NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 24-Feb-2012
Day Change Summary
Previous Current
23-Feb-2012 24-Feb-2012 Change Change % Previous Week
Open 2.664 2.613 -0.051 -1.9% 2.659
High 2.694 2.635 -0.059 -2.2% 2.694
Low 2.565 2.512 -0.053 -2.1% 2.512
Close 2.621 2.550 -0.071 -2.7% 2.550
Range 0.129 0.123 -0.006 -4.7% 0.182
ATR 0.149 0.147 -0.002 -1.3% 0.000
Volume 103,167 63,709 -39,458 -38.2% 273,101
Daily Pivots for day following 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 2.935 2.865 2.618
R3 2.812 2.742 2.584
R2 2.689 2.689 2.573
R1 2.619 2.619 2.561 2.593
PP 2.566 2.566 2.566 2.552
S1 2.496 2.496 2.539 2.470
S2 2.443 2.443 2.527
S3 2.320 2.373 2.516
S4 2.197 2.250 2.482
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.131 3.023 2.650
R3 2.949 2.841 2.600
R2 2.767 2.767 2.583
R1 2.659 2.659 2.567 2.622
PP 2.585 2.585 2.585 2.567
S1 2.477 2.477 2.533 2.440
S2 2.403 2.403 2.517
S3 2.221 2.295 2.500
S4 2.039 2.113 2.450
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.733 2.512 0.221 8.7% 0.138 5.4% 17% False True 84,238
10 2.733 2.395 0.338 13.3% 0.130 5.1% 46% False False 120,449
20 2.844 2.340 0.504 19.8% 0.150 5.9% 42% False False 150,650
40 3.209 2.289 0.920 36.1% 0.148 5.8% 28% False False 120,943
60 3.711 2.289 1.422 55.8% 0.130 5.1% 18% False False 95,219
80 4.070 2.289 1.781 69.8% 0.124 4.9% 15% False False 77,176
100 4.144 2.289 1.855 72.7% 0.118 4.6% 14% False False 65,225
120 4.455 2.289 2.166 84.9% 0.113 4.4% 12% False False 56,329
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.158
2.618 2.957
1.618 2.834
1.000 2.758
0.618 2.711
HIGH 2.635
0.618 2.588
0.500 2.574
0.382 2.559
LOW 2.512
0.618 2.436
1.000 2.389
1.618 2.313
2.618 2.190
4.250 1.989
Fisher Pivots for day following 24-Feb-2012
Pivot 1 day 3 day
R1 2.574 2.603
PP 2.566 2.585
S1 2.558 2.568

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

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