NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 23-Feb-2012
Day Change Summary
Previous Current
22-Feb-2012 23-Feb-2012 Change Change % Previous Week
Open 2.887 2.904 0.017 0.6% 2.754
High 2.906 2.945 0.039 1.3% 2.961
Low 2.781 2.812 0.031 1.1% 2.706
Close 2.882 2.866 -0.016 -0.6% 2.926
Range 0.125 0.133 0.008 6.4% 0.255
ATR 0.135 0.135 0.000 -0.1% 0.000
Volume 50,647 34,678 -15,969 -31.5% 360,780
Daily Pivots for day following 23-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.273 3.203 2.939
R3 3.140 3.070 2.903
R2 3.007 3.007 2.890
R1 2.937 2.937 2.878 2.906
PP 2.874 2.874 2.874 2.859
S1 2.804 2.804 2.854 2.773
S2 2.741 2.741 2.842
S3 2.608 2.671 2.829
S4 2.475 2.538 2.793
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.629 3.533 3.066
R3 3.374 3.278 2.996
R2 3.119 3.119 2.973
R1 3.023 3.023 2.949 3.071
PP 2.864 2.864 2.864 2.889
S1 2.768 2.768 2.903 2.816
S2 2.609 2.609 2.879
S3 2.354 2.513 2.856
S4 2.099 2.258 2.786
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.961 2.727 0.234 8.2% 0.132 4.6% 59% False False 51,826
10 2.961 2.680 0.281 9.8% 0.119 4.2% 66% False False 66,791
20 3.015 2.609 0.406 14.2% 0.140 4.9% 63% False False 59,100
40 3.352 2.527 0.825 28.8% 0.132 4.6% 41% False False 42,268
60 3.804 2.527 1.277 44.6% 0.117 4.1% 27% False False 31,515
80 4.080 2.527 1.553 54.2% 0.111 3.9% 22% False False 25,395
100 4.198 2.527 1.671 58.3% 0.105 3.7% 20% False False 21,095
120 4.525 2.527 1.998 69.7% 0.102 3.6% 17% False False 17,924
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 0.025
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.510
2.618 3.293
1.618 3.160
1.000 3.078
0.618 3.027
HIGH 2.945
0.618 2.894
0.500 2.879
0.382 2.863
LOW 2.812
0.618 2.730
1.000 2.679
1.618 2.597
2.618 2.464
4.250 2.247
Fisher Pivots for day following 23-Feb-2012
Pivot 1 day 3 day
R1 2.879 2.865
PP 2.874 2.864
S1 2.870 2.863

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

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