NYMEX Natural Gas Future May 2013

Trading Metrics calculated at close of trading on 13-Feb-2012

Day Change Summary
	Previous	Current
	10-Feb-2012	13-Feb-2012	Change	Change %	Previous Week
Open	3.587	3.619	0.032	0.9%	3.599
High	3.656	3.658	0.002	0.1%	3.682
Low	3.587	3.619	0.032	0.9%	3.509
Close	3.650	3.658	0.008	0.2%	3.650
Range	0.069	0.039	-0.030	-43.5%	0.173
ATR	0.103	0.098	-0.005	-4.4%	0.000
Volume	558	317	-241	-43.2%	1,887

Daily Pivots for day following 13-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.762	3.749	3.679
R3	3.723	3.710	3.669
R2	3.684	3.684	3.665
R1	3.671	3.671	3.662	3.678
PP	3.645	3.645	3.645	3.648
S1	3.632	3.632	3.654	3.639
S2	3.606	3.606	3.651
S3	3.567	3.593	3.647
S4	3.528	3.554	3.637

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.133	4.064	3.745
R3	3.960	3.891	3.698
R2	3.787	3.787	3.682
R1	3.718	3.718	3.666	3.753
PP	3.614	3.614	3.614	3.631
S1	3.545	3.545	3.634	3.580
S2	3.441	3.441	3.618
S3	3.268	3.372	3.602
S4	3.095	3.199	3.555

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.680	3.509	0.171	4.7%	0.060	1.6%	87%	False	False	377
10	3.682	3.349	0.333	9.1%	0.073	2.0%	93%	False	False	353
20	3.723	3.267	0.456	12.5%	0.086	2.4%	86%	False	False	802

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.824
2.618	3.760
1.618	3.721
1.000	3.697
0.618	3.682
HIGH	3.658
0.618	3.643
0.500	3.639
0.382	3.634
LOW	3.619
0.618	3.595
1.000	3.580
1.618	3.556
2.618	3.517
4.250	3.453

Fisher Pivots for day following 13-Feb-2012
Pivot	1 day	3 day
R1	3.652	3.642
PP	3.645	3.625
S1	3.639	3.609

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