NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 03-Apr-2012
Day Change Summary
Previous Current
02-Apr-2012 03-Apr-2012 Change Change % Previous Week
Open 2.824 2.860 0.036 1.3% 2.973
High 2.879 2.908 0.029 1.0% 2.992
Low 2.804 2.848 0.044 1.6% 2.784
Close 2.873 2.895 0.022 0.8% 2.816
Range 0.075 0.060 -0.015 -20.0% 0.208
ATR 0.077 0.076 -0.001 -1.6% 0.000
Volume 9,528 9,451 -77 -0.8% 26,447
Daily Pivots for day following 03-Apr-2012
Classic Woodie Camarilla DeMark
R4 3.064 3.039 2.928
R3 3.004 2.979 2.912
R2 2.944 2.944 2.906
R1 2.919 2.919 2.901 2.932
PP 2.884 2.884 2.884 2.890
S1 2.859 2.859 2.890 2.872
S2 2.824 2.824 2.884
S3 2.764 2.799 2.879
S4 2.704 2.739 2.862
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.488 3.360 2.930
R3 3.280 3.152 2.873
R2 3.072 3.072 2.854
R1 2.944 2.944 2.835 2.904
PP 2.864 2.864 2.864 2.844
S1 2.736 2.736 2.797 2.696
S2 2.656 2.656 2.778
S3 2.448 2.528 2.759
S4 2.240 2.320 2.702
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.935 2.784 0.151 5.2% 0.069 2.4% 74% False False 7,742
10 3.026 2.784 0.242 8.4% 0.065 2.2% 46% False False 5,709
20 3.065 2.784 0.281 9.7% 0.068 2.4% 40% False False 6,249
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 0.018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.163
2.618 3.065
1.618 3.005
1.000 2.968
0.618 2.945
HIGH 2.908
0.618 2.885
0.500 2.878
0.382 2.871
LOW 2.848
0.618 2.811
1.000 2.788
1.618 2.751
2.618 2.691
4.250 2.593
Fisher Pivots for day following 03-Apr-2012
Pivot 1 day 3 day
R1 2.889 2.879
PP 2.884 2.862
S1 2.878 2.846

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

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