NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 06-Feb-2012
Day Change Summary
Previous Current
03-Feb-2012 06-Feb-2012 Change Change % Previous Week
Open 2.856 2.769 -0.087 -3.0% 2.998
High 2.856 2.885 0.029 1.0% 3.015
Low 2.735 2.746 0.011 0.4% 2.609
Close 2.789 2.858 0.069 2.5% 2.789
Range 0.121 0.139 0.018 14.9% 0.406
ATR 0.150 0.150 -0.001 -0.5% 0.000
Volume 48,745 47,336 -1,409 -2.9% 211,335
Daily Pivots for day following 06-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.247 3.191 2.934
R3 3.108 3.052 2.896
R2 2.969 2.969 2.883
R1 2.913 2.913 2.871 2.941
PP 2.830 2.830 2.830 2.844
S1 2.774 2.774 2.845 2.802
S2 2.691 2.691 2.833
S3 2.552 2.635 2.820
S4 2.413 2.496 2.782
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 4.022 3.812 3.012
R3 3.616 3.406 2.901
R2 3.210 3.210 2.863
R1 3.000 3.000 2.826 2.902
PP 2.804 2.804 2.804 2.756
S1 2.594 2.594 2.752 2.496
S2 2.398 2.398 2.715
S3 1.992 2.188 2.677
S4 1.586 1.782 2.566
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.885 2.609 0.276 9.7% 0.153 5.4% 90% True False 44,245
10 3.015 2.609 0.406 14.2% 0.160 5.6% 61% False False 46,579
20 3.204 2.527 0.677 23.7% 0.150 5.2% 49% False False 39,005
40 3.655 2.527 1.128 39.5% 0.120 4.2% 29% False False 25,203
60 3.880 2.527 1.353 47.3% 0.110 3.8% 24% False False 19,413
80 4.121 2.527 1.594 55.8% 0.106 3.7% 21% False False 15,799
100 4.440 2.527 1.913 66.9% 0.100 3.5% 17% False False 13,213
120 4.525 2.527 1.998 69.9% 0.099 3.4% 17% False False 11,232
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.476
2.618 3.249
1.618 3.110
1.000 3.024
0.618 2.971
HIGH 2.885
0.618 2.832
0.500 2.816
0.382 2.799
LOW 2.746
0.618 2.660
1.000 2.607
1.618 2.521
2.618 2.382
4.250 2.155
Fisher Pivots for day following 06-Feb-2012
Pivot 1 day 3 day
R1 2.844 2.821
PP 2.830 2.784
S1 2.816 2.748

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

View Archives - Comment on this page... - Back to Index of Symbols