NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 02-Mar-2012
Day Change Summary
Previous Current
01-Mar-2012 02-Mar-2012 Change Change % Previous Week
Open 2.932 2.869 -0.063 -2.1% 3.056
High 2.934 2.894 -0.040 -1.4% 3.104
Low 2.827 2.844 0.017 0.6% 2.827
Close 2.846 2.872 0.026 0.9% 2.872
Range 0.107 0.050 -0.057 -53.3% 0.277
ATR 0.128 0.122 -0.006 -4.3% 0.000
Volume 22,434 22,935 501 2.2% 99,207
Daily Pivots for day following 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.020 2.996 2.900
R3 2.970 2.946 2.886
R2 2.920 2.920 2.881
R1 2.896 2.896 2.877 2.908
PP 2.870 2.870 2.870 2.876
S1 2.846 2.846 2.867 2.858
S2 2.820 2.820 2.863
S3 2.770 2.796 2.858
S4 2.720 2.746 2.845
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.765 3.596 3.024
R3 3.488 3.319 2.948
R2 3.211 3.211 2.923
R1 3.042 3.042 2.897 2.988
PP 2.934 2.934 2.934 2.908
S1 2.765 2.765 2.847 2.711
S2 2.657 2.657 2.821
S3 2.380 2.488 2.796
S4 2.103 2.211 2.720
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.104 2.827 0.277 9.6% 0.103 3.6% 16% False False 19,841
10 3.198 2.827 0.371 12.9% 0.113 3.9% 12% False False 22,564
20 3.198 2.827 0.371 12.9% 0.110 3.8% 12% False False 25,302
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 3.107
2.618 3.025
1.618 2.975
1.000 2.944
0.618 2.925
HIGH 2.894
0.618 2.875
0.500 2.869
0.382 2.863
LOW 2.844
0.618 2.813
1.000 2.794
1.618 2.763
2.618 2.713
4.250 2.632
Fisher Pivots for day following 02-Mar-2012
Pivot 1 day 3 day
R1 2.871 2.891
PP 2.870 2.885
S1 2.869 2.878

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

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