NYMEX Natural Gas Future June 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	2.857	2.854	-0.003	-0.1%	2.857
High	2.900	2.870	-0.030	-1.0%	2.989
Low	2.837	2.811	-0.026	-0.9%	2.750
Close	2.890	2.847	-0.043	-1.5%	2.890
Range	0.063	0.059	-0.004	-6.3%	0.239
ATR	0.139	0.134	-0.004	-3.1%	0.000
Volume	30,158	24,843	-5,315	-17.6%	160,941

Daily Pivots for day following 13-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.020	2.992	2.879
R3	2.961	2.933	2.863
R2	2.902	2.902	2.858
R1	2.874	2.874	2.852	2.859
PP	2.843	2.843	2.843	2.835
S1	2.815	2.815	2.842	2.800
S2	2.784	2.784	2.836
S3	2.725	2.756	2.831
S4	2.666	2.697	2.815

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.593	3.481	3.021
R3	3.354	3.242	2.956
R2	3.115	3.115	2.934
R1	3.003	3.003	2.912	3.059
PP	2.876	2.876	2.876	2.905
S1	2.764	2.764	2.868	2.820
S2	2.637	2.637	2.846
S3	2.398	2.525	2.824
S4	2.159	2.286	2.759

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.989	2.750	0.239	8.4%	0.109	3.8%	41%	False	False	31,953
10	2.989	2.680	0.309	10.9%	0.127	4.4%	54%	False	False	29,234
20	3.077	2.590	0.487	17.1%	0.147	5.2%	53%	False	False	26,673
40	3.441	2.590	0.851	29.9%	0.119	4.2%	30%	False	False	17,178
60	3.851	2.590	1.261	44.3%	0.110	3.9%	20%	False	False	13,040
80	4.118	2.590	1.528	53.7%	0.103	3.6%	17%	False	False	10,422
100	4.344	2.590	1.754	61.6%	0.098	3.5%	15%	False	False	8,669

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	0.020
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	3.121
2.618	3.024
1.618	2.965
1.000	2.929
0.618	2.906
HIGH	2.870
0.618	2.847
0.500	2.841
0.382	2.834
LOW	2.811
0.618	2.775
1.000	2.752
1.618	2.716
2.618	2.657
4.250	2.560

Fisher Pivots for day following 13-Feb-2012
Pivot	1 day	3 day
R1	2.845	2.863
PP	2.843	2.857
S1	2.841	2.852

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