NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 03-Jan-2012
Day Change Summary
Previous Current
30-Dec-2011 03-Jan-2012 Change Change % Previous Week
Open 3.020 2.969 -0.051 -1.7% 3.134
High 3.042 3.074 0.032 1.1% 3.219
Low 2.957 2.936 -0.021 -0.7% 2.957
Close 2.989 2.993 0.004 0.1% 2.989
Range 0.085 0.138 0.053 62.4% 0.262
ATR 0.102 0.104 0.003 2.5% 0.000
Volume 56,932 101,885 44,953 79.0% 255,675
Daily Pivots for day following 03-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.415 3.342 3.069
R3 3.277 3.204 3.031
R2 3.139 3.139 3.018
R1 3.066 3.066 3.006 3.103
PP 3.001 3.001 3.001 3.019
S1 2.928 2.928 2.980 2.965
S2 2.863 2.863 2.968
S3 2.725 2.790 2.955
S4 2.587 2.652 2.917
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.841 3.677 3.133
R3 3.579 3.415 3.061
R2 3.317 3.317 3.037
R1 3.153 3.153 3.013 3.104
PP 3.055 3.055 3.055 3.031
S1 2.891 2.891 2.965 2.842
S2 2.793 2.793 2.941
S3 2.531 2.629 2.917
S4 2.269 2.367 2.845
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.219 2.936 0.283 9.5% 0.112 3.7% 20% False True 71,512
10 3.242 2.936 0.306 10.2% 0.096 3.2% 19% False True 59,089
20 3.600 2.936 0.664 22.2% 0.099 3.3% 9% False True 56,447
40 3.961 2.936 1.025 34.2% 0.103 3.4% 6% False True 41,524
60 4.153 2.936 1.217 40.7% 0.103 3.4% 5% False True 34,027
80 4.500 2.936 1.564 52.3% 0.099 3.3% 4% False True 28,211
100 4.599 2.936 1.663 55.6% 0.100 3.3% 3% False True 23,835
120 4.958 2.936 2.022 67.6% 0.099 3.3% 3% False True 20,546
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
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 3.661
2.618 3.435
1.618 3.297
1.000 3.212
0.618 3.159
HIGH 3.074
0.618 3.021
0.500 3.005
0.382 2.989
LOW 2.936
0.618 2.851
1.000 2.798
1.618 2.713
2.618 2.575
4.250 2.350
Fisher Pivots for day following 03-Jan-2012
Pivot 1 day 3 day
R1 3.005 3.042
PP 3.001 3.026
S1 2.997 3.009

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

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