NYMEX Natural Gas Future February 2012

Trading Metrics calculated at close of trading on 19-Oct-2011

Day Change Summary
	Previous	Current
	18-Oct-2011	19-Oct-2011	Change	Change %	Previous Week
Open	4.058	3.945	-0.113	-2.8%	4.014
High	4.060	4.002	-0.058	-1.4%	4.132
Low	3.940	3.944	0.004	0.1%	3.929
Close	3.946	3.970	0.024	0.6%	4.111
Range	0.120	0.058	-0.062	-51.7%	0.203
ATR	0.100	0.097	-0.003	-3.0%	0.000
Volume	13,539	14,024	485	3.6%	109,529

Daily Pivots for day following 19-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.146	4.116	4.002
R3	4.088	4.058	3.986
R2	4.030	4.030	3.981
R1	4.000	4.000	3.975	4.015
PP	3.972	3.972	3.972	3.980
S1	3.942	3.942	3.965	3.957
S2	3.914	3.914	3.959
S3	3.856	3.884	3.954
S4	3.798	3.826	3.938

Weekly Pivots for week ending 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.666	4.592	4.223
R3	4.463	4.389	4.167
R2	4.260	4.260	4.148
R1	4.186	4.186	4.130	4.223
PP	4.057	4.057	4.057	4.076
S1	3.983	3.983	4.092	4.020
S2	3.854	3.854	4.074
S3	3.651	3.780	4.055
S4	3.448	3.577	3.999

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.153	3.929	0.224	5.6%	0.114	2.9%	18%	False	False	19,696
10	4.153	3.929	0.224	5.6%	0.100	2.5%	18%	False	False	21,716
20	4.314	3.929	0.385	9.7%	0.093	2.3%	11%	False	False	16,628
40	4.580	3.929	0.651	16.4%	0.098	2.5%	6%	False	False	11,844
60	4.753	3.929	0.824	20.8%	0.095	2.4%	5%	False	False	9,840
80	4.958	3.929	1.029	25.9%	0.097	2.4%	4%	False	False	8,018
100	5.330	3.929	1.401	35.3%	0.098	2.5%	3%	False	False	6,788

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	4.249
2.618	4.154
1.618	4.096
1.000	4.060
0.618	4.038
HIGH	4.002
0.618	3.980
0.500	3.973
0.382	3.966
LOW	3.944
0.618	3.908
1.000	3.886
1.618	3.850
2.618	3.792
4.250	3.698

Fisher Pivots for day following 19-Oct-2011
Pivot	1 day	3 day
R1	3.973	4.047
PP	3.972	4.021
S1	3.971	3.996

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