NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 29-Feb-2012

Day Change Summary
	Previous	Current
	28-Feb-2012	29-Feb-2012	Change	Change %	Previous Week
Open	2.899	2.818	-0.081	-2.8%	3.099
High	2.921	2.890	-0.031	-1.1%	3.134
Low	2.807	2.794	-0.013	-0.5%	2.990
Close	2.812	2.886	0.074	2.6%	3.010
Range	0.114	0.096	-0.018	-15.8%	0.144
ATR	0.123	0.121	-0.002	-1.6%	0.000
Volume	7,104	8,843	1,739	24.5%	33,870

Daily Pivots for day following 29-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.145	3.111	2.939
R3	3.049	3.015	2.912
R2	2.953	2.953	2.904
R1	2.919	2.919	2.895	2.936
PP	2.857	2.857	2.857	2.865
S1	2.823	2.823	2.877	2.840
S2	2.761	2.761	2.868
S3	2.665	2.727	2.860
S4	2.569	2.631	2.833

Weekly Pivots for week ending 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.477	3.387	3.089
R3	3.333	3.243	3.050
R2	3.189	3.189	3.036
R1	3.099	3.099	3.023	3.072
PP	3.045	3.045	3.045	3.031
S1	2.955	2.955	2.997	2.928
S2	2.901	2.901	2.984
S3	2.757	2.811	2.970
S4	2.613	2.667	2.931

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.134	2.794	0.340	11.8%	0.115	4.0%	27%	False	True	7,136
10	3.137	2.794	0.343	11.9%	0.115	4.0%	27%	False	True	9,578
20	3.137	2.764	0.373	12.9%	0.117	4.0%	33%	False	False	13,252
40	3.390	2.666	0.724	25.1%	0.124	4.3%	30%	False	False	10,448
60	3.858	2.666	1.192	41.3%	0.105	3.6%	18%	False	False	7,844

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.023
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3.298
2.618	3.141
1.618	3.045
1.000	2.986
0.618	2.949
HIGH	2.890
0.618	2.853
0.500	2.842
0.382	2.831
LOW	2.794
0.618	2.735
1.000	2.698
1.618	2.639
2.618	2.543
4.250	2.386

Fisher Pivots for day following 29-Feb-2012
Pivot	1 day	3 day
R1	2.871	2.917
PP	2.857	2.907
S1	2.842	2.896

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