NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 07-Oct-2011
Day Change Summary
Previous Current
06-Oct-2011 07-Oct-2011 Change Change % Previous Week
Open 4.075 4.111 0.036 0.9% 4.125
High 4.120 4.111 -0.009 -0.2% 4.180
Low 4.037 4.010 -0.027 -0.7% 4.010
Close 4.113 4.022 -0.091 -2.2% 4.022
Range 0.083 0.101 0.018 21.7% 0.170
ATR 0.091 0.092 0.001 0.9% 0.000
Volume 27,010 25,522 -1,488 -5.5% 104,496
Daily Pivots for day following 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.351 4.287 4.078
R3 4.250 4.186 4.050
R2 4.149 4.149 4.041
R1 4.085 4.085 4.031 4.067
PP 4.048 4.048 4.048 4.038
S1 3.984 3.984 4.013 3.966
S2 3.947 3.947 4.003
S3 3.846 3.883 3.994
S4 3.745 3.782 3.966
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.581 4.471 4.116
R3 4.411 4.301 4.069
R2 4.241 4.241 4.053
R1 4.131 4.131 4.038 4.101
PP 4.071 4.071 4.071 4.056
S1 3.961 3.961 4.006 3.931
S2 3.901 3.901 3.991
S3 3.731 3.791 3.975
S4 3.561 3.621 3.929
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.180 4.010 0.170 4.2% 0.085 2.1% 7% False True 20,899
10 4.314 4.010 0.304 7.6% 0.090 2.2% 4% False True 14,930
20 4.500 4.010 0.490 12.2% 0.088 2.2% 2% False True 11,527
40 4.590 4.010 0.580 14.4% 0.094 2.3% 2% False True 9,016
60 4.958 4.010 0.948 23.6% 0.095 2.4% 1% False True 7,443
80 5.064 4.010 1.054 26.2% 0.097 2.4% 1% False True 6,108
100 5.330 4.010 1.320 32.8% 0.098 2.4% 1% False True 5,243
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.540
2.618 4.375
1.618 4.274
1.000 4.212
0.618 4.173
HIGH 4.111
0.618 4.072
0.500 4.061
0.382 4.049
LOW 4.010
0.618 3.948
1.000 3.909
1.618 3.847
2.618 3.746
4.250 3.581
Fisher Pivots for day following 07-Oct-2011
Pivot 1 day 3 day
R1 4.061 4.088
PP 4.048 4.066
S1 4.035 4.044

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

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