NYMEX Natural Gas Future February 2012

Trading Metrics calculated at close of trading on 31-May-2011

Day Change Summary
	Previous	Current
	27-May-2011	31-May-2011	Change	Change %	Previous Week
Open	4.957	5.090	0.133	2.7%	4.922
High	5.092	5.180	0.088	1.7%	5.092
Low	4.948	5.090	0.142	2.9%	4.880
Close	5.072	5.165	0.093	1.8%	5.072
Range	0.144	0.090	-0.054	-37.5%	0.212
ATR
Volume	1,792	2,036	244	13.6%	5,653

Daily Pivots for day following 31-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.415	5.380	5.215
R3	5.325	5.290	5.190
R2	5.235	5.235	5.182
R1	5.200	5.200	5.173	5.218
PP	5.145	5.145	5.145	5.154
S1	5.110	5.110	5.157	5.128
S2	5.055	5.055	5.149
S3	4.965	5.020	5.140
S4	4.875	4.930	5.116

Weekly Pivots for week ending 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.651	5.573	5.189
R3	5.439	5.361	5.130
R2	5.227	5.227	5.111
R1	5.149	5.149	5.091	5.188
PP	5.015	5.015	5.015	5.034
S1	4.937	4.937	5.053	4.976
S2	4.803	4.803	5.033
S3	4.591	4.725	5.014
S4	4.379	4.513	4.955

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.180	4.880	0.300	5.8%	0.110	2.1%	95%	True	False	1,310
10	5.180	4.780	0.400	7.7%	0.110	2.1%	96%	True	False	1,638

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	0.017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.563
2.618	5.416
1.618	5.326
1.000	5.270
0.618	5.236
HIGH	5.180
0.618	5.146
0.500	5.135
0.382	5.124
LOW	5.090
0.618	5.034
1.000	5.000
1.618	4.944
2.618	4.854
4.250	4.708

Fisher Pivots for day following 31-May-2011
Pivot	1 day	3 day
R1	5.155	5.120
PP	5.145	5.075
S1	5.135	5.030

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols