NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 09-Mar-2012
Day Change Summary
Previous Current
08-Mar-2012 09-Mar-2012 Change Change % Previous Week
Open 2.862 2.886 0.024 0.8% 3.000
High 2.896 2.930 0.034 1.2% 3.004
Low 2.823 2.860 0.037 1.3% 2.823
Close 2.867 2.930 0.063 2.2% 2.930
Range 0.073 0.070 -0.003 -4.1% 0.181
ATR 0.090 0.089 -0.001 -1.6% 0.000
Volume 5,415 10,218 4,803 88.7% 33,924
Daily Pivots for day following 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.117 3.093 2.969
R3 3.047 3.023 2.949
R2 2.977 2.977 2.943
R1 2.953 2.953 2.936 2.965
PP 2.907 2.907 2.907 2.913
S1 2.883 2.883 2.924 2.895
S2 2.837 2.837 2.917
S3 2.767 2.813 2.911
S4 2.697 2.743 2.892
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.462 3.377 3.030
R3 3.281 3.196 2.980
R2 3.100 3.100 2.963
R1 3.015 3.015 2.947 2.967
PP 2.919 2.919 2.919 2.895
S1 2.834 2.834 2.913 2.786
S2 2.738 2.738 2.897
S3 2.557 2.653 2.880
S4 2.376 2.472 2.830
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.004 2.823 0.181 6.2% 0.064 2.2% 59% False False 6,784
10 3.270 2.823 0.447 15.3% 0.078 2.7% 24% False False 5,240
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 0.015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.228
2.618 3.113
1.618 3.043
1.000 3.000
0.618 2.973
HIGH 2.930
0.618 2.903
0.500 2.895
0.382 2.887
LOW 2.860
0.618 2.817
1.000 2.790
1.618 2.747
2.618 2.677
4.250 2.563
Fisher Pivots for day following 09-Mar-2012
Pivot 1 day 3 day
R1 2.918 2.912
PP 2.907 2.894
S1 2.895 2.877

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

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