NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 02-Feb-2012
Day Change Summary
Previous Current
01-Feb-2012 02-Feb-2012 Change Change % Previous Week
Open 2.829 2.801 -0.028 -1.0% 2.698
High 2.834 2.981 0.147 5.2% 3.128
Low 2.740 2.759 0.019 0.7% 2.663
Close 2.779 2.967 0.188 6.8% 3.068
Range 0.094 0.222 0.128 136.2% 0.465
ATR 0.141 0.146 0.006 4.1% 0.000
Volume 22,729 26,018 3,289 14.5% 99,892
Daily Pivots for day following 02-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.568 3.490 3.089
R3 3.346 3.268 3.028
R2 3.124 3.124 3.008
R1 3.046 3.046 2.987 3.085
PP 2.902 2.902 2.902 2.922
S1 2.824 2.824 2.947 2.863
S2 2.680 2.680 2.926
S3 2.458 2.602 2.906
S4 2.236 2.380 2.845
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 4.348 4.173 3.324
R3 3.883 3.708 3.196
R2 3.418 3.418 3.153
R1 3.243 3.243 3.111 3.331
PP 2.953 2.953 2.953 2.997
S1 2.778 2.778 3.025 2.866
S2 2.488 2.488 2.983
S3 2.023 2.313 2.940
S4 1.558 1.848 2.812
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.124 2.740 0.384 12.9% 0.159 5.4% 59% False False 18,498
10 3.128 2.643 0.485 16.3% 0.176 5.9% 67% False False 19,221
20 3.368 2.643 0.725 24.4% 0.144 4.9% 45% False False 16,207
40 3.752 2.643 1.109 37.4% 0.111 3.7% 29% False False 10,016
60 3.989 2.643 1.346 45.4% 0.103 3.5% 24% False False 7,598
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.925
2.618 3.562
1.618 3.340
1.000 3.203
0.618 3.118
HIGH 2.981
0.618 2.896
0.500 2.870
0.382 2.844
LOW 2.759
0.618 2.622
1.000 2.537
1.618 2.400
2.618 2.178
4.250 1.816
Fisher Pivots for day following 02-Feb-2012
Pivot 1 day 3 day
R1 2.935 2.934
PP 2.902 2.901
S1 2.870 2.869

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

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