NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 01-Feb-2012
Day Change Summary
Previous Current
31-Jan-2012 01-Feb-2012 Change Change % Previous Week
Open 2.850 2.691 -0.159 -5.6% 2.550
High 2.870 2.708 -0.162 -5.6% 3.013
Low 2.699 2.609 -0.090 -3.3% 2.527
Close 2.738 2.638 -0.100 -3.7% 2.948
Range 0.171 0.099 -0.072 -42.1% 0.486
ATR 0.148 0.146 -0.001 -0.9% 0.000
Volume 32,221 54,090 21,869 67.9% 244,099
Daily Pivots for day following 01-Feb-2012
Classic Woodie Camarilla DeMark
R4 2.949 2.892 2.692
R3 2.850 2.793 2.665
R2 2.751 2.751 2.656
R1 2.694 2.694 2.647 2.673
PP 2.652 2.652 2.652 2.641
S1 2.595 2.595 2.629 2.574
S2 2.553 2.553 2.620
S3 2.454 2.496 2.611
S4 2.355 2.397 2.584
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 4.287 4.104 3.215
R3 3.801 3.618 3.082
R2 3.315 3.315 3.037
R1 3.132 3.132 2.993 3.224
PP 2.829 2.829 2.829 2.875
S1 2.646 2.646 2.903 2.738
S2 2.343 2.343 2.859
S3 1.857 2.160 2.814
S4 1.371 1.674 2.681
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.015 2.609 0.406 15.4% 0.168 6.4% 7% False True 46,131
10 3.015 2.527 0.488 18.5% 0.175 6.6% 23% False False 44,882
20 3.259 2.527 0.732 27.7% 0.144 5.5% 15% False False 35,290
40 3.681 2.527 1.154 43.7% 0.114 4.3% 10% False False 22,501
60 3.951 2.527 1.424 54.0% 0.106 4.0% 8% False False 17,482
80 4.121 2.527 1.594 60.4% 0.102 3.9% 7% False False 14,240
100 4.440 2.527 1.913 72.5% 0.098 3.7% 6% False False 11,897
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 3.129
2.618 2.967
1.618 2.868
1.000 2.807
0.618 2.769
HIGH 2.708
0.618 2.670
0.500 2.659
0.382 2.647
LOW 2.609
0.618 2.548
1.000 2.510
1.618 2.449
2.618 2.350
4.250 2.188
Fisher Pivots for day following 01-Feb-2012
Pivot 1 day 3 day
R1 2.659 2.812
PP 2.652 2.754
S1 2.645 2.696

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

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