NYMEX Natural Gas Future May 2012

Trading Metrics calculated at close of trading on 09-Feb-2012

Day Change Summary
	Previous	Current
	08-Feb-2012	09-Feb-2012	Change	Change %	Previous Week
Open	2.757	2.722	-0.035	-1.3%	2.998
High	2.761	2.853	0.092	3.3%	3.015
Low	2.660	2.680	0.020	0.8%	2.609
Close	2.716	2.763	0.047	1.7%	2.789
Range	0.101	0.173	0.072	71.3%	0.406
ATR	0.147	0.149	0.002	1.3%	0.000
Volume	104,199	92,470	-11,729	-11.3%	211,335

Daily Pivots for day following 09-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.284	3.197	2.858
R3	3.111	3.024	2.811
R2	2.938	2.938	2.795
R1	2.851	2.851	2.779	2.895
PP	2.765	2.765	2.765	2.787
S1	2.678	2.678	2.747	2.722
S2	2.592	2.592	2.731
S3	2.419	2.505	2.715
S4	2.246	2.332	2.668

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	2.905	2.660	0.245	8.9%	0.140	5.1%	42%	False	False	67,413
10	3.015	2.609	0.406	14.7%	0.154	5.6%	38%	False	False	54,635
20	3.015	2.527	0.488	17.7%	0.153	5.5%	48%	False	False	47,292
40	3.444	2.527	0.917	33.2%	0.124	4.5%	26%	False	False	30,056
60	3.804	2.527	1.277	46.2%	0.113	4.1%	18%	False	False	23,016
80	4.121	2.527	1.594	57.7%	0.108	3.9%	15%	False	False	18,660
100	4.342	2.527	1.815	65.7%	0.101	3.7%	13%	False	False	15,549
120	4.525	2.527	1.998	72.3%	0.100	3.6%	12%	False	False	13,215

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.019
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.588
2.618	3.306
1.618	3.133
1.000	3.026
0.618	2.960
HIGH	2.853
0.618	2.787
0.500	2.767
0.382	2.746
LOW	2.680
0.618	2.573
1.000	2.507
1.618	2.400
2.618	2.227
4.250	1.945

Fisher Pivots for day following 09-Feb-2012
Pivot	1 day	3 day
R1	2.767	2.783
PP	2.765	2.776
S1	2.764	2.770

Download as Excel Spreadsheet

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

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