NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 02-Feb-2012
Day Change Summary
Previous Current
01-Feb-2012 02-Feb-2012 Change Change % Previous Week
Open 2.610 2.540 -0.070 -2.7% 2.471
High 2.610 2.748 0.138 5.3% 2.940
Low 2.502 2.500 -0.002 -0.1% 2.438
Close 2.535 2.715 0.180 7.1% 2.869
Range 0.108 0.248 0.140 129.6% 0.502
ATR 0.153 0.159 0.007 4.5% 0.000
Volume 90,745 77,525 -13,220 -14.6% 469,948
Daily Pivots for day following 02-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.398 3.305 2.851
R3 3.150 3.057 2.783
R2 2.902 2.902 2.760
R1 2.809 2.809 2.738 2.856
PP 2.654 2.654 2.654 2.678
S1 2.561 2.561 2.692 2.608
S2 2.406 2.406 2.670
S3 2.158 2.313 2.647
S4 1.910 2.065 2.579
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 4.255 4.064 3.145
R3 3.753 3.562 3.007
R2 3.251 3.251 2.961
R1 3.060 3.060 2.915 3.156
PP 2.749 2.749 2.749 2.797
S1 2.558 2.558 2.823 2.654
S2 2.247 2.247 2.777
S3 1.745 2.056 2.731
S4 1.243 1.554 2.593
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.942 2.500 0.442 16.3% 0.179 6.6% 49% False True 78,881
10 2.942 2.438 0.504 18.6% 0.190 7.0% 55% False False 84,590
20 3.208 2.438 0.770 28.4% 0.157 5.8% 36% False False 68,113
40 3.616 2.438 1.178 43.4% 0.124 4.5% 24% False False 48,239
60 3.871 2.438 1.433 52.8% 0.117 4.3% 19% False False 39,822
80 4.092 2.438 1.654 60.9% 0.111 4.1% 17% False False 34,786
100 4.414 2.438 1.976 72.8% 0.106 3.9% 14% False False 30,656
120 4.507 2.438 2.069 76.2% 0.104 3.8% 13% False False 27,326
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 0.029
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 3.802
2.618 3.397
1.618 3.149
1.000 2.996
0.618 2.901
HIGH 2.748
0.618 2.653
0.500 2.624
0.382 2.595
LOW 2.500
0.618 2.347
1.000 2.252
1.618 2.099
2.618 1.851
4.250 1.446
Fisher Pivots for day following 02-Feb-2012
Pivot 1 day 3 day
R1 2.685 2.690
PP 2.654 2.666
S1 2.624 2.641

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

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