NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 20-Jan-2012
Day Change Summary
Previous Current
19-Jan-2012 20-Jan-2012 Change Change % Previous Week
Open 2.482 2.306 -0.176 -7.1% 2.569
High 2.485 2.367 -0.118 -4.7% 2.587
Low 2.293 2.283 -0.010 -0.4% 2.283
Close 2.322 2.343 0.021 0.9% 2.343
Range 0.192 0.084 -0.108 -56.3% 0.304
ATR 0.128 0.125 -0.003 -2.5% 0.000
Volume 149,494 122,340 -27,154 -18.2% 571,424
Daily Pivots for day following 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 2.583 2.547 2.389
R3 2.499 2.463 2.366
R2 2.415 2.415 2.358
R1 2.379 2.379 2.351 2.397
PP 2.331 2.331 2.331 2.340
S1 2.295 2.295 2.335 2.313
S2 2.247 2.247 2.328
S3 2.163 2.211 2.320
S4 2.079 2.127 2.297
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.316 3.134 2.510
R3 3.012 2.830 2.427
R2 2.708 2.708 2.399
R1 2.526 2.526 2.371 2.465
PP 2.404 2.404 2.404 2.374
S1 2.222 2.222 2.315 2.161
S2 2.100 2.100 2.287
S3 1.796 1.918 2.259
S4 1.492 1.614 2.176
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.711 2.283 0.428 18.3% 0.121 5.2% 14% False True 135,075
10 3.077 2.283 0.794 33.9% 0.122 5.2% 8% False True 129,983
20 3.242 2.283 0.959 40.9% 0.119 5.1% 6% False True 104,382
40 3.741 2.283 1.458 62.2% 0.112 4.8% 4% False True 74,032
60 4.107 2.283 1.824 77.8% 0.109 4.7% 3% False True 56,268
80 4.314 2.283 2.031 86.7% 0.105 4.5% 3% False True 46,681
100 4.580 2.283 2.297 98.0% 0.104 4.5% 3% False True 38,836
120 4.636 2.283 2.353 100.4% 0.103 4.4% 3% False True 33,372
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.016
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2.724
2.618 2.587
1.618 2.503
1.000 2.451
0.618 2.419
HIGH 2.367
0.618 2.335
0.500 2.325
0.382 2.315
LOW 2.283
0.618 2.231
1.000 2.199
1.618 2.147
2.618 2.063
4.250 1.926
Fisher Pivots for day following 20-Jan-2012
Pivot 1 day 3 day
R1 2.337 2.413
PP 2.331 2.389
S1 2.325 2.366

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

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