NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 24-Feb-2012
Day Change Summary
Previous Current
23-Feb-2012 24-Feb-2012 Change Change % Previous Week
Open 3.147 3.102 -0.045 -1.4% 3.145
High 3.198 3.155 -0.043 -1.3% 3.198
Low 3.077 3.048 -0.029 -0.9% 3.039
Close 3.131 3.071 -0.060 -1.9% 3.071
Range 0.121 0.107 -0.014 -11.6% 0.159
ATR 0.132 0.130 -0.002 -1.4% 0.000
Volume 16,541 25,123 8,582 51.9% 91,130
Daily Pivots for day following 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.412 3.349 3.130
R3 3.305 3.242 3.100
R2 3.198 3.198 3.091
R1 3.135 3.135 3.081 3.113
PP 3.091 3.091 3.091 3.081
S1 3.028 3.028 3.061 3.006
S2 2.984 2.984 3.051
S3 2.877 2.921 3.042
S4 2.770 2.814 3.012
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.580 3.484 3.158
R3 3.421 3.325 3.115
R2 3.262 3.262 3.100
R1 3.166 3.166 3.086 3.135
PP 3.103 3.103 3.103 3.087
S1 3.007 3.007 3.056 2.976
S2 2.944 2.944 3.042
S3 2.785 2.848 3.027
S4 2.626 2.689 2.984
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.198 3.039 0.159 5.2% 0.122 4.0% 20% False False 25,288
10 3.198 2.988 0.210 6.8% 0.102 3.3% 40% False False 26,115
20 3.210 2.820 0.390 12.7% 0.126 4.1% 64% False False 26,001
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 0.021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.610
2.618 3.435
1.618 3.328
1.000 3.262
0.618 3.221
HIGH 3.155
0.618 3.114
0.500 3.102
0.382 3.089
LOW 3.048
0.618 2.982
1.000 2.941
1.618 2.875
2.618 2.768
4.250 2.593
Fisher Pivots for day following 24-Feb-2012
Pivot 1 day 3 day
R1 3.102 3.119
PP 3.091 3.103
S1 3.081 3.087

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

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