NYMEX Natural Gas Future July 2012

Trading Metrics calculated at close of trading on 21-Feb-2012

Day Change Summary
	Previous	Current
	17-Feb-2012	21-Feb-2012	Change	Change %	Previous Week
Open	2.953	3.060	0.107	3.6%	2.937
High	3.104	3.060	-0.044	-1.4%	3.104
Low	2.930	2.965	0.035	1.2%	2.873
Close	3.074	3.036	-0.038	-1.2%	3.074
Range	0.174	0.095	-0.079	-45.4%	0.231
ATR	0.128	0.127	-0.001	-1.1%	0.000
Volume	22,090	19,850	-2,240	-10.1%	113,801

Daily Pivots for day following 21-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.305	3.266	3.088
R3	3.210	3.171	3.062
R2	3.115	3.115	3.053
R1	3.076	3.076	3.045	3.048
PP	3.020	3.020	3.020	3.007
S1	2.981	2.981	3.027	2.953
S2	2.925	2.925	3.019
S3	2.830	2.886	3.010
S4	2.735	2.791	2.984

Weekly Pivots for week ending 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.710	3.623	3.201
R3	3.479	3.392	3.138
R2	3.248	3.248	3.116
R1	3.161	3.161	3.095	3.205
PP	3.017	3.017	3.017	3.039
S1	2.930	2.930	3.053	2.974
S2	2.786	2.786	3.032
S3	2.555	2.699	3.010
S4	2.324	2.468	2.947

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.104	2.873	0.231	7.6%	0.112	3.7%	71%	False	False	22,796
10	3.104	2.831	0.273	9.0%	0.109	3.6%	75%	False	False	23,634
20	3.128	2.740	0.388	12.8%	0.130	4.3%	76%	False	False	22,435
40	3.496	2.643	0.853	28.1%	0.122	4.0%	46%	False	False	15,881
60	3.901	2.643	1.258	41.4%	0.109	3.6%	31%	False	False	11,792
80	4.162	2.643	1.519	50.0%	0.102	3.4%	26%	False	False	9,436

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.464
2.618	3.309
1.618	3.214
1.000	3.155
0.618	3.119
HIGH	3.060
0.618	3.024
0.500	3.013
0.382	3.001
LOW	2.965
0.618	2.906
1.000	2.870
1.618	2.811
2.618	2.716
4.250	2.561

Fisher Pivots for day following 21-Feb-2012
Pivot	1 day	3 day
R1	3.028	3.025
PP	3.020	3.015
S1	3.013	3.004

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