NYMEX Natural Gas Future May 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 2.766 2.754 -0.012 -0.4% 2.769
High 2.805 2.779 -0.026 -0.9% 2.905
Low 2.740 2.715 -0.025 -0.9% 2.660
Close 2.792 2.751 -0.041 -1.5% 2.792
Range 0.065 0.064 -0.001 -1.5% 0.245
ATR 0.143 0.138 -0.005 -3.3% 0.000
Volume 80,946 87,777 6,831 8.4% 369,268
Daily Pivots for day following 13-Feb-2012
Classic Woodie Camarilla DeMark
R4 2.940 2.910 2.786
R3 2.876 2.846 2.769
R2 2.812 2.812 2.763
R1 2.782 2.782 2.757 2.765
PP 2.748 2.748 2.748 2.740
S1 2.718 2.718 2.745 2.701
S2 2.684 2.684 2.739
S3 2.620 2.654 2.733
S4 2.556 2.590 2.716
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.521 3.401 2.927
R3 3.276 3.156 2.859
R2 3.031 3.031 2.837
R1 2.911 2.911 2.814 2.971
PP 2.786 2.786 2.786 2.816
S1 2.666 2.666 2.770 2.726
S2 2.541 2.541 2.747
S3 2.296 2.421 2.725
S4 2.051 2.176 2.657
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% 0.114 4.1% 37% False False 81,941
10 2.905 2.609 0.296 10.8% 0.133 4.8% 48% False False 63,093
20 3.015 2.527 0.488 17.7% 0.151 5.5% 46% False False 52,774
40 3.391 2.527 0.864 31.4% 0.123 4.5% 26% False False 33,762
60 3.804 2.527 1.277 46.4% 0.113 4.1% 18% False False 25,522
80 4.080 2.527 1.553 56.5% 0.107 3.9% 14% False False 20,627
100 4.303 2.527 1.776 64.6% 0.101 3.7% 13% False False 17,213
120 4.525 2.527 1.998 72.6% 0.100 3.7% 11% False False 14,604
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 0.018
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 3.051
2.618 2.947
1.618 2.883
1.000 2.843
0.618 2.819
HIGH 2.779
0.618 2.755
0.500 2.747
0.382 2.739
LOW 2.715
0.618 2.675
1.000 2.651
1.618 2.611
2.618 2.547
4.250 2.443
Fisher Pivots for day following 13-Feb-2012
Pivot 1 day 3 day
R1 2.750 2.767
PP 2.748 2.761
S1 2.747 2.756

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

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