NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 14-Feb-2012
Day Change Summary
Previous Current
13-Feb-2012 14-Feb-2012 Change Change % Previous Week
Open 2.448 2.441 -0.007 -0.3% 2.503
High 2.470 2.569 0.099 4.0% 2.618
Low 2.395 2.434 0.039 1.6% 2.390
Close 2.431 2.535 0.104 4.3% 2.475
Range 0.075 0.135 0.060 80.0% 0.228
ATR 0.151 0.150 -0.001 -0.6% 0.000
Volume 149,750 173,561 23,811 15.9% 857,194
Daily Pivots for day following 14-Feb-2012
Classic Woodie Camarilla DeMark
R4 2.918 2.861 2.609
R3 2.783 2.726 2.572
R2 2.648 2.648 2.560
R1 2.591 2.591 2.547 2.620
PP 2.513 2.513 2.513 2.527
S1 2.456 2.456 2.523 2.485
S2 2.378 2.378 2.510
S3 2.243 2.321 2.498
S4 2.108 2.186 2.461
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.178 3.055 2.600
R3 2.950 2.827 2.538
R2 2.722 2.722 2.517
R1 2.599 2.599 2.496 2.547
PP 2.494 2.494 2.494 2.468
S1 2.371 2.371 2.454 2.319
S2 2.266 2.266 2.433
S3 2.038 2.143 2.412
S4 1.810 1.915 2.350
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.585 2.390 0.195 7.7% 0.117 4.6% 74% False False 168,498
10 2.618 2.340 0.278 11.0% 0.136 5.4% 70% False False 173,200
20 2.844 2.289 0.555 21.9% 0.167 6.6% 44% False False 162,805
40 3.278 2.289 0.989 39.0% 0.137 5.4% 25% False False 107,755
60 3.741 2.289 1.452 57.3% 0.128 5.0% 17% False False 85,779
80 4.070 2.289 1.781 70.3% 0.119 4.7% 14% False False 69,044
100 4.281 2.289 1.992 78.6% 0.113 4.5% 12% False False 58,584
120 4.516 2.289 2.227 87.9% 0.111 4.4% 11% False False 50,482
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 3 trading days
Fibonacci Retracements and Extensions
4.250 3.143
2.618 2.922
1.618 2.787
1.000 2.704
0.618 2.652
HIGH 2.569
0.618 2.517
0.500 2.502
0.382 2.486
LOW 2.434
0.618 2.351
1.000 2.299
1.618 2.216
2.618 2.081
4.250 1.860
Fisher Pivots for day following 14-Feb-2012
Pivot 1 day 3 day
R1 2.524 2.517
PP 2.513 2.500
S1 2.502 2.482

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

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