NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 15-Feb-2012
Day Change Summary
Previous Current
14-Feb-2012 15-Feb-2012 Change Change % Previous Week
Open 2.630 2.722 0.092 3.5% 2.686
High 2.739 2.725 -0.014 -0.5% 2.789
Low 2.625 2.586 -0.039 -1.5% 2.547
Close 2.700 2.616 -0.084 -3.1% 2.656
Range 0.114 0.139 0.025 21.9% 0.242
ATR 0.140 0.140 0.000 -0.1% 0.000
Volume 106,952 125,327 18,375 17.2% 415,039
Daily Pivots for day following 15-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.059 2.977 2.692
R3 2.920 2.838 2.654
R2 2.781 2.781 2.641
R1 2.699 2.699 2.629 2.671
PP 2.642 2.642 2.642 2.628
S1 2.560 2.560 2.603 2.532
S2 2.503 2.503 2.591
S3 2.364 2.421 2.578
S4 2.225 2.282 2.540
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 2.739 2.556 0.183 7.0% 0.114 4.3% 33% False False 97,572
10 2.789 2.500 0.289 11.0% 0.132 5.1% 40% False False 89,369
20 2.942 2.438 0.504 19.3% 0.157 6.0% 35% False False 85,795
40 3.340 2.438 0.902 34.5% 0.131 5.0% 20% False False 60,762
60 3.765 2.438 1.327 50.7% 0.121 4.6% 13% False False 50,240
80 4.052 2.438 1.614 61.7% 0.114 4.4% 11% False False 42,885
100 4.270 2.438 1.832 70.0% 0.109 4.2% 10% False False 37,678
120 4.500 2.438 2.062 78.8% 0.107 4.1% 9% False False 33,431
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.316
2.618 3.089
1.618 2.950
1.000 2.864
0.618 2.811
HIGH 2.725
0.618 2.672
0.500 2.656
0.382 2.639
LOW 2.586
0.618 2.500
1.000 2.447
1.618 2.361
2.618 2.222
4.250 1.995
Fisher Pivots for day following 15-Feb-2012
Pivot 1 day 3 day
R1 2.656 2.660
PP 2.642 2.645
S1 2.629 2.631

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

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