NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 13-Feb-2012
Day Change Summary
Previous Current
10-Feb-2012 13-Feb-2012 Change Change % Previous Week
Open 2.640 2.630 -0.010 -0.4% 2.686
High 2.681 2.648 -0.033 -1.2% 2.789
Low 2.611 2.581 -0.030 -1.1% 2.547
Close 2.656 2.620 -0.036 -1.4% 2.656
Range 0.070 0.067 -0.003 -4.3% 0.242
ATR 0.147 0.142 -0.005 -3.5% 0.000
Volume 91,377 78,872 -12,505 -13.7% 415,039
Daily Pivots for day following 13-Feb-2012
Classic Woodie Camarilla DeMark
R4 2.817 2.786 2.657
R3 2.750 2.719 2.638
R2 2.683 2.683 2.632
R1 2.652 2.652 2.626 2.634
PP 2.616 2.616 2.616 2.608
S1 2.585 2.585 2.614 2.567
S2 2.549 2.549 2.608
S3 2.482 2.518 2.602
S4 2.415 2.451 2.583
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.390 3.265 2.789
R3 3.148 3.023 2.723
R2 2.906 2.906 2.700
R1 2.781 2.781 2.678 2.723
PP 2.664 2.664 2.664 2.635
S1 2.539 2.539 2.634 2.481
S2 2.422 2.422 2.612
S3 2.180 2.297 2.589
S4 1.938 2.055 2.523
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.789 2.547 0.242 9.2% 0.117 4.5% 30% False False 86,392
10 2.789 2.500 0.289 11.0% 0.136 5.2% 42% False False 81,312
20 2.942 2.438 0.504 19.2% 0.157 6.0% 36% False False 79,561
40 3.340 2.438 0.902 34.4% 0.128 4.9% 20% False False 56,738
60 3.765 2.438 1.327 50.6% 0.120 4.6% 14% False False 47,259
80 4.052 2.438 1.614 61.6% 0.113 4.3% 11% False False 40,396
100 4.270 2.438 1.832 69.9% 0.107 4.1% 10% False False 35,627
120 4.500 2.438 2.062 78.7% 0.106 4.1% 9% False False 31,640
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 2.933
2.618 2.823
1.618 2.756
1.000 2.715
0.618 2.689
HIGH 2.648
0.618 2.622
0.500 2.615
0.382 2.607
LOW 2.581
0.618 2.540
1.000 2.514
1.618 2.473
2.618 2.406
4.250 2.296
Fisher Pivots for day following 13-Feb-2012
Pivot 1 day 3 day
R1 2.618 2.645
PP 2.616 2.637
S1 2.615 2.628

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

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