NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 24-Feb-2012
Day Change Summary
Previous Current
23-Feb-2012 24-Feb-2012 Change Change % Previous Week
Open 2.904 2.857 -0.047 -1.6% 2.907
High 2.945 2.891 -0.054 -1.8% 2.945
Low 2.812 2.783 -0.029 -1.0% 2.781
Close 2.866 2.808 -0.058 -2.0% 2.808
Range 0.133 0.108 -0.025 -18.8% 0.164
ATR 0.135 0.133 -0.002 -1.4% 0.000
Volume 34,678 28,391 -6,287 -18.1% 162,109
Daily Pivots for day following 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.151 3.088 2.867
R3 3.043 2.980 2.838
R2 2.935 2.935 2.828
R1 2.872 2.872 2.818 2.850
PP 2.827 2.827 2.827 2.816
S1 2.764 2.764 2.798 2.742
S2 2.719 2.719 2.788
S3 2.611 2.656 2.778
S4 2.503 2.548 2.749
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.337 3.236 2.898
R3 3.173 3.072 2.853
R2 3.009 3.009 2.838
R1 2.908 2.908 2.823 2.877
PP 2.845 2.845 2.845 2.829
S1 2.744 2.744 2.793 2.713
S2 2.681 2.681 2.778
S3 2.517 2.580 2.763
S4 2.353 2.416 2.718
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.961 2.776 0.185 6.6% 0.132 4.7% 17% False False 44,680
10 2.961 2.706 0.255 9.1% 0.113 4.0% 40% False False 60,383
20 3.015 2.609 0.406 14.5% 0.133 4.7% 49% False False 57,509
40 3.312 2.527 0.785 28.0% 0.133 4.7% 36% False False 42,862
60 3.777 2.527 1.250 44.5% 0.116 4.1% 22% False False 31,959
80 4.080 2.527 1.553 55.3% 0.110 3.9% 18% False False 25,685
100 4.160 2.527 1.633 58.2% 0.106 3.8% 17% False False 21,316
120 4.456 2.527 1.929 68.7% 0.102 3.6% 15% False False 18,145
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.350
2.618 3.174
1.618 3.066
1.000 2.999
0.618 2.958
HIGH 2.891
0.618 2.850
0.500 2.837
0.382 2.824
LOW 2.783
0.618 2.716
1.000 2.675
1.618 2.608
2.618 2.500
4.250 2.324
Fisher Pivots for day following 24-Feb-2012
Pivot 1 day 3 day
R1 2.837 2.863
PP 2.827 2.845
S1 2.818 2.826

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

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