2.822 2.822 2.968
S3 2.562 2.659 2.945
S4 2.302 2.399 2.873
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.209 2.964 0.245 7.8% 0.114 3.6% 67% False False 29,390
10 3.278 2.964 0.314 10.0% 0.099 3.2% 52% False False 29,805
20 3.578 2.964 0.614 19.6% 0.095 3.0% 27% False False 41,946
40 3.874 2.964 0.910 29.1% 0.101 3.2% 18% False False 34,384
60 4.114 2.964 1.150 36.8% 0.100 3.2% 14% False False 29,092
80 4.450 2.964 1.486 47.5% 0.096 3.1% 11% False False 25,094
100 4.556 2.964 1.592 50.9% 0.096 3.1% 10% False False 21,809
120 4.912 2.964 1.948 62.3% 0.096 3.1% 8% False False 19,069
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 0.022
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 3.773
2.618 3.534
1.618 3.388
1.000 3.298
0.618 3.242
HIGH 3.152
0.618 3.096
0.500 3.079
0.382 3.062
LOW 3.006
0.618 2.916
1.000 2.860
1.618 2.770
2.618 2.624
4.250 2.386
Fisher Pivots for day following 04-Jan-2012
Pivot 1 day 3 day
R1 3.111 3.104
PP 3.095 3.081
S1 3.079 3.058

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

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