NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 23-Jan-2012
Day Change Summary
Previous Current
20-Jan-2012 23-Jan-2012 Change Change % Previous Week
Open 2.306 2.270 -0.036 -1.6% 2.569
High 2.367 2.619 0.252 10.6% 2.587
Low 2.283 2.231 -0.052 -2.3% 2.283
Close 2.343 2.455 0.112 4.8% 2.343
Range 0.084 0.388 0.304 361.9% 0.304
ATR 0.125 0.144 0.019 15.1% 0.000
Volume 122,340 237,368 115,028 94.0% 571,424
Daily Pivots for day following 23-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.599 3.415 2.668
R3 3.211 3.027 2.562
R2 2.823 2.823 2.526
R1 2.639 2.639 2.491 2.731
PP 2.435 2.435 2.435 2.481
S1 2.251 2.251 2.419 2.343
S2 2.047 2.047 2.384
S3 1.659 1.863 2.348
S4 1.271 1.475 2.242
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 2.619 2.231 0.388 15.8% 0.180 7.3% 58% True True 161,758
10 3.045 2.231 0.814 33.2% 0.149 6.1% 28% False True 143,939
20 3.242 2.231 1.011 41.2% 0.133 5.4% 22% False True 113,706
40 3.741 2.231 1.510 61.5% 0.120 4.9% 15% False True 78,952
60 4.107 2.231 1.876 76.4% 0.114 4.6% 12% False True 60,068
80 4.259 2.231 2.028 82.6% 0.109 4.5% 11% False True 49,559
100 4.580 2.231 2.349 95.7% 0.107 4.4% 10% False True 41,141
120 4.636 2.231 2.405 98.0% 0.106 4.3% 9% False True 35,312
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Widest range in 174 trading days
Fibonacci Retracements and Extensions
4.250 4.268
2.618 3.635
1.618 3.247
1.000 3.007
0.618 2.859
HIGH 2.619
0.618 2.471
0.500 2.425
0.382 2.379
LOW 2.231
0.618 1.991
1.000 1.843
1.618 1.603
2.618 1.215
4.250 0.582
Fisher Pivots for day following 23-Jan-2012
Pivot 1 day 3 day
R1 2.445 2.445
PP 2.435 2.435
S1 2.425 2.425

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

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