NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 08-Mar-2012
Day Change Summary
Previous Current
07-Mar-2012 08-Mar-2012 Change Change % Previous Week
Open 2.909 2.862 -0.047 -1.6% 3.216
High 2.909 2.896 -0.013 -0.4% 3.270
Low 2.849 2.823 -0.026 -0.9% 3.005
Close 2.872 2.867 -0.005 -0.2% 3.050
Range 0.060 0.073 0.013 21.7% 0.265
ATR 0.092 0.090 -0.001 -1.5% 0.000
Volume 7,521 5,415 -2,106 -28.0% 18,476
Daily Pivots for day following 08-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.081 3.047 2.907
R3 3.008 2.974 2.887
R2 2.935 2.935 2.880
R1 2.901 2.901 2.874 2.918
PP 2.862 2.862 2.862 2.871
S1 2.828 2.828 2.860 2.845
S2 2.789 2.789 2.854
S3 2.716 2.755 2.847
S4 2.643 2.682 2.827
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.903 3.742 3.196
R3 3.638 3.477 3.123
R2 3.373 3.373 3.099
R1 3.212 3.212 3.074 3.160
PP 3.108 3.108 3.108 3.083
S1 2.947 2.947 3.026 2.895
S2 2.843 2.843 3.001
S3 2.578 2.682 2.977
S4 2.313 2.417 2.904
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.063 2.823 0.240 8.4% 0.058 2.0% 18% False True 5,622
10 3.333 2.823 0.510 17.8% 0.082 2.9% 9% False True 4,769
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.206
2.618 3.087
1.618 3.014
1.000 2.969
0.618 2.941
HIGH 2.896
0.618 2.868
0.500 2.860
0.382 2.851
LOW 2.823
0.618 2.778
1.000 2.750
1.618 2.705
2.618 2.632
4.250 2.513
Fisher Pivots for day following 08-Mar-2012
Pivot 1 day 3 day
R1 2.865 2.897
PP 2.862 2.887
S1 2.860 2.877

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

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