NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 02-Mar-2012
Day Change Summary
Previous Current
01-Mar-2012 02-Mar-2012 Change Change % Previous Week
Open 2.677 2.598 -0.079 -3.0% 2.781
High 2.691 2.621 -0.070 -2.6% 2.849
Low 2.559 2.578 0.019 0.7% 2.559
Close 2.579 2.600 0.021 0.8% 2.600
Range 0.132 0.043 -0.089 -67.4% 0.290
ATR 0.132 0.126 -0.006 -4.8% 0.000
Volume 54,096 58,682 4,586 8.5% 214,309
Daily Pivots for day following 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 2.729 2.707 2.624
R3 2.686 2.664 2.612
R2 2.643 2.643 2.608
R1 2.621 2.621 2.604 2.632
PP 2.600 2.600 2.600 2.605
S1 2.578 2.578 2.596 2.589
S2 2.557 2.557 2.592
S3 2.514 2.535 2.588
S4 2.471 2.492 2.576
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.539 3.360 2.760
R3 3.249 3.070 2.680
R2 2.959 2.959 2.653
R1 2.780 2.780 2.627 2.725
PP 2.669 2.669 2.669 2.642
S1 2.490 2.490 2.573 2.435
S2 2.379 2.379 2.547
S3 2.089 2.200 2.520
S4 1.799 1.910 2.441
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.849 2.559 0.290 11.2% 0.108 4.2% 14% False False 42,861
10 2.961 2.559 0.402 15.5% 0.120 4.6% 10% False False 43,771
20 2.961 2.559 0.402 15.5% 0.118 4.6% 10% False False 57,760
40 3.256 2.527 0.729 28.0% 0.134 5.2% 10% False False 47,146
60 3.655 2.527 1.128 43.4% 0.118 4.5% 6% False False 34,788
80 3.905 2.527 1.378 53.0% 0.111 4.3% 5% False False 27,965
100 4.121 2.527 1.594 61.3% 0.107 4.1% 5% False False 23,292
120 4.440 2.527 1.913 73.6% 0.102 3.9% 4% False False 19,853
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 2.804
2.618 2.734
1.618 2.691
1.000 2.664
0.618 2.648
HIGH 2.621
0.618 2.605
0.500 2.600
0.382 2.594
LOW 2.578
0.618 2.551
1.000 2.535
1.618 2.508
2.618 2.465
4.250 2.395
Fisher Pivots for day following 02-Mar-2012
Pivot 1 day 3 day
R1 2.600 2.640
PP 2.600 2.626
S1 2.600 2.613

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

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